OLS-based Asymptotic Inference in Linear Regression Models with Trending Regressors and AR(p)-Disturbances

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DC Field	Value	Language
dc.contributor.author	Krämer, Walter	de
dc.contributor.author	Marmol, Francesc	de
dc.date.accessioned	2004-12-06T18:38:04Z	-
dc.date.available	2004-12-06T18:38:04Z	-
dc.date.issued	1998	de
dc.identifier.uri	http://hdl.handle.net/2003/4821	-
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-15059	-
dc.description.abstract	We show that OLS and GLS are asymptotically equivalent in the linear regression model with AR(p)-disturbances and a wide range of trending regressors, and that OLS-based statistical inference is still meaningful after proper adjustment of the test-statistics.	en
dc.format.extent	159972 bytes	-
dc.format.extent	386208 bytes	-
dc.format.mimetype	application/pdf	-
dc.format.mimetype	application/postscript	-
dc.language.iso	en	de
dc.publisher	Universitätsbibliothek Dortmund	de
dc.subject.ddc	310	de
dc.title	OLS-based Asymptotic Inference in Linear Regression Models with Trending Regressors and AR(p)-Disturbances	en
dc.type	Text	de
dc.type.publicationtype	report	en
dcterms.accessRights	open access	-
Appears in Collections:	Sonderforschungsbereich (SFB) 475

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