Full metadata record
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 |
Files in This Item:
File | Description | Size | Format | |
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98_43.pdf | DNB | 156.22 kB | Adobe PDF | View/Open |
tr43-98.ps | 377.16 kB | Postscript | View/Open |
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