Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated
dc.contributor.author | Hassler, Uwe | de |
dc.contributor.author | Krämer, Walter | de |
dc.date.accessioned | 2004-12-06T18:38:02Z | |
dc.date.available | 2004-12-06T18:38:02Z | |
dc.date.issued | 1997 | de |
dc.description.abstract | We show that previous results on the asymptotic efficiency of OLS versus GLS in the context of trending data carry over to regressors of the fractionally integrated type. | en |
dc.format.extent | 114341 bytes | |
dc.format.extent | 75279 bytes | |
dc.format.mimetype | application/pdf | |
dc.format.mimetype | application/postscript | |
dc.identifier.uri | http://hdl.handle.net/2003/4819 | |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-6721 | |
dc.language.iso | en | de |
dc.publisher | Universitätsbibliothek Dortmund | de |
dc.subject.ddc | 310 | de |
dc.title | Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated | en |
dc.type | Text | de |
dc.type.publicationtype | report | en |
dcterms.accessRights | open access |