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

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