Asymptotic Equivalence of Ordinary Least Squares and Generalized Least Squares with Trending Regressors and Stationary Autoregressive Disturbances
Loading...
Date
1997
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Universitätsbibliothek Dortmund
Alternative Title(s)
Abstract
This note generalizes previous results on the asymptotic equivalence of Ordinary and Generalized Least Squares estimates in Linear Regression models with trending data.