Asymptotic Equivalence of Ordinary Least Squares and Generalized Least Squares with Trending Regressors and Stationary Autoregressive Disturbances

dc.contributor.authorKrämer, Walterde
dc.date.accessioned2004-12-06T18:38:00Z
dc.date.available2004-12-06T18:38:00Z
dc.date.issued1997de
dc.description.abstractThis note generalizes previous results on the asymptotic equivalence of Ordinary and Generalized Least Squares estimates in Linear Regression models with trending data.en
dc.format.extent111874 bytes
dc.format.extent76239 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypeapplication/postscript
dc.identifier.urihttp://hdl.handle.net/2003/4817
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-6719
dc.language.isoende
dc.publisherUniversitätsbibliothek Dortmundde
dc.subject.ddc310de
dc.titleAsymptotic Equivalence of Ordinary Least Squares and Generalized Least Squares with Trending Regressors and Stationary Autoregressive Disturbancesen
dc.typeTextde
dc.type.publicationtypereporten
dcterms.accessRightsopen access

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