Asymptotic Equivalence of Ordinary Least Squares and Generalized Least Squares with Trending Regressors and Stationary Autoregressive Disturbances
dc.contributor.author | Krämer, Walter | de |
dc.date.accessioned | 2004-12-06T18:38:00Z | |
dc.date.available | 2004-12-06T18:38:00Z | |
dc.date.issued | 1997 | de |
dc.description.abstract | This 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.extent | 111874 bytes | |
dc.format.extent | 76239 bytes | |
dc.format.mimetype | application/pdf | |
dc.format.mimetype | application/postscript | |
dc.identifier.uri | http://hdl.handle.net/2003/4817 | |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-6719 | |
dc.language.iso | en | de |
dc.publisher | Universitätsbibliothek Dortmund | de |
dc.subject.ddc | 310 | de |
dc.title | Asymptotic Equivalence of Ordinary Least Squares and Generalized Least Squares with Trending Regressors and Stationary Autoregressive Disturbances | en |
dc.type | Text | de |
dc.type.publicationtype | report | en |
dcterms.accessRights | open access |