Consequences of Fractionally Integrated Regressors

dc.contributor.author	Ploberger, Werner	de
dc.date.accessioned	2004-12-06T18:39:43Z
dc.date.available	2004-12-06T18:39:43Z
dc.date.issued	1999	de
dc.description.abstract	This paper analyzes linear models. It investigates the difference between the sum of squares of the residuals and the sum of squares of the prediction errors when the parameter is estimated consecutively: In case the regressors are "fractionally integrated" (in a very broad sense) it is shown that the asymptotic behavior of this difference is determined by the order of integration of the regressors.	en
dc.format.extent	168403 bytes
dc.format.extent	396586 bytes
dc.format.mimetype	application/pdf
dc.format.mimetype	application/postscript
dc.identifier.uri	http://hdl.handle.net/2003/4922
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-15026
dc.language.iso	en	de
dc.publisher	Universitätsbibliothek Dortmund	de
dc.subject.ddc	310	de
dc.title	Consequences of Fractionally Integrated Regressors	en
dc.type	Text	de
dc.type.publicationtype	report	en
dcterms.accessRights	open access
eldorado.dnb.deposit	true

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