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

Krämer, Walter2004-12-062004-12-061997http://hdl.handle.net/2003/481710.17877/DE290R-6719This note generalizes previous results on the asymptotic equivalence of Ordinary and Generalized Least Squares estimates in Linear Regression models with trending data.enUniversitätsbibliothek Dortmund310Asymptotic Equivalence of Ordinary Least Squares and Generalized Least Squares with Trending Regressors and Stationary Autoregressive Disturbancesreport