Asymptotic equivalence of OLS and GLS in regressions with integrated regressors
by P. C. B. Phillips and Joon Y. Park
| Year of publication: |
1987 ; Rev
|
|---|---|
| Authors: | Phillips, Peter C. B. ; Park, Joon Y. |
| Publisher: |
[S.l.] |
| Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | 17 Bl |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Kopie OLS and GLS = Ordinary least squares and generalized least squares |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000760970