Choices between OLS with robust inference and feasible GLS in time series regressions
Year of publication: |
2018
|
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Authors: | Baillie, Richard ; Kim, Kun Ho |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 171.2018, p. 218-221
|
Subject: | Asymptotic bias | Feasible | Robust inference | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Systematischer Fehler | Bias | Robustes Verfahren | Robust statistics | Induktive Statistik | Statistical inference |
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