Finite sample comparisons of the distributions of the OLS and GLS estimators in regression with an integrated regressor and correlated errors
Year of publication: |
1998
|
---|---|
Authors: | Maekawa, Koichi |
Other Persons: | Knight, John L. (contributor) ; Hisamatsu, Hiroyuki (contributor) |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 17.1998, 4, p. 387-413
|
Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
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