Finite sample efficiency of OLS in linear regression models with long-memory disturbances
Christian Kleiber
| Year of publication: |
2000
|
|---|---|
| Authors: | Kleiber, Christian |
| Publisher: |
Dortmund : Univ., SFB 475 |
| Subject: | Regressionsanalyse | Regression analysis | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method |
| Extent: | 8 S |
|---|---|
| Series: | Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund. - Dortmund, ZDB-ID 2140377-6. - Vol. 2000,34 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Forschungsbericht ; Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.sfb475.uni-dortmund.de/berichte/tr34-00.ps |
| Classification: | C13 - Estimation ; C22 - Time-Series Models |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001601955