Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated
Year of publication: |
1998
|
---|---|
Authors: | Krämer, Walter |
Other Persons: | Hassler, Uwe (contributor) |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 60.1998, 3, p. 285-290
|
Subject: | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Theorie | Theory |
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