Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated
| Year of publication: |
1998
|
|---|---|
| Authors: | Kramer, Walter ; Hassler, Uwe |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 60.1998, 3, p. 285-290
|
| Publisher: |
Elsevier |