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A general condition for an optimal limiting efficiency of OLS in the general linear regression model
Krämer, Walter - In: Economics letters 50 (1996) 1, pp. 13-17
Persistent link: https://www.econbiz.de/10001194179
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Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated
Krämer, Walter - In: Economics letters 60 (1998) 3, pp. 285-290
Persistent link: https://www.econbiz.de/10001251677
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Fractional integration and the augmented Dickey-Fuller test
Krämer, Walter - In: Economics letters 61 (1998) 3, pp. 269-272
Persistent link: https://www.econbiz.de/10001252469
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On the robustness of the f-test to autocorrelation among disturbances
Krämer, Walter - In: Economics letters 1 (1989), pp. 37-40
Persistent link: https://www.econbiz.de/10001068818
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Mean adjustment and the CUSUM test for structural change
Ploberger, Werner - In: Economics letters 3 (1987), pp. 255-258
Persistent link: https://www.econbiz.de/10001038834