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Asymptotic equivalence of ordinary least squares and generalized least squares with trending regressors and stationary autoregressive disturbances

Krämer, Walter - 1997

Persistent link: https://www.econbiz.de/10010467730

Asymptotic equivalence of ordinary lest squares and generalized least squares with trending regressors and stationary autoregressive disturbances

Krämer, Walter - In: Econometrics in theory and practice : Festschrift for …, (pp. 137-142). 1998

Persistent link: https://www.econbiz.de/10001301449

Finite sample power of Cliff-Ord-type-tests for spatial disturbance correlation in linear regression

Krämer, Walter - 2002

Persistent link: https://www.econbiz.de/10001742242

The exact bias of s 2 in linear panel regressions with spatial autocorrelation

Hanck, Christoph; Krämer, Walter - In: Economics letters 110 (2011) 1, pp. 67-70

Persistent link: https://www.econbiz.de/10009241559

OLS-based asymptotic inference in linear regression models with trending regressors and AR(p)-disturbances

Krämer, Walter; Mármol, Francesc - 1998

We show that OLS and GLS are asymptotically equivalent in the linear regression model with AR (p) disturbances and a wide range of trending regressors_ and that OLS based statistical inference is still meaningful after proper adjustment of the test statistics.

Persistent link: https://www.econbiz.de/10010438767