Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors
| Year of publication: |
1986
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|---|---|
| Authors: | Phillips, Peter C.B. ; Park, Joon Y. |
| Institutions: | Cowles Foundation for Research in Economics, Yale University |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | CFP 703. Published in Journal of American Statistical Association (1988), 83(401): 111-115 The price is None Number 802 20 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005762570