Asymptotic equivalence of ordinary lest squares and generalized least squares with trending regressors and stationary autoregressive disturbances
Walter Krämer
| Year of publication: |
1998
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|---|---|
| Authors: | Krämer, Walter |
| Published in: |
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables. - Heidelberg : Physica-Verl., ISBN 3-7908-1116-5. - 1998, p. 137-142
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| Subject: | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001301449