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

This note generalizes previous results on the asymptotic equivalence of Ordinary and Generalized Least Squares estimates in Linear Regression models with trending data.

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Year of publication:	1997
Authors:	Krämer, Walter
Publisher:	Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen

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Series:	Technical Report ; 1997,04
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	81612440X [GVK] hdl:10419/77142 [Handle] RePEc:zbw:sfb475:199704 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010316485