Finite Sample Comparisons of the Distributions of the OLS and GLS Estimators in Regression with an Integrated Regressor and Correlated Errors

The exact distribution of the OLS and GLS estimators in regression with an integrated regressor and correlated errors — comparison of numerical and Monte Carlo integration

Hisamatsu, H., (1995)

Finite sample comparisons of the distributions of the ols and gls estimators in regression with an integrated regsorad correlated errors

Maekawa, K., (1998)

Finite sample comparisons of the distributions of the OLS and GLS estimators in regression with an integrated regressor and correlated errors

Maekawa, Koichi, (1998)