Finite sample efficiency of OLS in linear regression models with long-memory disturbances
Year of publication: |
2000
|
---|---|
Authors: | Kleiber, Christian |
Publisher: |
Dortmund : Univ., SFB 475 |
Subject: | Regressionsanalyse | Regression analysis | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method |
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