Finite sample efficiency of OLS in linear regression models with long-memory disturbances
Christian Kleiber
| Year of publication: |
2000
|
|---|---|
| Authors: | Kleiber, Christian |
| Publisher: |
Dortmund : Univ., SFB 475 |
| Subject: | Regressionsanalyse | Regression analysis | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method |
Erscheint auch als (Online-Ausgabe):
Kleiber, Christian *1966-*. Finite sample efficiency of OLS in linear regression models with long-memory disturbances. - Dortmund : SFB 475, Universität Dortmund, 2000. - Online-Ressource (8 S.)
Persistent link: https://www.econbiz.de/10001601955