Finite sample efficiency of OLS in linear regression models with long-memory disturbances
Year of publication: |
2000
|
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Authors: | Kleiber, Christian |
Publisher: |
Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen |
Subject: | Regression | Theorie | Methode der kleinsten Quadrate | Efficiency of OLS | linear regression | long memory |
Series: | Technical Report ; 2000,34 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 766143449 [GVK] hdl:10419/77175 [Handle] RePEc:zbw:sfb475:200034 [RePEc] |
Classification: | C13 - Estimation ; C22 - Time-Series Models |
Source: |
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