Finite sample efficiency of OLS in linear regression models with long-memory disturbances
| Year of publication: |
2001
|
|---|---|
| Authors: | Kleiber, Christian |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 72.2001, 2, p. 131-136
|
| Publisher: |
Elsevier |