Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated
| Year of publication: |
1998
|
|---|---|
| Authors: | Krämer, Walter ; Hassler, Uwe |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 60.1998, 3, p. 285-290
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