The exact distribution of the OLS and GLS estimators in regression with an integrated regressor and correlated errors — comparison of numerical and Monte Carlo integration
| Year of publication: |
1995
|
|---|---|
| Authors: | Hisamatsu, H. ; Knight, J.L. ; Maekawa, K. |
| Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 39.1995, 3, p. 273-277
|
| Publisher: |
Elsevier |