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person:"Hassler, Uwe"
~subject:"Stochastic process"
~subject:"Theory"
~type_genre:"Article in journal"
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Nonsense regressions due to neglected time-varying means
Hassler, Uwe
- In:
Statistical papers
44
(
2003
)
2
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pp. 169-182
Persistent link: https://www.econbiz.de/10001744679
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Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated
Krämer, Walter
- In:
Economics letters
60
(
1998
)
3
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pp. 285-290
Persistent link: https://www.econbiz.de/10001251677
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