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~language:"eng"
~person:"Alt, Raimund"
~person:"Baltagi, Badi H."
~person:"Hassler, Uwe"
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Alt, Raimund
Baltagi, Badi H.
Hassler, Uwe
Krämer, Walter
186
Kraemer, Walter
22
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Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated
Krämer, Walter
;
Hassler, Uwe
-
1997
Persistent link: https://www.econbiz.de/10010467728
Saved in:
2
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated
Krämer, Walter
- In:
Economics letters
60
(
1998
)
3
,
pp. 285-290
Persistent link: https://www.econbiz.de/10001251677
Saved in:
3
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated
Krämer, Walter
;
Hassler, Uwe
-
1997
We show that previous results on the asymptotic efficiency of OLS versus GLS in the context of trending data carry over to regressors of the fractionally integrated type.
Persistent link: https://www.econbiz.de/10010316658
Saved in:
4
A general condition for an optimal limiting efficiency of OLS in the general linear regression model
Krämer, Walter
- In:
Economics letters
50
(
1996
)
1
,
pp. 13-17
Persistent link: https://www.econbiz.de/10001194179
Saved in:
5
Consistency, asymptotic unbiasedness and bounds on the bias of s 2 in the linear regression model with error component disturbances
Baltagi, Badi H.
- In:
Statistical papers
35
(
1994
)
4
,
pp. 323-328
Persistent link: https://www.econbiz.de/10001173328
Saved in:
6
A modification of the CUSUM test in the linear regression model with lagged dependent variables
Ploberger, Werner
- In:
Empirical economics : a journal of the Institute for …
14
(
1989
)
2
,
pp. 65-75
Persistent link: https://www.econbiz.de/10001063997
Saved in:
7
Testing for structural change in dynamic models
Krämer, Walter
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
6
,
pp. 1355-1369
Persistent link: https://www.econbiz.de/10001059824
Saved in:
8
A modification of the CUSUM test in the linear regression model with lagged dependent variables
Krämer, Walter
-
1987
Persistent link: https://www.econbiz.de/10001383153
Saved in:
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