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~person:"Hassler, Uwe"
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Hassler, Uwe
Krämer, Walter
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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
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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
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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
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