Search Results - subject:"OLS estimator."

Did you mean: subject:"OLS estimation." (2,295 results)

Analysis of long-term determinants of the profitability for amalgamated bank of South Africa

Antwi, Albert - In: International journal of finance & banking studies : JJFBS 10 (2021) 3, pp. 1-11

Persistent link: https://www.econbiz.de/10012616046

Rent seeking oligopolistic behaviour in European gasoline markets

Polemis, Michael L; Fotis, Panagiotis N - In: Economics Bulletin 35 (2015) 1, pp. 827-833

This paper explores the asymmetric adjustment speed of gasoline price in twelve European Union (EU) countries transmitted directly in a single stage formulation. The empirical results shed new light on the taxation effect and its role to the price asymmetry nexus, pointing that in many EU...

Persistent link: https://www.econbiz.de/10011213797

Regressions with Asymptotically Collinear Regressor

Mynbaev, Kairat - Volkswirtschaftliche Fakultät, … - 2009

We investigate the asymptotic behavior of the OLS estimator for regressions with two slowly varying regressors. It is …

Persistent link: https://www.econbiz.de/10009132740

On the relationship between estimate and its t value

Matsuoka, Yuji; Hamori, Shigeyuki - In: Theoretical economics letters 5 (2015) 1, pp. 1-3

Persistent link: https://www.econbiz.de/10010531978

Asymptotic Distribution of the OLS Estimator for a Mixed Regressive, Spatial Autoregressive Model

Mynbaev, Kairat - Volkswirtschaftliche Fakultät, … - 2006

We find the asymptotics of the OLS estimator of the parameters $\beta$ and $\rho$ in the spatial autoregressive model …

Persistent link: https://www.econbiz.de/10005620123

A Remark on the Asymptotic Distribution of the OLS Estimator for a Purely Autoregressive Spatial Model

Mynbaev, Kairat; Ullah, Aman - Volkswirtschaftliche Fakultät, … - 2006

We derive the asymptotics of the OLS estimator for a purely autoregressive spatial model. Only low-level conditions are … iterative procedure using the OLS estimator is proposed. Additional Information: This paper has been delivered at North American …. Ullah (2007) Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model. Journal of Multivariate …

Persistent link: https://www.econbiz.de/10005837002

Heavy tails of OLS

Mikosch, Thomas; Vries, Casper G. de - In: Journal of Econometrics 172 (2013) 2, pp. 205-221

explicit finite sample expressions for the tail probabilities of the distribution of the OLS estimator. These are useful for …

Persistent link: https://www.econbiz.de/10010608464

On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence

Bai, Jushan; Kao, Chihwa - Center for Policy Research, Maxwell School - 2005

Most of the existing literature on panel data cointegration assumes cross-sectional independence, an assumption that is difficult to satisfy. This paper studies panel cointegration under cross-sectional dependence, which is characterized by a factor structure. We derive the limiting distribution...

Persistent link: https://www.econbiz.de/10005698387

An Alternative Proof That OLS is BLUE

White, Halbert; Cho, Jin Seo - In: Journal of Econometric Methods 1 (2012) 1, pp. 107-107

Abstract We provide an altrnative proof that the Ordinary Least Squares estimator is the (conditionally) best linear unbiased estimator.

Persistent link: https://www.econbiz.de/10014612542

Asymptotic properties of OLS estimates in autoregressions with bounded or slowly growing deterministic trends

Mynbaev, Kairat - Volkswirtschaftliche Fakultät, … - 2003

We propose a general method of modeling deterministic trends for autoregressions. The method relies on the notion of $L_2$-approximable regressors previously developed by the author. Some facts from the theory of functions play an important role in the proof. In its present form, the method...

Persistent link: https://www.econbiz.de/10008527365