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Asymptotic efficiency of the ordinary least squares estimators for regressions with unstable regressors
Shin, Dong-wan
;
Oh, Man-suk
- In:
Econometric theory
18
(
2002
)
5
,
pp. 1121-1138
Persistent link: https://www.econbiz.de/10001702335
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Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors
Shin, Dong-wan
;
Oh, Man-Suk
- In:
Journal of econometrics
122
(
2004
)
2
,
pp. 247-280
Persistent link: https://www.econbiz.de/10002173145
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