Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/77204 
Year of Publication: 
1998
Series/Report no.: 
Technical Report No. 1998,43
Publisher: 
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen, Dortmund
Abstract: 
We show that OLS and GLS are asymptotically equivalent in the linear regression model with AR (p) disturbances and a wide range of trending regressors_ and that OLS based statistical inference is still meaningful after proper adjustment of the test statistics.
Document Type: 
Working Paper

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