Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/77204
Authors: 
Krämer, Walter
Marmol, Francesc
Year of Publication: 
1998
Series/Report no.: 
Technical Report, SFB 475: Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 1998,43
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

Files in This Item:
File
Size
377.16 kB
161.53 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.