Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/77315
Authors: 
Krämer, Walter
Hassler, Uwe
Year of Publication: 
1997
Series/Report no.: 
Technical Report, SFB 475: Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 1997,01
Abstract: 
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.
Document Type: 
Working Paper

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