Pages that link to "Item:Q3793579"
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The following pages link to Asymptotic Equivalence of Ordinary Least Squares and Generalized Least Squares in Regressions With Integrated Regressors (Q3793579):
Displayed 29 items.
- Robust estimation for structural spurious regressions and a Hausman-type cointegration test (Q290961) (← links)
- On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing (Q652595) (← links)
- Efficiency of the OLSE for regressions on two-dimensional grids with sinusoidal regressors and spatially correlated errors (Q745288) (← links)
- Autoregressive distributed lag models and cointegration (Q862779) (← links)
- Asymptotic efficiency of the ordinary least-squares estimator for SUR models with integrated regressors (Q870325) (← links)
- Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors (Q899509) (← links)
- Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function (Q1193514) (← links)
- Properties of ordinary least squares estimators in regression models with nonspherical disturbances (Q1203093) (← links)
- Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated (Q1274707) (← links)
- Adaptive estimation of cointegrating regressions with ARMA errors (Q1298415) (← links)
- Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments. (Q1367140) (← links)
- Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley) (Q1371375) (← links)
- The power of bootstrap based tests for parameters in cointegrating regressions (Q1567079) (← links)
- On bootstrapping regressions with unit root processes (Q1573123) (← links)
- Higher order approximations for Wald statistics in time series regressions with integrated processes. (Q1867717) (← links)
- Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model. (Q1867729) (← links)
- Asymptotic efficiency of the OLSE for polynomial regression models with spatially correlated errors (Q1975346) (← links)
- Cointegration in high frequency data (Q2044337) (← links)
- Spurious functional-coefficient regression models and robust inference with marginal integration (Q2155302) (← links)
- Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals (Q3548524) (← links)
- Cointegrating Regressions with Time Heterogeneity (Q3578996) (← links)
- Finite sample comparisons of the distributions of the ols and gls estimators in regression with an integrated regsorad correlated errors (Q4224732) (← links)
- ESTIMATION AND INFERENCE ON LONG-RUN EQUILIBRIA: A SIMULATION STUDY (Q4406236) (← links)
- OLS-BASED ASYMPTOTIC INFERENCE IN LINEAR REGRESSION MODELS WITH TRENDING REGRESSORS AND AR(<i>p</i>)-DISTURBANCES (Q4540719) (← links)
- Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity (Q4678786) (← links)
- Bootstrapping time series models (Q4883731) (← links)
- Concentration Ellipsoids, Their Planes of Support, and the Linear Regression Model (Q5080546) (← links)
- More powerful Engle–Granger cointegration tests (Q5222271) (← links)
- REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES (Q5859554) (← links)