Asymptotic Equivalence of Ordinary Least Squares and Generalized Least Squares in Regressions With Integrated Regressors (Q3793579): Difference between revisions

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Asymptotic Equivalence of Ordinary Least Squares and Generalized Least Squares in Regressions With Integrated Regressors
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Asymptotic Equivalence of Ordinary Least Squares and Generalized Least Squares in Regressions With Integrated Regressors (English)
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Latest revision as of 21:19, 19 March 2024

scientific article
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English
Asymptotic Equivalence of Ordinary Least Squares and Generalized Least Squares in Regressions With Integrated Regressors
scientific article

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    1988
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    asymptotic efficiency
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    multiple regression model
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    stationary autoregressive process
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    integrated m-vector process
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    asymptotic distributions
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    ordinary least squares
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    generalized least squares
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    multivariate invariance principle
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    functionals of vector Brownian motion
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    Asymptotic Equivalence of Ordinary Least Squares and Generalized Least Squares in Regressions With Integrated Regressors (English)
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