Pages that link to "Item:Q1274707"
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The following pages link to Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated (Q1274707):
Displaying 4 items.
- On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing (Q652595) (← links)
- Asymptotic efficiency of the ordinary least-squares estimator for SUR models with integrated regressors (Q870325) (← links)
- Asymptotic efficiency of the OLSE for polynomial regression models with spatially correlated errors (Q1975346) (← links)
- OLS-BASED ASYMPTOTIC INFERENCE IN LINEAR REGRESSION MODELS WITH TRENDING REGRESSORS AND AR(<i>p</i>)-DISTURBANCES (Q4540719) (← links)
