Choices between OLS with robust inference and feasible GLS in time series regressions (Q1788026)
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scientific article; zbMATH DE number 6948362
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| English | Choices between OLS with robust inference and feasible GLS in time series regressions |
scientific article; zbMATH DE number 6948362 |
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Choices between OLS with robust inference and feasible GLS in time series regressions (English)
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8 October 2018
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OLS
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GLS
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feasible GLS
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asymptotic bias
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robust inference
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0.7587460875511169
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0.752280592918396
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0.7422309517860413
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