Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors (Q899509)
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scientific article; zbMATH DE number 6524524
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| English | Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors |
scientific article; zbMATH DE number 6524524 |
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Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors (English)
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29 December 2015
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efficiency
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Fourier coefficients
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normality
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semiparametric estimation
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spectral decomposition
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0.847507119178772
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0.8234061002731323
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0.8022645115852356
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0.8022645115852356
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0.8016939759254456
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