Ols-based asymptotic inference in linear regression models with trending regressors and ar(p)-disturbances

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dc.contributor.author Krämer, Walter
dc.contributor.author Mármol, Francesc
dc.contributor.editor Universidad Carlos III de Madrid. Departamento de Estadística
dc.date.accessioned 2010-01-08T09:32:10Z
dc.date.available 2010-01-08T09:32:10Z
dc.date.issued 1999-03
dc.identifier.uri http://hdl.handle.net/10016/6300
dc.description.abstract We show that OLS and GLS are asymptotically equivalent in the linear regression model with AR(p)-9isturbances and a wide range of trending regressors, and that OLS-based statistical inference is still meaningful after proper adjustment of the teststatistics.
dc.format.mimetype application/pdf
dc.language.iso eng
dc.relation.ispartofseries UC3M Working Papers. Statistics and Econometrics
dc.relation.ispartofseries 99-23-05
dc.rights Atribución-NoComercial-SinDerivadas 3.0 España
dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.other OLS
dc.subject.other GLS
dc.subject.other Trending regressors
dc.title Ols-based asymptotic inference in linear regression models with trending regressors and ar(p)-disturbances
dc.type workingPaper
dc.subject.eciencia Estadística
dc.rights.accessRights openAccess
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