Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated (Q1274707)
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scientific article; zbMATH DE number 1238569
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated |
scientific article; zbMATH DE number 1238569 |
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Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated (English)
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12 January 1999
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least squares
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fractional integration
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efficiency
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