Asymptotic efficiency of the OLS estimator with singular limiting sample moment matrices (Q277287)
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scientific article; zbMATH DE number 6577648
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic efficiency of the OLS estimator with singular limiting sample moment matrices |
scientific article; zbMATH DE number 6577648 |
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Asymptotic efficiency of the OLS estimator with singular limiting sample moment matrices (English)
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4 May 2016
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stationary time series
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OLS estimator
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Grenander-Rosenblatt theorem
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asymptotic relative efficiency
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asymptotically collinear regressor
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slowly varying function
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