AN INTEGRAL INEQUALITY ON C([0,1]) AND DISPERSION OF OLS UNDER NEAR-INTEGRATION

DOI10.1017/S0266466601172087zbMath0982.60007OpenAlexW2163062531MaRDI QIDQ2739270

Peter Burridge, Shasikanta Nandeibam, Ralph W. Bailey

Publication date: 9 September 2001

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466601172087

zbMATH Keywords

Ornstein-Uhlenbeck processvector Brownian motionnear-integrated regressors

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Brownian motion (60J65) Inequalities for sums, series and integrals (26D15)

Related Items (1)

Ordering the dispersion of ordinary least squares under near-integration

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