Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors
type: Item
instance of: scholarly article
title: Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors
zbMATH Open document ID: 1328.62219
author: Dong Wan Shin
author: Man-Suk Oh
published in: Journal of Econometrics
publication date: 2015-12-29T00:00:00Z
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6524524
zbMATH Keywords: efficiency
zbMATH Keywords: Fourier coefficients
zbMATH Keywords: normality
zbMATH Keywords: semiparametric estimation
zbMATH Keywords: spectral decomposition
MaRDI profile type: Publication
full work available at URL: j.jeconom.2003.07.001
OpenAlex ID: W2015882739
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DOI: 10.1016/J.JECONOM.2003.07.001
description: scientific article; zbMATH DE number 6524524