Finite sample efficiency of OLS in linear regression models with long-memory disturbances

to connected objects

Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Classification: Wirtschaft

Keyword: Regressionsanalyse
Theorie
Methode der kleinsten Quadrate

Event: Veröffentlichung

(where): Dortmund

(who): Universitätsbibliothek Dortmund

(when): 2000

Creator: Kleiber, Christian

Handle: 2003/5039

URN: urn:nbn:de:101:1-201607121667

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 25.03.2025, 1:51 PM CET

Data provider

This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.

Show original at data provider

Associated

Kleiber, Christian
Universitätsbibliothek Dortmund

Time of origin

2000

Other Objects (12)

Arbeitspapier

Finite sample efficiency of OLS in linear regression models with long-memory disturbances

OLS-based Asymptotic Inference in Linear Regression Models with Trending Regressors and AR(p)-Disturbances

Arbeitspapier

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

The Equality of OLS and GLS Estimators in the Linear Regression Model When the Disturbances are Spatially Correlated

Arbeitspapier

The equality of OLS and GLS estimators in the linear regression model when the disturbances are spatially correlated

The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators

Journal article | Zeitschriftenartikel

The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators

Schätzeigenschaften der OLS-Schätzfunktion in Regressionen mit integrierten Variablen

Graffiti | Streetart

OLS | OLS are CooL

Graffiti | Streetart

OLS

Graffiti | Streetart

OLS

Graffiti | Streetart

OLS

Arbeitspapier

Finite sample efficiency of OLS in linear regression models with long-memory disturbances

OLS-based Asymptotic Inference in Linear Regression Models with Trending Regressors and AR(p)-Disturbances

Arbeitspapier

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

The Equality of OLS and GLS Estimators in the Linear Regression Model When the Disturbances are Spatially Correlated

Arbeitspapier

The equality of OLS and GLS estimators in the linear regression model when the disturbances are spatially correlated

The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators

Journal article | Zeitschriftenartikel

The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators

Schätzeigenschaften der OLS-Schätzfunktion in Regressionen mit integrierten Variablen

Graffiti | Streetart

OLS | OLS are CooL

Graffiti | Streetart

OLS

Graffiti | Streetart

OLS

Graffiti | Streetart

OLS

Arbeitspapier

Finite sample efficiency of OLS in linear regression models with long-memory disturbances

OLS-based Asymptotic Inference in Linear Regression Models with Trending Regressors and AR(p)-Disturbances

Arbeitspapier

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

The Equality of OLS and GLS Estimators in the Linear Regression Model When the Disturbances are Spatially Correlated

Arbeitspapier

The equality of OLS and GLS estimators in the linear regression model when the disturbances are spatially correlated

The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators

Journal article | Zeitschriftenartikel

The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators

Schätzeigenschaften der OLS-Schätzfunktion in Regressionen mit integrierten Variablen

Graffiti | Streetart

OLS | OLS are CooL

Graffiti | Streetart

OLS

Graffiti | Streetart

OLS

Graffiti | Streetart

OLS

Cultural heritage institutions wishing to register will find more information here.

Fields marked * need to be filled in.

Username*

Please enter your username

Email*

Please enter your email address

Please do not fill this field

First name

Last name

Password*

Please enter your password

Confirm password*

Please enter the same password

I have read the terms of use and the privacy policy for the collection of personal data and accept them. *

This field is required.

I would like to subscribe to the newsletter of the Deutsche Digitale Bibliothek. See newsletter subscription info.

Account created

Your "My DDB" account has been successfully created. Before you can log in to your account, you must click the confirmation link in the message we just sent to the email address you provided.

Finite sample efficiency of OLS in linear regression models with long-memory disturbances

Object Details

Classification and Topics

Contributors, Places and Time

Further information

Data provider

Associated

Time of origin

Other Objects (12)

Finite sample efficiency of OLS in linear regression models with long-memory disturbances

OLS-based Asymptotic Inference in Linear Regression Models with Trending Regressors and AR(p)-Disturbances

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

The Equality of OLS and GLS Estimators in the Linear Regression Model When the Disturbances are Spatially Correlated

The equality of OLS and GLS estimators in the linear regression model when the disturbances are spatially correlated

The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators

The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators

Schätzeigenschaften der OLS-Schätzfunktion in Regressionen mit integrierten Variablen

OLS | OLS are CooL

OLS

*OLS*

OLS

Finite sample efficiency of OLS in linear regression models with long-memory disturbances

OLS-based Asymptotic Inference in Linear Regression Models with Trending Regressors and AR(p)-Disturbances

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

The Equality of OLS and GLS Estimators in the Linear Regression Model When the Disturbances are Spatially Correlated

The equality of OLS and GLS estimators in the linear regression model when the disturbances are spatially correlated

The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators

The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators

Schätzeigenschaften der OLS-Schätzfunktion in Regressionen mit integrierten Variablen

OLS | OLS are CooL

OLS

*OLS*

OLS

Finite sample efficiency of OLS in linear regression models with long-memory disturbances

OLS-based Asymptotic Inference in Linear Regression Models with Trending Regressors and AR(p)-Disturbances

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

The Equality of OLS and GLS Estimators in the Linear Regression Model When the Disturbances are Spatially Correlated

The equality of OLS and GLS estimators in the linear regression model when the disturbances are spatially correlated

The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators

The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators

Schätzeigenschaften der OLS-Schätzfunktion in Regressionen mit integrierten Variablen

OLS | OLS are CooL

OLS

*OLS*

OLS

Related objects

Reset password

OLS

OLS

OLS