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

Publisher： Elsevier

ISSN： 0165-1765

Source： Economics Letters, Vol.72, Iss.2, 2001-08, pp. : 131-136

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Periodic Long-Memory GARCH Models

By Bordignon Silvano

Econometric Reviews, Vol. 28, Iss. 1-3, 2009-01 ,pp. : 60-82

Taylor & Francis Ltd

Access to resources Recommend Favorite

Finite sample properties of a QML estimator of stochastic volatility models with long memory

By Perez A. Ruiz E.

Economics Letters, Vol. 70, Iss. 2, 2001-02 ,pp. : 157-164

Elsevier

Access to resources Recommend Favorite

A general condition for an optimal limiting efficiency of OLS in the general linear regression model

By Kramer W. Baltagi B.

Economics Letters, Vol. 50, Iss. 1, 1996-01 ,pp. : 13-17

Elsevier

Access to resources Recommend Favorite

Unemployment hysteresis in Canada: an approach based on long-memory time series models

By Koustas Zisimos Veloce William

Applied Economics, Vol. 28, Iss. 7, 1996-07 ,pp. : 823-831

Routledge Ltd

Access to resources Recommend Favorite

Inconsistency of estimate of the degree of freedom of multivariate student-t disturbances in linear regression models

By Wang S.-G. Ip W.-C.

Economics Letters, Vol. 80, Iss. 3, 2003-09 ,pp. : 383-389

Elsevier

Access to resources Recommend Favorite