Efficiency of Least-Squares Estimation of Linear Trend when Residuals are Autocorrelated
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Econometric Society in its journal Econometrica.
Volume (Year): 47 (1979)
Issue (Month): 1 (January)
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Valentina Meliciani & Franco Peracchi, 2004.
"Convergence in Per-capita GDP Across European Regions: A Reappraisal,"
CEIS Research Paper
58, Tor Vergata University, CEIS.
- Valentina Meliciani & Franco Peracchi, 2006. "Convergence in per-capita GDP across European regions: a reappraisal," Empirical Economics, Springer, vol. 31(3), pages 549-568, September.
- Galip Altinay, 2003. "Estimating growth rate in the presence of serially correlated errors," Applied Economics Letters, Taylor and Francis Journals, vol. 10(15), pages 967-970.
- Krämer, Walter & Hassler, Uwe, 1997.
"Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated,"
1997,01, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Kramer, Walter & Hassler, Uwe, 1998. "Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated," Economics Letters, Elsevier, vol. 60(3), pages 285-290, September.
- Chihwa Kao & Jamie Emerson, 1999.
"On the Estimation of a Linear Time Trend Regression with a One-Way Error Component Model in the Presence of Serially Correlated Errors,"
Center for Policy Research Working Papers
1, Center for Policy Research, Maxwell School, Syracuse University.
- Chihwa Kao & Jamie Emerson, 1998. "On the Estimation of a Linear Time Trend Regression with a One- Way Error Component Model in the Presence of Serially Correlated Errors," Econometrics 9805004, EconWPA.
- Xiao, Zhijie, 2004.
"Estimating average economic growth in time series data with persistency,"
Journal of Macroeconomics,
Elsevier, vol. 26(4), pages 699-724, December.
- Xiao, Qifang & Xiao, Zhijie, 2003. "Estimating Average Economic Growth in Time Series Data with Persistency," Working Papers 03-0111, University of Illinois at Urbana-Champaign, College of Business.
- Jeske, Roland & Butefisch, Thomas & Song, Seuck Heun, 1996. "The efficiency of the sample mean in a linear regression model when errors follow a first-order moving average process," Economics Letters, Elsevier, vol. 52(3), pages 235-240, September.
- Daniel L. Thornton, 1984. "A note on the relative efficiency of the Cochrane-Orcutt and OLS estimators when the autocorrelation process has a finite past," Working Papers 1984-002, Federal Reserve Bank of St. Louis.
- Kramer, Walter & Michels, Sonja, 1997. "Autocorrelation- and heteroskedasticity-consistent t-values with trending data," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 141-147.
- Roland Jeske & Seuck Song, 2003. "Relative efficiency of OLSE and COTE for seasonal autoregressive disturbances," Statistical Papers, Springer, vol. 44(3), pages 421-432, July.
- Kramer, Walter & Baltagi, Badi, 1996. "A general condition for an optimal limiting efficiency of OLS in the general linear regression model," Economics Letters, Elsevier, vol. 50(1), pages 13-17, January.
- Fried, Roland & Gather, Ursula, 2004. "Robust Trend Estimation for AR(1) Disturbances," Technical Reports 2004,64, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
If references are entirely missing, you can add them using this form.