A general condition for an optimal limiting efficiency of OLS in the general linear regression model
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 50 (1996)
Issue (Month): 1 (January)
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Web page: http://www.elsevier.com/locate/ecolet
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- Kleiber, Christian, 2000.
"Finite sample efficiency of OLS in linear regression models with long-memory disturbances,"
2000,34, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Kleiber, Christian, 2001. "Finite sample efficiency of OLS in linear regression models with long-memory disturbances," Economics Letters, Elsevier, vol. 72(2), pages 131-136, August.
- Tony Smith & Ka Lee, 2012. "The effects of spatial autoregressive dependencies on inference in ordinary least squares: a geometric approach," Journal of Geographical Systems, Springer, vol. 14(1), pages 91-124, January.
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