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

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  • Kramer, Walter
  • Baltagi, Badi

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File URL: http://www.sciencedirect.com/science/article/B6V84-3VWPNX0-3/2/dc0b6c6f7a2f3cfc597dd7c0113266df
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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 50 (1996)
Issue (Month): 1 (January)
Pages: 13-17

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Handle: RePEc:eee:ecolet:v:50:y:1996:i:1:p:13-17

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Web page: http://www.elsevier.com/locate/ecolet

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  1. Kramer, Walter, 1982. "Note on Estimating Linear Trend When Residuals are Autocorrelated," Econometrica, Econometric Society, vol. 50(4), pages 1065-67, July.
  2. Baltagi, Badi H. & Li, Qi, 1991. "A transformation that will circumvent the problem of autocorrelation in an error-component model," Journal of Econometrics, Elsevier, vol. 48(3), pages 385-393, June.
  3. Bartels, Robert, 1992. "On the power function of the Durbin-Watson test," Journal of Econometrics, Elsevier, vol. 51(1-2), pages 101-112.
  4. Busse, Ralf & Jeske, Roland & Kramer, Walter, 1994. "Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated," Economics Letters, Elsevier, vol. 45(3), pages 267-271.
  5. Chipman, John S, 1979. "Efficiency of Least-Squares Estimation of Linear Trend when Residuals are Autocorrelated," Econometrica, Econometric Society, vol. 47(1), pages 115-28, January.
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Cited by:
  1. 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.
  2. Martellosio, Federico, 2011. "Efficiency of the OLS estimator in the vicinity of a spatial unit root," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 1285-1291, August.
  3. 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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