Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated
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- 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.
- 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.
- 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.
- 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.
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