Asymptotic efficiency of the OLS estimator with singular limiting sample moment matrices
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- repec:kap:iaecre:v:10:y:2004:i:4:p:257-264 is not listed on IDEAS
- Mynbaev, Kairat T., 2009. "Central Limit Theorems For Weighted Sums Of Linear Processes: Lp -Approximability Versus Brownian Motion," Econometric Theory, Cambridge University Press, vol. 25(03), pages 748-763, June.
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More about this item
KeywordsStationary time series; OLS estimator; Grenander–Rosenblatt theorem; Asymptotic relative efficiency; Asymptotically collinear regressor; Slowly varying function;
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