Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors
No abstract is available for this item.
|Date of creation:||1986|
|Date of revision:|
|Publication status:||Published in Journal of American Statistical Association (1988), 83(401): 111-115|
|Contact details of provider:|| Postal: |
Phone: (203) 432-3702
Fax: (203) 432-6167
Web page: http://cowles.econ.yale.edu/
More information through EDIRC
|Order Information:|| Postal: Cowles Foundation, Yale University, Box 208281, New Haven, CT 06520-8281 USA|
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Peter C.B. Phillips & Steven N. Durlauf, 1985.
"Multiple Time Series Regression with Integrated Processes,"
Cowles Foundation Discussion Papers
768, Cowles Foundation for Research in Economics, Yale University.
- Phillips, P C B & Durlauf, S N, 1986. "Multiple Time Series Regression with Integrated Processes," Review of Economic Studies, Wiley Blackwell, vol. 53(4), pages 473-95, August.
When requesting a correction, please mention this item's handle: RePEc:cwl:cwldpp:802. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Glena Ames)
If references are entirely missing, you can add them using this form.