Finite sample efficiency of OLS in linear regression models with long-memory disturbances

Economics Letters

Volumn 72, Issue 2, 2001, Pages 131-136

  Kleiber, Christian ^a  

^a TU DORTMUND UNIVERSITY   (Germany)

Author keywords

C13; C22; Efficiency of OLS; Linear regression; Long memory

Indexed keywords

EID: 0035629918     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(01)00423-2     Document Type: Article

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