Hostname: page-component-7b9c58cd5d-sk4tg Total loading time: 0 Render date: 2025-03-15T08:54:08.376Z Has data issue: false hasContentIssue false
  • English
  • Français

Asymptotic Properties of OLS and GLS

Published online by Cambridge University Press:  18 October 2010

Juan J. Dolado
Juan J. Dolado
Affiliation:
Bank of Spain.
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Solutions
Information
Econometric Theory , Volume 5 , Issue 1 , April 1989 , pp. 177 - 180
Copyright
Copyright © Cambridge University Press 1989

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES

1.Grenander, U. & Rosenblatt, M.. Statistical analysis of stationary time series. New York: Wiley, 1957.Google Scholar
2.Kruskal, W.When are Gauss-Markov and least-squares estimators identical? A coordinate free approach. Annals of Mathematical Statistics 39 (1968): 70–75.CrossRefGoogle Scholar
3.Phillips, P.C.B. & Park, J.Y.. Asymptotic properties of OLS and GLS in regressions with integrated regressors. Journal of the American Statistical Society 83 (1988): 111–115.Google Scholar