No CrossRef data available.
Article contents
Asymptotic Properties of OLS and GLS
Published online by Cambridge University Press: 18 October 2010
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.

- Type
- Solutions
- Information
- Copyright
- Copyright © Cambridge University Press 1989
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