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Comparison of GLS and OLS for a Linear Regression Model with Noninvertible MA(1) Errors

Published online by Cambridge University Press:  11 February 2009

Luis J. Alvárez  and
Juan J. Dolado
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Type
Solutions
Information
Econometric Theory , Volume 9 , Issue 4 , August 1993 , pp. 694 - 697
Copyright
Copyright © Cambridge University Press 1993

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References

1Kruskal, W.When are Gauss-Markov and least squares estimators identical? A coordinate free approach. Annals of Mathematical Statistics 39 (1968): 70–75.CrossRefGoogle Scholar

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Erratum

L. Alvarez  and J. Dolado