EconPapers    
Economics at your fingertips  
 

A refined efficiency rate for ordinary least squares and generalized least squares estimators for a linear trend with autoregressive errors

Jaechoul Lee and Robert Lund

Journal of Time Series Analysis, 2012, vol. 33, issue 2, 312-324

Date: 2012
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://hdl.handle.net/10.1111/j.1467-9892.2011.00768.x (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jtsera:v:33:y:2012:i:2:p:312-324

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0143-9782

Access Statistics for this article

Journal of Time Series Analysis is currently edited by M.B. Priestley

More articles in Journal of Time Series Analysis from Wiley Blackwell
Bibliographic data for series maintained by Wiley Content Delivery ().

 
Page updated 2025-03-19
Handle: RePEc:bla:jtsera:v:33:y:2012:i:2:p:312-324