Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated

Walter Krämer and Uwe Hassler

Economics Letters, 1998, vol. 60, issue 3, 285-290

Date: 1998
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Working Paper: Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated (1997)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:60:y:1998:i:3:p:285-290

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