The exact distribution of the OLS and GLS estimators in regression with an integrated regressor and correlated errors — comparison of numerical and Monte Carlo integration

H. Hisamatsu, John Knight and K. Maekawa

Mathematics and Computers in Simulation (MATCOM), 1995, vol. 39, issue 3, 273-277

Date: 1995
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:39:y:1995:i:3:p:273-277

DOI: 10.1016/0378-4754(94)00070-4

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