Choices between OLS with robust inference and feasible GLS in time series regressions
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DOI: 10.1016/j.econlet.2018.07.036
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More about this item
Keywords
OLS; GLS; Feasible GLS; Asymptotic bias; Robust inference;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
Statistics
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