Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 신동완 | * |
dc.date.accessioned | 2017-02-15T08:02:59Z | - |
dc.date.available | 2017-02-15T08:02:59Z | - |
dc.date.issued | 2007 | * |
dc.identifier.issn | 0167-7152 | * |
dc.identifier.other | OAK-3824 | * |
dc.identifier.uri | https://dspace.ewha.ac.kr/handle/2015.oak/234246 | - |
dc.description.abstract | For seemingly unrelated regression (SUR) models with integrated regressors, two sufficient conditions are identified, under which the ordinary least-squares estimator (OLSE) is asymptotically efficient. The first condition is that every pair of regressor processes are cointegrated in a specific way that one regressor is a linear combination of the other regressor up to a zero-mean stationary error and the second condition is that, for every pair of regressor processes, the pair of error processes deriving the regressor processes have zero long-run covariance. © 2006 Elsevier B.V. All rights reserved. | * |
dc.language | English | * |
dc.title | Asymptotic efficiency of the ordinary least-squares estimator for sur models with integrated regressors | * |
dc.type | Article | * |
dc.relation.issue | 1 | * |
dc.relation.volume | 77 | * |
dc.relation.index | SCIE | * |
dc.relation.index | SCOPUS | * |
dc.relation.startpage | 75 | * |
dc.relation.lastpage | 82 | * |
dc.relation.journaltitle | Statistics and Probability Letters | * |
dc.identifier.doi | 10.1016/j.spl.2006.05.024 | * |
dc.identifier.wosid | WOS:000244074400010 | * |
dc.identifier.scopusid | 2-s2.0-33750502052 | * |
dc.author.google | Shin D.W. | * |
dc.author.google | Joon Kim H. | * |
dc.author.google | Jhee W.-C. | * |
dc.contributor.scopusid | 신동완(7403352539) | * |
dc.date.modifydate | 20240116115756 | * |