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- W2052802658 abstract "Abstract An inference procedure is proposed for regression models with stationary regressors and non-stationary autoregressive errors. It is shown that the usual GLS or Cochrane–Orcutt procedure should be done in reverse order by starting the estimation from the error structure." @default.
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- W2052802658 date "1986-01-01" @default.
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- W2052802658 title "Asymptotic inference in regression models with autoregressive errors having roots on the unit circle" @default.
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- W2052802658 doi "https://doi.org/10.1016/0165-1765(86)90005-4" @default.
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