Matches in SemOpenAlex for { <https://semopenalex.org/work/W3122331479> ?p ?o ?g. }
Showing items 1 to 83 of
83
with 100 items per page.
- W3122331479 abstract "This paper presents a time series model that has an asymptotically efficient ordinary least squares (OLS) estimator, irrespective of the singularity of its limiting sample moment matrices. In the literature on stationary time series analysis, Grenander and Rosenblatt's (1957) (G-R) classical result is used to judge the asymptotic efficiency of regression coefficients on deterministic regressors satisfying Grenander's condition. Without this condition, however, it is not obvious that the model is efficient. In this paper, we introduce such a model by proving the efficiency of the model with a slowly varying (SV) regressor under the same condition on error terms constrained in G-R. This kind of regressor is known to display asymptotic singularity in the sample moment matrices, as in Phillips (2007), such that Grenander's condition fails." @default.
- W3122331479 created "2021-02-01" @default.
- W3122331479 creator A5069014880 @default.
- W3122331479 date "2011-10-01" @default.
- W3122331479 modified "2023-10-02" @default.
- W3122331479 title "Asymptotic Efficiency of the OLS Estimator with Singular Limiting Sample Moment Matrices" @default.
- W3122331479 hasPublicationYear "2011" @default.
- W3122331479 type Work @default.
- W3122331479 sameAs 3122331479 @default.
- W3122331479 citedByCount "0" @default.
- W3122331479 crossrefType "posted-content" @default.
- W3122331479 hasAuthorship W3122331479A5069014880 @default.
- W3122331479 hasConcept C105795698 @default.
- W3122331479 hasConcept C119047807 @default.
- W3122331479 hasConcept C121332964 @default.
- W3122331479 hasConcept C127413603 @default.
- W3122331479 hasConcept C134306372 @default.
- W3122331479 hasConcept C143724316 @default.
- W3122331479 hasConcept C149782125 @default.
- W3122331479 hasConcept C151730666 @default.
- W3122331479 hasConcept C16171025 @default.
- W3122331479 hasConcept C179254644 @default.
- W3122331479 hasConcept C185429906 @default.
- W3122331479 hasConcept C185592680 @default.
- W3122331479 hasConcept C188198153 @default.
- W3122331479 hasConcept C198531522 @default.
- W3122331479 hasConcept C28826006 @default.
- W3122331479 hasConcept C33923547 @default.
- W3122331479 hasConcept C43617362 @default.
- W3122331479 hasConcept C65778772 @default.
- W3122331479 hasConcept C74650414 @default.
- W3122331479 hasConcept C78519656 @default.
- W3122331479 hasConcept C86803240 @default.
- W3122331479 hasConcept C99656134 @default.
- W3122331479 hasConceptScore W3122331479C105795698 @default.
- W3122331479 hasConceptScore W3122331479C119047807 @default.
- W3122331479 hasConceptScore W3122331479C121332964 @default.
- W3122331479 hasConceptScore W3122331479C127413603 @default.
- W3122331479 hasConceptScore W3122331479C134306372 @default.
- W3122331479 hasConceptScore W3122331479C143724316 @default.
- W3122331479 hasConceptScore W3122331479C149782125 @default.
- W3122331479 hasConceptScore W3122331479C151730666 @default.
- W3122331479 hasConceptScore W3122331479C16171025 @default.
- W3122331479 hasConceptScore W3122331479C179254644 @default.
- W3122331479 hasConceptScore W3122331479C185429906 @default.
- W3122331479 hasConceptScore W3122331479C185592680 @default.
- W3122331479 hasConceptScore W3122331479C188198153 @default.
- W3122331479 hasConceptScore W3122331479C198531522 @default.
- W3122331479 hasConceptScore W3122331479C28826006 @default.
- W3122331479 hasConceptScore W3122331479C33923547 @default.
- W3122331479 hasConceptScore W3122331479C43617362 @default.
- W3122331479 hasConceptScore W3122331479C65778772 @default.
- W3122331479 hasConceptScore W3122331479C74650414 @default.
- W3122331479 hasConceptScore W3122331479C78519656 @default.
- W3122331479 hasConceptScore W3122331479C86803240 @default.
- W3122331479 hasConceptScore W3122331479C99656134 @default.
- W3122331479 hasLocation W31223314791 @default.
- W3122331479 hasOpenAccess W3122331479 @default.
- W3122331479 hasPrimaryLocation W31223314791 @default.
- W3122331479 hasRelatedWork W1570739429 @default.
- W3122331479 hasRelatedWork W1919448723 @default.
- W3122331479 hasRelatedWork W1980224475 @default.
- W3122331479 hasRelatedWork W2004172742 @default.
- W3122331479 hasRelatedWork W2007057797 @default.
- W3122331479 hasRelatedWork W2021075269 @default.
- W3122331479 hasRelatedWork W2072986477 @default.
- W3122331479 hasRelatedWork W2164159286 @default.
- W3122331479 hasRelatedWork W2196884865 @default.
- W3122331479 hasRelatedWork W2341038558 @default.
- W3122331479 hasRelatedWork W2890944151 @default.
- W3122331479 hasRelatedWork W3101080760 @default.
- W3122331479 hasRelatedWork W3104622180 @default.
- W3122331479 hasRelatedWork W3105665898 @default.
- W3122331479 hasRelatedWork W3125976838 @default.
- W3122331479 hasRelatedWork W3126032755 @default.
- W3122331479 hasRelatedWork W650301234 @default.
- W3122331479 hasRelatedWork W7655338 @default.
- W3122331479 hasRelatedWork W1201345869 @default.
- W3122331479 hasRelatedWork W172703921 @default.
- W3122331479 isParatext "false" @default.
- W3122331479 isRetracted "false" @default.
- W3122331479 magId "3122331479" @default.
- W3122331479 workType "article" @default.