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Title: The DOLS estimator has the following property if Xt and Yt are cointegrated: Post by: KitKat29 on Jan 28, 2018 The DOLS estimator has the following property if Xt and Yt are cointegrated:
A) it is BLUE even in small samples. B) it is efficient in large samples. C) it has a standard normal distribution when homoskedasticity-only standard errors are used. D) it has a non-normal distribution in large samples when HAC standard errors are used. Title: The DOLS estimator has the following property if Xt and Yt are cointegrated: Post by: jfnf on Jan 28, 2018 Content hidden
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