Asymptotic Distributions of the Least-Squares Estimators and Test Statistics in the Near Unit Root Model with Non-Zero Initial Value and Local Drift and Trend
Year of publication: |
1994
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Authors: | Nabeya, Seiji ; Sørensen, Bent E. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 10.1994, 5, p. 937-966
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