Econometric Inference in the Vicinity of Unity
Year of publication: |
2009-04
|
---|---|
Authors: | Phillips, Peter C.B. ; Magdalinos, Tassos |
Institutions: | School of Economics, Singapore Management University |
Subject: | Central limit theory | Cointegration | Endogeneity bias | Instrumentation | Mild integration | Mixed normality | Robustness | Simultaneity |
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