On the inconsistency of the unrestricted estimator of the information matrix near a unit root
Year of publication: |
2007
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Authors: | Magdalinos, Tassos |
Published in: |
The econometrics journal. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1368-4221, ZDB-ID 14122650. - Vol. 10.2007, 2, p. 245-262
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