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Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
Kiviet, J. F.
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Phillips, Garry D. A.
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1998
Persistent link: https://www.econbiz.de/10000168159
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The bias of the 2SLS variance estimator
Kiviet, J. F.
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Phillips, Garry D. A.
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1998
Persistent link: https://www.econbiz.de/10000168173
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Moment approximation for least squares estimators in dynamic regression models with a unit root
Kiviet, J. F.
;
Phillips, Garry D. A.
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1999
Persistent link: https://www.econbiz.de/10001398338
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