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On the inconsistency of the unrestricted estimator of the information matrix near a unit root

✍ Scribed by Tassos Magdalinos

Book ID: 110880051
Publisher: John Wiley and Sons
Year: 2007
Tongue: English
Weight: 541 KB
Volume: 10
Category: Article
ISSN: 1368-4221
DOI: 10.1111/j.1368-423x.2007.00207.x

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