Moment approximation for least-squares estimators in dynamic regression models with a unit root
Kiviet, Jan F and Phillips, D.A
Moment approximation for least-squares estimators in dynamic regression models with a unit root J5710 2005 - 2005 - 115-142 V. 8 Issue. 2
Econometrics
Asymtotic expansions;Dynamic regression;Finite sample bias;Moment approximation;Small drift asymptoics;Unit root;
Moment approximation for least-squares estimators in dynamic regression models with a unit root J5710 2005 - 2005 - 115-142 V. 8 Issue. 2
Econometrics
Asymtotic expansions;Dynamic regression;Finite sample bias;Moment approximation;Small drift asymptoics;Unit root;