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

Magdalinos, Tassos

On the inconsistency of the unrestricted estimator of the information matrix near a unit root 2007 - 2007 - 245 - 262 V. 10 Issue. 2

Subjects--Topical Terms:
Econometrics

Subjects--Index Terms: Unit root distribution,Neighbourhoods of unit;Information matrix;Inconsistency,Wald test; Bahadur slopes

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