Kiviet, Jan F and Phillips, D.A <br/><br/>
Moment approximation for least-squares estimators in dynamic regression models with a unit root 
 J5710  2005 

 -  2005 
 - 115-142  V.  8  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Asymtotic expansions;Dynamic regression;Finite sample bias;Moment approximation;Small drift asymptoics;Unit root;