Magdalinos, Tassos <br/><br/>
On the inconsistency of the unrestricted estimator of the information matrix near a unit root 
 J8302  2007 

 -  2007 
 - 245-262  V.  10  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Unit root distribution;Neighbourhoods of unity;Information matrix;Inconsistency;Wald test;Bahadur slopes;