Least Squares Bias in Time Series with Moderate Deviations from a Unit Root (Q3120659)

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Least Squares Bias in Time Series with Moderate Deviations from a Unit Root
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    Least Squares Bias in Time Series with Moderate Deviations from a Unit Root (English)
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    5 March 2019
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    autoregressive bias
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    moment generating function
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    indirect inference
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    jackknife estimation
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