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