ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA

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Publication:2716478

DOI10.1017/S026646660016606XzbMath1179.62126OpenAlexW2017836547MaRDI QIDQ2716478

Peter C. B. Phillips, Hyungsik Roger Moon

Publication date: 16 May 2001

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s026646660016606x




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