IV AND GMM INFERENCE IN ENDOGENOUS STOCHASTIC UNIT ROOT MODELS
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Publication:4585030
DOI10.1017/S0266466617000330zbMath1400.62328OpenAlexW2747660939MaRDI QIDQ4585030
Offer Lieberman, Peter C. B. Phillips
Publication date: 6 September 2018
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466617000330
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Economic time series analysis (91B84) Non-Markovian processes: hypothesis testing (62M07)
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