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A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
Abadir, Karim Maher, (2000)
Density weighted linear least squares
Newey, Whitney K., (1994)
A Comparison of Minimum MSE and Maximum Power for the Nearly Integrated Non-Gaussian Model
Abadir, Karim Maher, (2012)
Quantiles for t-statistics based on M-estimators of unit roots