Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity
| Year of publication: |
2012
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|---|---|
| Authors: | Andrews, Donald W.K. ; Guggenberger, Patrik |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 169.2012, 2, p. 196-211
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