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Moment approximation for least-squares estimators in dynamic regression models with a unit root *
Kiviet, Jan F., (2005)
The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models
Kiviet, Jan F., (1995)
Improved Coefficient and Variance Estimation in Stable First-Order Dynamic Regression Models
Kiviet, Jan F., (2000)