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Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root
Kiviet, Jan F., (2001)
BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST
Iglesias, Emma M., (2005)
Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable
Kiviet, Jan F., (1993)