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Search: subject:"Bahadur slopes"
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Bahadur slopes
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Unit root distribution
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Wald test
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inconsistency
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information matrix
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neighbourhoods of unity
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English
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Magdalinos, Tassos
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Granger Centre for Time Series Econometrics, School of Economics
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Discussion Papers / Granger Centre for Time Series Econometrics, School of Economics
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On the inconsistency of the unrestricted estimator of the information matrix near a unit root
Magdalinos, Tassos
-
Granger Centre for Time Series Econometrics, School of …
-
2005
performance. A non local criterion of asymptotic relative efficiency based on
Bahadur
slopes
has been employed for the first time …
Persistent link: https://www.econbiz.de/10008497824
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