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AN EFFICIENT LINEAR GMM ESTIMATOR FOR THE COVARIANCE STATIONARY AR(1)-UNIT ROOT MODEL FOR PANEL DATA
Kruiniger, Hugo
;
Ahn, S.C.
;
Schmidt, P.
;
Ahn, S.C.
; …
- In:
Econometric theory
23
(
2007
)
3
,
pp. 519-536
Persistent link: https://www.econbiz.de/10007718226
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