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Scholarly Works (2 results)
Article
How to Estimate Autoregressive Roots Near Unity
Phillips, Peter C.B.
;
Moon, Hyungsik R.
Departmental Working Papers
(1999)
Article
Estimation of Autoregressive Roots near Unity using Panel Data
Moon, Hyungsik R.
;
Phillips, Peter C.B.
Departmental Working Papers
(1999)
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