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Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/Unit Root Model.

Kruiniger, H. (2008) 'Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/Unit Root Model.', Journal of econometrics., 144 (2). pp. 447-464.


Item Type:Article
Full text:Full text not available from this repository.
Publisher Web site:http://dx.doi.org/10.1016/j.jeconom.2008.03.001
Record Created:12 Aug 2011 15:50
Last Modified:17 Aug 2011 12:46

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