Finite sample improvements in statistical inference with I(1) processes

Marinucci, D and Robinson, Peter (2001) Finite sample improvements in statistical inference with I(1) processes. Journal of Applied Econometrics, 16 (3). pp. 431-444. ISSN 0883-7252

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Item Type:	Article
Sets:	Collections > Economists Online
Date Deposited:	27 Apr 2007
URL:	http://eprints.lse.ac.uk/1095/

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