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On the inconsistency of the unrestricted estimator of the information matrix near a unit root

On the inconsistency of the unrestricted estimator of the information matrix near a unit root

Tassos Magdalinos

期刊名称The Econometrics Journal
作者Tassos Magdalinos
卷第10卷
期第2期
印刷ISSN1368-4221
电子ISSN1368-423X
文件大小1259.27KB
发表时间2007
DOI10.2307/23116029
页码245-262

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