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Finite sample efficiency of OLS in linear regression models with long-memory disturbances

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Author Info
Kleiber, Christian

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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 72 (2001)
Issue (Month): 2 (August)
Pages: 131-136
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Handle: RePEc:eee:ecolet:v:72:y:2001:i:2:p:131-136

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This page was last updated on 2009-12-12.

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