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Bias assessment and reduction in linear error-correction models

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Author Info
Kiviet, Jan F.
Phillips, Garry D. A.

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 63 (1994)
Issue (Month): 1 (July)
Pages: 215-243
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Handle: RePEc:eee:econom:v:63:y:1994:i:1:p:215-243

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  1. Jan F. Kiviet & Garry D. A. Phillips, 2000. "Improved Coefficient and Variance Estimation in Stable First-Order Dynamic Regression Models," Econometric Society World Congress 2000 Contributed Papers 0631, Econometric Society. [Downloadable!]
  2. Yongcheol Shin & Andy Snell, 2004. "Mean Group Tests for Stationarity in Heterogenous Panels," ESE Discussion Papers 107, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
    Other versions:
  3. F. De Graeve & O. De Jonghe & R. Vander Vennet, 2004. "Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 04/261, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
    Other versions:
  4. Maurice J. G. Bun, 2000. "Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix," Econometric Society World Congress 2000 Contributed Papers 0511, Econometric Society. [Downloadable!]
    Other versions:
  5. James G. MacKinnon & Anthony A. Smith, 1995. "Approximate Bias Correction in Econometrics," Working Papers 919, Queen's University, Department of Economics. [Downloadable!]
    Other versions:
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