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The Zero-Information-Limit-Condition and Spurious Inference in Weakly Identified Models

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Author Info
Charles Nelson
Richard Startz

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Paper provided by University of Washington, Department of Economics in its series Working Papers with number UWEC-2006-07-P.

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Date of creation: May 2007
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Publication status: Published in Journal of Econometrics, Volume Vol. 138, 47-62.
Handle: RePEc:udb:wpaper:uwec-2006-07-p

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