Asymptotic efficiency of the OLS estimator with singular limiting sample moment matrices
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References listed on IDEAS
- Peter C. B. Phillips & Donggyu Sul, 2009. "Economic transition and growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(7), pages 1153-1185.
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More about this item
KeywordsStationary time series; OLS estimator; Grenander–Rosenblatt theorem; Asymptotic relative efficiency; Asymptotically collinear regressor; Slowly varying function;
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