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- W2000616448 abstract "This paper shows that the nonlinear least squares estimator for unit root models has the limiting distribution free of nuisance parameters and is more efficient than the augmented Dickey–Fuller estimator when the sum of coefficients for lagged variables is negative." @default.
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- W2000616448 date "2008-09-01" @default.
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- W2000616448 title "Nonlinear regression for unit root models with autoregressive errors" @default.
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- W2000616448 doi "https://doi.org/10.1016/j.econlet.2008.02.021" @default.
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