Estimators for Persistent and Possibly Non-Stationary Data with Classical PropertiesYuriy Gorodnichenko, Anna Mikusheva, Serena Ng
NBER Working Paper No. 17424 ---- Acknowledgements ----- Mikusheva acknowledges financial support from the Castle-Krob Career Development Chair. Ng acknowledges financial support from the National Science Foundation (SES-0962431). The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research. |
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