A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model

Karim M. Abadir and Andre Lucas

Journal of Econometrics, 2004, vol. 119, issue 1, 45-71

Date: 2004
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Related works:
Working Paper: A Comparison of Minimum MSE and Maximum Power for the nearly Integrated Non-Gaussian Model (2000)
Working Paper: A Comparison of Minimum MSE and Maximum Power for the Nearly Integrated Non-Gaussian Model
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:119:y:2004:i:1:p:45-71

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