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A comparative study of finite sample properties of band spectrum regression estimators

Svend Hylleberg

Journal of Econometrics, 1977, vol. 5, issue 2, 167-182

Date: 1977
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Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

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