Exactly median-unbiased estimation of first order autoregressive/unit root models

Andrews, Donald W. K. . Econometrica 1993. 61 :139-166

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Bibtex

@article{CIS-112124,
  Author = {Andrews, Donald W. K.},
  Title = {Exactly median-unbiased estimation of first order autoregressive/unit root models},
  Journal = {Econometrica},
  Volume = {61},
  Year = {1993},
  Pages = {139--166},
  Keywords = {}
}

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