Estimation in a linear model with serially correlated errors when observations are missing
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DOI: 10.1016/S0378-4754(97)00002-5
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References listed on IDEAS
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Cited by:
- Deepa Dhume Datta & Wenxin Du, 2012. "Nonparametric HAC estimation for time series data with missing observations," International Finance Discussion Papers 1060, Board of Governors of the Federal Reserve System (U.S.).
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