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Econometrics Paper
Adaptive Inference on Pure Spatial Models Jungyoon Lee and Peter M Robinson
January 2018
Paper No' EM 596:
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JEL Classification: C12; C13; C14; C21


Tags: efficient test; adaptive estimation; spatial models

Econometrics Paper
Adapting to Unknown Disturbance Autocorrelation in Regression with Long Memory Javier Hidalgo and Peter M Robinson
September 2001
Paper No' EM/2001/427:
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Tags: time series regression; long memory; adaptive estimation.