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|Title:||Long horizon regressions with moderate deviations from a unit root|
|Source:||Lee, J. (2005). Long horizon regressions with moderate deviations from a unit root. Economics Bulletin 3 (1) : -. ScholarBank@NUS Repository.|
|Abstract:||We consider long horizon regressions where the predictor with unknown degree of persistence follows a process of moderate deviations from a unit root. Some asymptotic properties of OLS estimator and of the t statistic are presented.|
|Source Title:||Economics Bulletin|
|Appears in Collections:||Staff Publications|
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