Please use this identifier to cite or link to this item:
https://scholarbank.nus.edu.sg/handle/10635/129879
| Title: | Long horizon regressions with moderate deviations from a unit root | Authors: | Lee, J. | Issue Date: | 2005 | Citation: | 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 | URI: | http://scholarbank.nus.edu.sg/handle/10635/129879 | ISSN: | 15452921 |
| Appears in Collections: | Staff Publications |
Show full item record
Files in This Item:
There are no files associated with this item.
Google ScholarTM
Check
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.