Please use this identifier to cite or link to this item: http://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

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