Optimal inference in regression models with nearly integrated regressors

Econometrica

Volumn 74, Issue 3, 2006, Pages 681-714

  Jansson, Michael ^a   Moreira, Marcelo J ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b HARVARD UNIVERSITY   (United States)

Author keywords

Nearly integrated regressors; Optimal inference; Specific ancillarity

Indexed keywords

EID: 33646376963     PISSN: 00129682     EISSN: 14680262     Source Type: Journal    
DOI: 10.1111/j.1468-0262.2006.00679.x     Document Type: Article

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