Inference in Models with Nearly Integrated Regressors
This paper examines regression tests of whether x forecasts y when the largest autoregressive root of the regressor is unknown. It is shown that previously proposed two-step pro...
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1 shownFrequent Co-Authors
Researcher Info
- h-index
- 1
- Publications
- 1
- Citations
- 381
- Institution
- Columbia University
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h-index
1
h-index: Number of publications with at least h citations each.