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| Jin Lee |
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| ''Long horizon regressions with moderate deviations from a unit root'' |
| ( 2005, Vol. 3 No.52 ) |
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| 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. |
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| Keywords: |
JEL: C2 - Single Equation Models; Single Variables: General
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| Manuscript Received : Aug 29 2005 | | Manuscript Accepted : Dec 06 2005 |
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