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

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