Optimal Inference in Regression Models with Nearly Integrated Regressors
收藏NBER2004-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0303
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资源简介：
This paper considers the problem of conducting inference on the regression coefficient in a bivariate regression model with a highly persistent regressor. Gaussian power envelopes are obtained for a class of testing procedures satisfying a conditionality restriction. In addition, the paper proposes
提供机构：
美国国家经济研究局
创建时间：
2004-11-01
