Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown
收藏NBER1992-06-01 更新2025-01-04 收录
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https://www.nber.org/papers/t0122
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资源简介：
It is well known that the distribution of statistics testing restrictions on the coefficients in time series regressions can depend on the order of integration of the regressors. In practice the order of integration is rarely blown. This paper examines two conventional approaches to this problem,
提供机构：
美国国家经济研究局
创建时间：
1992-06-01
