Hostname: page-component-78c5997874-ndw9j Total loading time: 0 Render date: 2024-11-09T05:30:20.247Z Has data issue: false hasContentIssue false
  • English
  • Français

Fully Modified Least Squares in I(2) Regression

Published online by Cambridge University Press:  11 February 2009

Peter C.B. Phillips  and
Yoosoon Chang
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Problems
Information
Econometric Theory , Volume 10 , Issue 5 , December 1994 , pp. 967
Copyright
Copyright © Cambridge University Press 1994

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

1Phillips, P.C.B. & Hansen, B.E.. Statistical inference in instrumental variable regressions with I(1) processes. Review of Economic Studies 57 (1990): 99–125.CrossRefGoogle Scholar