Title : Unifying Estimation and Inference for Linear Regression with Stationary and Integrated or Near-Integrated Variables

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Affiliation of Author(s):经济研究院

Title of Paper:Unifying Estimation and Inference for Linear Regression with Stationary and Integrated or Near-Integrated Variables

Journal:Journal of Financial Econometrics

First Author:洪少新

Document Code:68DB8694951340AEB9B481AC1EE216B5

Volume:5

Issue:22

Page Number:1397

Number of Words:12

Translation or Not:no

Date of Publication:2024-09-01