期刊名称：HIER Discussion Paper Series / Harvard Institute of Economic Research
出版年度：2004
卷号：2004
出版社：Harvard Institute of Economic Research
摘要：This paper considers the problem of conducting inference on the regression coeffcient 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 feasible testing procedures that attain these Gaussian power envelopes whether or not the innovations of the regression model are normally distributed
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