Lag augmentation in regression models with possibly integrated regressors
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- Kurozumi, Eiji & Aono, Kohei, 2013.
"Estimation And Inference In Predictive Regressions,"
Hitotsubashi Journal of Economics,
Hitotsubashi University, vol. 54(2), pages 231-250, December.
- Eiji Kurozumi & Kohei Aono, 2011. "Estimation and Inference in Predictive Regressions," Global COE Hi-Stat Discussion Paper Series gd11-192, Institute of Economic Research, Hitotsubashi University.
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