COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE
| Year of publication: |
2009
|
|---|---|
| Authors: | Maynard, Alex ; Shimotsu, Katsumi |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 25.2009, 1, p. 63-116
|