: Cointegration; second-order bias; fully modi ed regressions; canonical cointe- grating regressions; dynamic ordinary least squares … cointegrating regression models, it is well known that the ordinary least squares (OLS) estimator contains the second-order bias … eliminate the second-order bias of the OLS estimator, while the last paper demonstrated that the FMR estimator outperforms the …

), we are concerned with valid moment approximations and employ them to characterize the second order bias structure of the …

order bias in the Consumer Price Index's (CPI) approximation of the Cost-of-Living (COL) and to test the statistical …An original method based on an n-markets simultaneous partial equilibrium model is designed to evaluate the second …