A convergent $t$-statistic in spurious regressions

Sun, Yixiao . Econometric Theory 2004. 20 (5) :943-962

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Bibtex

@article{CIS-195121,
  Author = {Sun, Yixiao},
  Title = {A convergent $t$-statistic in spurious regressions},
  Journal = {Econometric Theory},
  Volume = {20},
  Number = {5},
  Year = {2004},
  Pages = {943--962},
  Keywords = {Asymptotic distributions, HAC estimator, OLS estimator}
}

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