【题 名】:Predictive regression under various degrees of persistence and robust long-horizon regression
【作 者】: Peter C.B. Phillips, Ji Hyung Lee
【期刊、会议、单位名称】:Journal of Econometrics
【年, 卷(期), 起止页码】:Volume 177, Issue 2, December 2013, Pages 250–264
【全文链接】:http://www.sciencedirect.com/science/article/pii/S0304407613000882