Аннотация:Journal Article Statistical Inference in Instrumental Variables Regression with I(1) Processes Get access Peter C. B. Phillips, Peter C. B. Phillips Cowles Foundation for Research in Economics, Yale University Search for other works by this author on: Oxford Academic Google Scholar Bruce E. Hansen Bruce E. Hansen Cowles Foundation for Research in Economics, Yale University Search for other works by this author on: Oxford Academic Google Scholar The Review of Economic Studies, Volume 57, Issue 1, January 1990, Pages 99–125, https://doi.org/10.2307/2297545 Published: 01 January 1990 Article history Received: 01 April 1988 Accepted: 01 April 1989 Published: 01 January 1990