NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties

Yuriy Gorodnichenko, Anna Mikusheva, Serena Ng

NBER Working Paper No. 17424
Issued in September 2011

---- Acknowledgements -----

Mikusheva acknowledges financial support from the Castle-Krob Career Development Chair. Ng acknowledges financial support from the National Science Foundation (SES-0962431). The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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