{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2022,4,4]],"date-time":"2022-04-04T10:44:02Z","timestamp":1649069042259},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"2","license":[{"start":{"date-parts":[[2001,3,3]],"date-time":"2001-03-03T00:00:00Z","timestamp":983577600000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2001,4]]},"abstract":"<jats:p>We obtain an inequality for the sample variance \nof a vector Brownian motion on [0,1] and an associated \nOrnstein\u2013Uhlenbeck process. The result is applied \nto a regression involving near-integrated regressors, and \nestablishes that in the limit the dispersion of the least \nsquares estimator is greater in the near-integrated than \nin the integrated case. Our proof uses a quite general \nintegral inequality, which appears to be new.<\/jats:p>","DOI":"10.1017\/s0266466601172087","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T13:45:46Z","timestamp":1027777546000},"page":"471-474","source":"Crossref","is-referenced-by-count":1,"title":["AN INTEGRAL INEQUALITY ON <i>C<\/i>([0,1]) AND \nDISPERSION OF OLS UNDER NEAR-INTEGRATION"],"prefix":"10.1017","volume":"17","author":[{"given":"Ralph W.","family":"Bailey","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Peter","family":"Burridge","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Shasikanta","family":"Nandeibam","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2001,3,3]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466601172087","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,8]],"date-time":"2019-04-08T19:29:04Z","timestamp":1554751744000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466601172087\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2001,3,3]]},"references-count":0,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2001,4]]}},"alternative-id":["S0266466601172087"],"URL":"https:\/\/doi.org\/10.1017\/s0266466601172087","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2001,3,3]]}}}