Cross-Section Estimation of Long-Run Relations Using Time-Compressed Data -- by Serena Ng, Nikolay Gospodinov

Financial Support from the National Science Foundation (SES 2018369) is gratefully acknowledged. The views expressed here are the authors’ and not necessarily those of the Federal Reserve Bank of Atlanta, the Federal Reserve System, or the National Bureau of Economic Research.

My research is supported by the NSF under grant SES-0962431. I did not receive other financial support. I am a professor at Columbia University and did not hold other paid or unpaid positions in any profit or non-profit organiziations. No other party has the right to our paper.