Pötscher, Benedikt M. - In: Econometric Theory 29 (2013) 03, pp. 642-658
Upper and lower bounds on the order of magnitude of <inline-formula> </inline-formula>, where <italic>x</italic> is an integrated process, are obtained. Furthermore, upper bounds for the order of magnitude of the related quantity <inline-formula> </inline-formula>, where <italic>v</italic> are random variables satisfying certain conditions, are also derived.
