Title: Fully modified estimation with nearly integrated regressors
Description: "I show that the test procedure derived by Campbell and Yogo (2005, Journal of Financial Economics, forthcoming) for regressions with nearly integrated variables can be interpreted as the natural t-test resulting from a fully modified estimation with near-unit-root regressors.  This clearly establishes the methods of Campbell and Yogo as an extension of previous unit-root results"--Federal Reserve Board web site.