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Volumn 67, Issue 3, 1999, Pages 629-637

Conventional confidence intervals for points on spectrum have confidence level zero

(1)  Faust, Jon a  

a NONE

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0006126934     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0262.00039     Document Type: Article
Times cited : (10)

References (17)
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    • (1992) Journal of Applied Econometrics , vol.7 , pp. 295-308
    • Blough, S.R.1
  • 5
    • 0006805174 scopus 로고
    • New York: Holt, Rinehart and Winston
    • BRILLINGER, D. (1975): Time Series. New York: Holt, Rinehart and Winston.
    • (1975) Time Series
    • Brillinger, D.1
  • 7
    • 33749039273 scopus 로고
    • A critique of the application of unit root tests
    • COCHRANE, J. H. (1991): "A Critique of the Application of Unit Root Tests," Journal of Economic Dynamics and Control, 15, 275-284.
    • (1991) Journal of Economic Dynamics and Control , vol.15 , pp. 275-284
    • Cochrane, J.H.1
  • 8
    • 0003171807 scopus 로고
    • On the consistency of bayes estimates
    • DIACONIS, P., AND D. FREEDMAN (1986): "On the Consistency of Bayes Estimates," Annals of Statistics, 14, 1-26.
    • (1986) Annals of Statistics , vol.14 , pp. 1-26
    • Diaconis, P.1    Freedman, D.2
  • 9
    • 0000417969 scopus 로고    scopus 로고
    • Some impossibility theorems in econometrics with applications to structural and dynamic models
    • DUFOUR, J.-M. (1997): "Some Impossibility Theorems in Econometrics with Applications to Structural and Dynamic Models," Econometrica, 65, 1365-1388.
    • (1997) Econometrica , vol.65 , pp. 1365-1388
    • Dufour, J.-M.1
  • 10
    • 0040555012 scopus 로고
    • Near observational equivalence and unit processes: Formal concepts and implications
    • Federal Reserve Board
    • FAUST, J. (1993): "Near Observational Equivalence and Unit Processes: Formal Concepts and Implications," International Finance Discussion Paper #447, Federal Reserve Board.
    • (1993) International Finance Discussion Paper , vol.447
    • Faust, J.1
  • 11
    • 0030502241 scopus 로고    scopus 로고
    • Near observational equivalence and theoretical size problems with unit root tests
    • _ (1996): "Near Observational Equivalence and Theoretical Size Problems with Unit Root Tests," Econometric Theory, 12, 724-731.
    • (1996) Econometric Theory , vol.12 , pp. 724-731
  • 16
    • 0041180345 scopus 로고
    • Distributed lag estimation when the parameter space is explicitly infinite-dimensional
    • SIMS, C. (1971): "Distributed Lag Estimation when the Parameter Space is Explicitly Infinite-Dimensional," Annals of Mathematical Statistics, 42, 1622-1636.
    • (1971) Annals of Mathematical Statistics , vol.42 , pp. 1622-1636
    • Sims, C.1
  • 17
    • 0000426011 scopus 로고    scopus 로고
    • The role of approximate prior restrictions in distributed lag estimation
    • _. "The Role of Approximate Prior Restrictions in Distributed Lag Estimation," Journal of the American Statistical Association, 67, 169-175.
    • Journal of the American Statistical Association , vol.67 , pp. 169-175


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.