Subsampling intervals in autoregressive models with linear time trend

Econometrica

Volumn 69, Issue 5, 2001, Pages 1283-1314

  Romano, Joseph P ^a   Wolf, Michael ^b  

^a STANFORD UNIVERSITY   (United States)

^b DEPARTMENT OF ECONOMICS AND BUSINESS   (Spain)

Author keywords

Autoregressive time series; Local to unity asymptotics; Subsampling; Trend stationarity; Unit roots

Indexed keywords

EID: 0038536912     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0262.00242     Document Type: Article

References (23)

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