Confidence intervals for autoregressive coefficients near one

Journal of Econometrics

Volumn 103, Issue 1-2, 2001, Pages 155-181

  Elliott, Graham ^a   Stock, James H ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b HARVARD UNIVERSITY   (United States)

Author keywords

Confidence intervals; Point optimal tests; Unit root

Indexed keywords

EID: 0345876763     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(01)00042-2     Document Type: Article

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