Uniform inference in autoregressive models

Econometrica

Volumn 75, Issue 5, 2007, Pages 1411-1452

  Mikusheva, Anna ^a  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Autoregressive process; Confidence set; Local to unity asymptotics; Uniform convergence

Indexed keywords

EID: 34547665221     PISSN: 00129682     EISSN: 14680262     Source Type: Journal    
DOI: 10.1111/j.1468-0262.2007.00798.x     Document Type: Article

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