On confidence intervals for autoregressive roots and predictive regression

Econometrica

Volumn 82, Issue 3, 2014, Pages 1177-1195

  Phillips, Peter C B ^a  

^a YALE UNIVERSITY   (United States)

Author keywords

Autoregressive root; Confidence belt; Confidence interval; Coverage probability; Local to unity; Localizing coefficient; Predictive regression; Tightness

Indexed keywords

EID: 84901795610     PISSN: 00129682     EISSN: 14680262     Source Type: Journal    
DOI: 10.3982/ECTA11094     Document Type: Article

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