Confidence Regions For Parameters In The Ar(1) Model
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DOI: 10.1111/j.1467-9892.1995.tb00233.x
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References listed on IDEAS
- Tanaka, Katsuto, 1983. "Asymptotic Expansions Associated with the AR(1) Model with Unknown Mean," Econometrica, Econometric Society, vol. 51(4), pages 1221-1231, July.
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- Sawa, Takamitsu, 1978. "The exact moments of the least squares estimator for the autoregressive model," Journal of Econometrics, Elsevier, vol. 8(2), pages 159-172, October.
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