Conventional Confidence Intervals for Points on Spectrum Have Confidence Level Zero
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- Rhys Bidder & Ian Dew-Becker, 2016. "Long-Run Risk Is the Worst-Case Scenario," American Economic Review, American Economic Association, vol. 106(9), pages 2494-2527, September.
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- James Davidson & Dooruj Rambaccussing, 2015. "A test of the long memory hypothesis based on self-similarity," Dundee Discussion Papers in Economics 286, Economic Studies, University of Dundee.
- Perron Pierre & Ren Linxia, 2011.
"On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance,"
Journal of Time Series Econometrics, De Gruyter, vol. 3(3), pages 1-34, October.
- Pierre Perron & Linxia Ren, 2010. "On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance," Boston University - Department of Economics - Working Papers Series WP2010-049, Boston University - Department of Economics.
- Christopher A. Sims, 2007. "Thinking about instrumental variables (in Russian)," Quantile, Quantile, issue 2, pages 83-94, March.
- Muller, Ulrich K., 2007. "A theory of robust long-run variance estimation," Journal of Econometrics, Elsevier, vol. 141(2), pages 1331-1352, December.
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