On Confidence Intervals for Autoregressive Roots and Predictive Regression
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- Peter C.B. Phillips, 2012. "On Confidence Intervals for Autoregressive Roots and Predictive Regression," Cowles Foundation Discussion Papers 1879, Cowles Foundation for Research in Economics, Yale University.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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More about this item
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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