On confidence intervals for autoregressive roots and predictive regression
by Peter C. B. Phillips
| Year of publication: |
2014
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|---|---|
| Authors: | Phillips, Peter C. B. |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 82.2014, 3, p. 1177-1195
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| Subject: | Autoregressive root | confidence belt | confidence interval | coverage probability | local to unity | localizing coefficient | predictive regression | tightness | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Autokorrelation | Autocorrelation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010506470