On confidence intervals for autoregressive roots and predictive regression
Year of publication: |
2014
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Authors: | Phillips, Peter C. B. |
Published in: |
Econometrica : journal of the Econometric Society, an internat. 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 | Autokorrelation | Autocorrelation | Einheitswurzeltest | Unit root test |
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