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  • Search: subject:"Localizing coefficient"
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Year of publication
Subject
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Local to unity 2 Localizing coefficient 2 Asymptotic normality 1 Autoregressive root 1 Confidence belt 1 Confidence interval 1 Coverage probability 1 Integrated periodogram 1 Linear process 1 Moderate deviation 1 Predictive regression 1 Tightness 1 Unit root 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Language
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English 1 Undetermined 1
Author
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Giraitis, Liudas 1 Phillips, Peter C. B. 1 Phillips, Peter C.B. 1
Institution
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Cowles Foundation for Research in Economics, Yale University 2
Published in...
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Cowles Foundation Discussion Papers 2
Source
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RePEc 2
Showing 1 - 2 of 2
Cover Image
On Confidence Intervals for Autoregressive Roots and Predictive Regression
Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 2012
invalid at the limits of the domain of definition of the localizing coefficient c because of a failure in tightness and the …
Persistent link: https://www.econbiz.de/10011015213
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Cover Image
Mean and Autocovariance Function Estimation Near the Boundary of Stationarity
Giraitis, Liudas; Phillips, Peter C. B. - Cowles Foundation for Research in Economics, Yale University - 2009
to the rate at which the boundary unit root case is approached using a localizing coefficient around unity. The primary … localizing coefficient is also presented. To assist in the development of the limit theory in the present case, a suitable …
Persistent link: https://www.econbiz.de/10005593612
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