Robust confidence intervals for autoregressive coefficients near one
Year of publication: |
2005
|
---|---|
Authors: | Thompson, Samuel B. |
Published in: |
Identification and inference for econometric models : essays in honor of Thomas Rothenberg. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 0-521-84441-X. - 2005, p. 375-402
|
Subject: | Schätztheorie | Estimation theory | Einheitswurzeltest | Unit root test |
-
Ayinde, Kayode, (2015)
-
Random walks and market efficiency : evidence from Indian stock market
Tripathy, Nalini Prava, (2013)
-
King, Alan, (2022)
- More ...
-
Identifying term structure volatility from the LIBOR-swap curve
Thompson, Samuel B., (2008)
-
Predicting excess stock returns out of sample : can anything beat the historical average?
Campbell, John Y., (2008)
-
Cross-sectional forecasts of the equity premium
Polk, Christopher, (2006)
- More ...