Confidence Intervals for the Largest Autoresgressive Root in U.S. Macroeconomic Time Series
收藏NBER1991-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0105
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资源简介：
This paper provides asymptotic confidence intervals for the largest autoregressive root of a time series when this root is close to one. The intervals are readily constructed either graphically or using tables in the Appendix. When applied to the Nelson-Plosser (1982) data set, the main conclusion
提供机构：
美国国家经济研究局
创建时间：
1991-05-01
