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On the Adequacy of Symmetric Confidence Intervals for the Largest Autoregressive Root

Lookup NU author(s): Professor Andrew Tremayne

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Author(s): Tremayne AR, Rodrigues P

Publication type: Article

Publication status: Published

Journal: Newcastle Discussion Paper 2000, 2000-15 24

Year: 2000

Notes: Rodrigues, P.M.M. and A. Tremayne (2000) On the Adequacy of Symmetric Asymptotic Confidence Intervals for the Largest Autoregressive Root. Newcastle Discussion Papers in Economics, No. 2000-15, Department of Economics, University of Newcastle.

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