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James Stock
Harold Hitchings Burbank Professor of Political Economy
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James Stock
Harold Hitchings Burbank Professor of Political Economy
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Confidence Intervals for Autoregressive Coefficients Near One
Confidence Intervals for Autoregressive Coefficients Near One
Publication information:
Stock J, Elliott. Confidence Intervals for Autoregressive Coefficients Near One. Journal of Econometrics. 2001;103:155 – 181.
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