Journal of Econometrics
Vol. 102, Pages 155-181
2001

HKS Authors

See citation below for complete author information.

James H. Stock Photo
James H. Stock
Professor of Public Policy, HKS; Harold Hitchings Burbank Professor of Political Economy, FAS

Citation

Stock, James H., and Graham Elliot. "Confidence Intervals for Autoregressive Coefficients Near One." Journal of Econometrics 102 (2001): 155-181.