Jon Faust
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Conventional Confidence Intervals for Points on Spectrum Have Confidence Level Zero

Author: Faust, Jon

Source: Econometrica, May 1999, v. 67, iss. 3, pp. 629-37

Descriptors: Time Series and Spectral Analysis (2116) Econometric and Statistical Methods and Models: Multivariate Analysis, Statistical Information Theory, and Other Special Inferential Problems; Queuing Theory; Markov Chains (2114) Distributed Correlated Disturbance Terms; Inferential Problems in Single Equation Models (2113) Econometric Methods: Single Equation Models: Time-Series Models (C220)

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