Conventional confidence intervals for points on spectrum have confidence level zero

Authors
Citation
J. Faust, Conventional confidence intervals for points on spectrum have confidence level zero, ECONOMETRIC, 67(3), 1999, pp. 629-637
Citations number
17
Categorie Soggetti
Economics
Journal title
ECONOMETRICA
ISSN journal
00129682 → ACNP
Volume
67
Issue
3
Year of publication
1999
Pages
629 - 637
Database
ISI
SICI code
0012-9682(199905)67:3<629:CCIFPO>2.0.ZU;2-X