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On the Adequacy of Symmetric Confidence Intervals for the Largest Autoregressive Root
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Professor Andrew Tremayne
Tremayne AR, Rodrigues P
Newcastle Discussion Paper 2000, 2000-15 24
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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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