{"entities":{"Q5941016":{"pageid":8117818,"ns":120,"title":"Item:Q5941016","lastrevid":102006098,"modified":"2026-06-06T03:17:58Z","type":"item","id":"Q5941016","labels":{"en":{"language":"en","value":"Confidence intervals for the largest root of autoregressive models based on instrumental variable estimators."}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1635171"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5941016$5ABFA291-2FC8-4440-8490-D3F5B6DAB644","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"6de6d65362fa020232d22471ce9e66cc3966674a","datavalue":{"value":{"text":"Confidence intervals for the largest root of autoregressive models based on instrumental variable estimators.","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5941016$636040C0-86C1-4F5B-8D55-C87577486EB5","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"e387bfb1b0f16aea99fc313bdfc34da36cf7c7cb","datavalue":{"value":"1080.62537","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5941016$230CE671-D03B-4AF1-B0C3-24FE1E288E0E","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"981ebb1169120ee6f882515e2eb224059bfc1a39","datavalue":{"value":"10.1016/S0165-1765(01)00380-9","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5941016$502C0277-E1ED-474D-B278-695E23A71765","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"63a07b84aa9c87db98189586ec54a02031e131d5","datavalue":{"value":{"entity-type":"item","numeric-id":110123,"id":"Q110123"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5941016$5C1359C7-ADDF-404E-A817-62F524E71A7B","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"0d780905acb67c2b1b938af03e08b68df411214b","datavalue":{"value":{"time":"+2001-08-20T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5941016$F1C9448A-B329-430C-B619-BA90D907027E","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"e9e725b23fcd84d43c452a6c4f6d895eb2cd88d9","datavalue":{"value":"For estimating the largest root of autoregressive (AR) models, we propose an instrumental variable scheme which discounts a large value of regressors corresponding to the largest roots. The pivotal value of the estimator of the largest root is asymptotically normal for any value of the largest root. This fact allows us to construct a simple confidence interval based on \\(\\pm\\)\\,standard error, say, with good coverage probability and shorter average length than those of \\textit{J.H. Stock} [J. Monetary Econ. 28, 435--459 (1991)] and \\textit{D.W.K. Andrews} [Econometrica 61, 139--165 (1993; Zbl 0772.62064)].","type":"string"},"datatype":"string"},"type":"statement","id":"Q5941016$6471BC6A-E410-4781-B238-E3B02342DCAB","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5941016$F7B3D674-EBCF-48B2-AD31-51F9911B8C2C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5ff603baad6e626164b90c8b8447bf06d7701153","datavalue":{"value":"62P20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5941016$E6A4D31C-93F6-47B7-9F6D-3E5E84A31D2B","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"fc331dbb66dc96fc2aa4b91706a8266d0c72f56a","datavalue":{"value":"1635171","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5941016$045D1DF5-9B79-4C72-97DA-012EA0B60822","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ba5f04ece57e427f34da9e51e470436cf1f79b9d","datavalue":{"value":"Confidence interval","type":"string"},"datatype":"string"},"type":"statement","id":"Q5941016$5C5C0D02-D073-4228-97FC-FA26779E82DA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b74eaec17dcb622a7b2f67c25938841af4cead56","datavalue":{"value":"Instrumental variable estimation","type":"string"},"datatype":"string"},"type":"statement","id":"Q5941016$7BDD7BC7-8379-4646-9761-8CD692F18A41","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"09908f179035c65c827637d4c512efbfcfb1a89e","datavalue":{"value":"\\(M\\)-estimation","type":"string"},"datatype":"string"},"type":"statement","id":"Q5941016$A9D9553B-352F-47D2-97DF-A266513D97CF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1b77f7a938a82dc0988573c572814d13063573e9","datavalue":{"value":"Recursive mean adjustment","type":"string"},"datatype":"string"},"type":"statement","id":"Q5941016$DF165B01-9ABA-4A64-BDD9-5D6CABEC0DEB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4915b210339c4578c7e1e08ca14d022455ba0a5c","datavalue":{"value":"Unit root","type":"string"},"datatype":"string"},"type":"statement","id":"Q5941016$BAA464A7-DDC3-49C9-B5AF-44605B542CCA","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5941016$1752794D-7498-45EF-91DA-C0ADDF65B6B4","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"5910caaa506d8c0d240fae9f63eb708f4c165356","datavalue":{"value":{"entity-type":"item","numeric-id":5289303,"id":"Q5289303"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5941016$74091908-F062-4F0D-922B-9304E913FAED","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"891cf419ca65e54e340d0b384d3150bdd1ddc250","datavalue":{"value":{"entity-type":"item","numeric-id":1116576,"id":"Q1116576"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5941016$71540333-208B-443A-9F77-6D4CD396E6E8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9e51941c48eb25c60f3c4a2c95540c966d344580","datavalue":{"value":{"entity-type":"item","numeric-id":3048115,"id":"Q3048115"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5941016$D0330B57-8D0E-4AF1-93FE-1B32F94894F4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"860c3e0d90d4d133aa260a0877887e52710127dd","datavalue":{"value":{"entity-type":"item","numeric-id":4884570,"id":"Q4884570"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5941016$5225E47A-04F9-46AB-980C-C3601C4C0640","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c42a6a59f967a10211923770530bac6d36eba476","datavalue":{"value":{"entity-type":"item","numeric-id":5896300,"id":"Q5896300"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5941016$28CBC660-C9D8-4DBC-8D08-E593A7778FD4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"de8a95bcbb0cf43eaf22c83a36e65cd661c40967","datavalue":{"value":{"entity-type":"item","numeric-id":1284588,"id":"Q1284588"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5941016$9A3D639D-40A9-4B84-83BE-7878C68989C4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bd73da1938034c240d35f96ece6e095d1c6e9380","datavalue":{"value":{"entity-type":"item","numeric-id":4512729,"id":"Q4512729"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5941016$F8DCC5F5-B627-4786-B97D-436B84037823","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"4fc504c74c8ee0bb83b3d8c6dc74b5503ee0be23","datavalue":{"value":"https://doi.org/10.1016/s0165-1765(01)00380-9","type":"string"},"datatype":"url"},"type":"statement","id":"Q5941016$1DA4B87B-619E-4B07-8786-31DCAD78945B","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"caba08e7a56c2386257a61e34edced2b88df10fe","datavalue":{"value":"W2057668600","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5941016$1A00363E-EDEC-45D7-B28A-A778D346B187","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"9e324c36c6f0aa4a00769542e0b757c093313f88","datavalue":{"value":{"entity-type":"item","numeric-id":6050787,"id":"Q6050787"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5941016$C9D1AB4D-2834-4986-87D9-66C4AE968429","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"3a378e4421ec273e9350db188355cb0db75e13c2","datavalue":{"value":{"entity-type":"item","numeric-id":1927522,"id":"Q1927522"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5941016$06C7C629-6C8A-4F5B-A9BB-E8B7F88A31E4","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1e440e70e29fb922685e4121abe1c4c3a5ec9dd1","datavalue":{"value":{"entity-type":"item","numeric-id":5939172,"id":"Q5939172"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ba1fb9510f9d55234b58881264db0b254a6b165e","datavalue":{"value":{"amount":"+0.8698920607566833","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5941016$C411AF48-9D84-44C2-B6FA-AB6644909C00","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e7d67a3125242336b4c82a12db35f8b782633b0b","datavalue":{"value":{"entity-type":"item","numeric-id":5936984,"id":"Q5936984"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8f4253ca9e79b2ecacf346cd7d7fbb45f9fcdfbd","datavalue":{"value":{"amount":"+0.8258436918258667","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5941016$AC534F98-B14D-4938-BF6F-9C0E40F305BA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8496a1e08788678eec3992f79b5973086f0d7766","datavalue":{"value":{"entity-type":"item","numeric-id":5441829,"id":"Q5441829"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8f4253ca9e79b2ecacf346cd7d7fbb45f9fcdfbd","datavalue":{"value":{"amount":"+0.8258436918258667","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5941016$F74E9A63-B460-4EC7-9241-A845DC0A569C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3e171f89c72cd3d75b8fb556f46d44752c81ece6","datavalue":{"value":{"entity-type":"item","numeric-id":4615873,"id":"Q4615873"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7ba57ef7223d549b25b493e3d7543e316b2ca1a1","datavalue":{"value":{"amount":"+0.7951663136482239","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5941016$27119762-C5D4-41D6-B0BD-91DE3B29430A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3d2a0a94265f0e8c00f1697e235f0bdbe74017fa","datavalue":{"value":{"entity-type":"item","numeric-id":4512729,"id":"Q4512729"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6ec5bbabe4e644750252ce3292eaa675c1d5f90a","datavalue":{"value":{"amount":"+0.7788551449775696","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5941016$670A7796-2359-4E7F-AFAE-CB6B1891C149","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Confidence intervals for the largest root of autoregressive models based on instrumental variable estimators.","badges":[]}}}}}