@article{Pesavento2007,
	title = {Impulse response confidence intervals for persistent data: What have
	we learned?},
	author = {Elena Pesavento and Barbara Rossi},
	journal = {Journal of Economic Dynamics and Control},
	month = {Jul},
	number = {7},
	pages = {2398--2412},
	url = {http://www.sciencedirect.com/science/article/B6V85-4M04DVJ-2/1/d931406a8e8a333d3635b1a3e83541f0},
	volume = {31},
	year = {2007},
	biburl = {http://www.bibsonomy.org/bibtex/29b3d24e79ff680850eb5079e06616f68/smicha},
	keywords = {Local-to-unity asymptotics }
}