@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}, volume = 31, year = 2007, url = {http://www.sciencedirect.com/science/article/B6V85-4M04DVJ-2/1/d931406a8e8a333d3635b1a3e83541f0}, biburl = {http://www.bibsonomy.org/bibtex/29b3d24e79ff680850eb5079e06616f68/smicha}, keywords = {Local-to-unity asymptotics} }