Unit root testing in integer-valued AR(1) models

DOI10.1016/S0165-1765(00)00344-XzbMath0968.91029OpenAlexW2050607151MaRDI QIDQ1589595

R. Smith

Publication date: 12 December 2000

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(00)00344-x

zbMATH Keywords

time seriescount datarandom walk with driftPoisson errors

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Related Items

The effects of additive outliers in INAR(1) process and robust estimation, Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion, Nonstationary INAR(1) process with \(q\)th-order autocorrelation innovation, The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models, Nearly unstable integer‐valued ARCH process and unit root testing, First order non-negative integer valued autoregressive processes with power series innovations, Thinning operations for modeling time series of counts -- a survey, Asymptotic behavior of unstable INAR(\(p\)) processes, Improved estimation for Poisson INAR(1) models

Cites Work

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