BARTLETT CORRECTION IN THE STABLE AR(1) MODEL WITH INTERCEPT AND TREND

DOI10.1017/S0266466609090690zbMath1253.62066OpenAlexW2108319244MaRDI QIDQ3181952

Noud P. A. van Giersbergen

Publication date: 30 September 2009

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466609090690

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

Related Items

Improved likelihood inference in generalized linear models ⋮ The restricted likelihood ratio test for autoregressive processes ⋮ Higher-order asymptotic refinements in the multivariate Dirichlet regression model ⋮ Gradient statistic: higher-order asymptotics and Bartlett-type correction ⋮ Bartlett corrections in Birnbaum–Saunders nonlinear regression models ⋮ Improved likelihood-based inference in Birnbaum-Saunders nonlinear regression models ⋮ Improved inference in dispersion models

Uses Software

• Mathematica

Cites Work

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