A new estimator for the unit root

DOI10.1080/00949650701252435zbMath1274.62184OpenAlexW2055000008MaRDI QIDQ3518405

Ahmed Youssef

Publication date: 7 August 2008

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650701252435

zbMATH Keywords

unit roots estimatorsfirst-order autoregressiveunit roots predictors

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

Cites Work

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• Predictors for the first-order autoregressive process
• The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
• A note on maximum likelihood estimation for the first-order autoregressive process
• ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS
• Efficient Tests for an Autoregressive Unit Root
• On the Statistical Treatment of Linear Stochastic Difference Equations

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