AR(1) MODELS, UNIT ROOTS, AND ADJUSTED PROFILE LIKELIHOOD

DOI10.1017/S0266466603196016zbMath1441.62835OpenAlexW2170561541MaRDI QIDQ4562542

Pekka Pere

Publication date: 21 December 2018

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

Full work available at URL: https://doi.org/10.1017/s0266466603196016

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items

Testing for unit root processes in random coefficient autoregressive models ⋮ Testing for a unit root in a random coefficient panel data model

Uses Software

• GAUSS

Cites Work

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