Adjusted estimates and Wald statistics for the AR(1) model with constant
type: Item
instance of: scholarly article
title: Adjusted estimates and Wald statistics for the AR(1) model with constant
zbMATH Open document ID: 0968.62065
DOI: 10.1016/S0304-4076(00)00023-3
author: Pekka Pere
published in: Journal of Econometrics
publication date: 2001-09-17T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1529230
zbMATH Keywords: adjusted profile likelihood
zbMATH Keywords: unit root
zbMATH Keywords: AR(1) model
describes a project that uses: GAUSS
MaRDI profile type: Publication
cites work: Unbiased estimation as a solution to testing for random walks
cites work: Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models
cites work: Finite sample properties of estimators for autoregressive moving average models
cites work: Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
cites work: A CORRECTION FACTOR FOR UNIT ROOT TEST STATISTICS
cites work: Maximum likelihood type estimation for nearly nonstationary autoregressive time series
cites work: Q4725475
cites work: Q4272813
cites work: A time series illustration of approximate conditional likelihood
cites work: Q4802629
cites work: Distribution of the Estimators for Autoregressive Time Series With a Unit Root
cites work: Exact Inference Methods for First-Order Autoregressive Distributed Lag Models
cites work: Testing For Unit Roots: 1
cites work: Testing for Unit Roots: 2
cites work: Q4124141
cites work: Q4840212
cites work: Dynamic Econometrics
cites work: Q3692680
cites work: NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION
cites work: Q3130269
cites work: Approximate bias correction in econometrics
cites work: On the Statistical Treatment of Linear Stochastic Difference Equations
cites work: BIAS IN THE ESTIMATION OF AUTOCORRELATIONS
cites work: Consistent Estimates Based on Partially Consistent Observations
cites work: Miscellanea. Bartlett correction of the unit root test in autoregressive models
cites work: Trends and random walks in macroeconomic time series
cites work: Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation
cites work: Edgeworth and saddlepoint approximations in the first-order noncircular autoregression
cites work: Testing for a unit root in time series regression
cites work: Q3996907
cites work: Q5511829
cites work: Q3999826
cites work: A note on the power of least squares tests for a unit root
cites work: The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
Wikidata QID: Q127676276
description: scientific article; zbMATH DE number 1529230