Unit root testing in integer-valued AR(1) models
type: Item
instance of: scholarly article
title: Unit root testing in integer-valued AR(1) models
zbMATH Open document ID: 0968.91029
DOI: 10.1016/S0165-1765(00)00344-X
author: R. Smith
published in: Economics Letters
publication date: 2000-12-12T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 1542358
zbMATH Keywords: time series
zbMATH Keywords: count data
zbMATH Keywords: random walk with drift
zbMATH Keywords: Poisson errors
MaRDI profile type: Publication
cites work: FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
cites work: Integer-valued moving average (INMA) process
cites work: Q5455530
cites work: GENERALIZED INTEGER-VALUED AUTOREGRESSION
cites work: Distribution of the Estimators for Autoregressive Time Series With a Unit Root
cites work: Testing For Unit Roots: 1
cites work: Q4124141
cites work: A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence
cites work: Some ARMA models for dependent sequences of poisson counts
cites work: Testing the autoregressive parameter with the t statistic
cites work: Asymptotic Normality, When Regressors Have a Unit Root
full work available at URL: s0165-1765(00)00344-x
OpenAlex ID: W2050607151
description: scientific article; zbMATH DE number 1542358