Confidence intervals for autoregressive coefficients near one (Q5939172): Difference between revisions

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+Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models
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+Asymptotic inference for nearly nonstationary AR(1) processes
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Efficient Tests for an Autoregressive Unit Root
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+Computing the distribution of quadratic forms in normal variables
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+Q3262608
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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+Towards a unified asymptotic theory for autoregression
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+Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk
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+Q5687551
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+Publication:5939172