Nonparametric likelihood inference for general autoregressive models (Q257487): Difference between revisions

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+https://doi.org/10.1007/s10260-009-0122-3
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+W2039256878
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+Empirical likelihood as a goodness-of-fit measure
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+Bartlett-type adjustments for empirical discrepancy test statistics
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+Bootstrapping the HEGY seasonal unit root tests
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+Asymptotic inference for nearly nonstationary AR(1) processes
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+Limiting distributions of least squares estimates of unstable autoregressive processes
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+ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
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+Nonparametric Confidence Limits by Resampling Methods and Least Favorable Families
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+Estimation for autoregressive processes with unit roots
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+Confidence intervals in generalized method of moments models
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+Empirical likelihood methods with weakly dependent processes
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+Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
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+Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters
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+Nonparametric likelihood ratio confidence intervals
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+Empirical likelihood ratio confidence intervals for a single functional
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+Empirical likelihood for linear models
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+Time Series Regression with a Unit Root
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+Bootstrap tests for unit roots in seasonal autoregressive models
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+Testing for unit roots in autoregressive-moving average models of unknown order
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+Additional critical values and asymptotic representations for seasonal unit root tests
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+THE LOCAL ASYMPTOTIC POWER OF CERTAIN TESTS FOR FRACTIONAL  INTEGRATION
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