Likelihood ratio type unit root tests for ar(1)models with nonconsecutive observations (Q4843810): Difference between revisions

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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+Q3940697
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+A central limit theorem for estimation in Gaussian stationary time series observed at unequally spaced times
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+Estimation of Time Series Models in the Presence of Missing Data
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+Q4124141
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+JOINT HYPOTHESIS TESTS FOR A RANDOM WALK BASED ON INSTRUMENTAL VARIABLE ESTIMATORS
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+A functional central limit theorem for weakly dependent sequences of random variables
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+Testing for unit roots in autoregressive moving average models. An instrumental variable approach
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+Time Series Regression with a Unit Root
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+Testing for a unit root in time series regression
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+Asymptotic distribution of parameter estimators for nonconsecutively observed time series
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+Estimation of a time series model from unequally spaced data
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+Fitting autoregression with regularly missed observations
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