AR(1) MODELS, UNIT ROOTS, AND ADJUSTED PROFILE LIKELIHOOD (Q4562542): Difference between revisions

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+A New Test for Nonstationarity Against the Stable Alternative
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+Some tests for unit roots in autoregressive-integrated-moving average models with deterministic trends
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+Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models
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+On the Theory of Testing for Unit Roots in Observed Time Series
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+Q4725475
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+Q4272813
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+A time series illustration of approximate conditional likelihood
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+Efficient Tests for an Autoregressive Unit Root
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+Approximate Conditional Unit Root Inference
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+Unit Root Tests Based on Instrumental Variables Estimation
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+Consistent Estimates Based on Partially Consistent Observations
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+Adjusted estimates and Wald statistics for the AR(1) model with constant
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+Towards a unified asymptotic theory for autoregression
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+Testing for a unit root in time series regression
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+Efficient Tests of Nonstationary Hypotheses
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+Testing cointegration in infinite order vector autoregressive processes
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+A modification of the Schmidt-Phillips unit root test
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+Q3996907
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+Asymptotic Normality, When Regressors Have a Unit Root
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