Unit root testing in integer-valued AR(1) models
From MaRDI portal
Publication:1589595
DOI10.1016/S0165-1765(00)00344-XzbMATH Open0968.91029OpenAlexW2050607151MaRDI QIDQ1589595FDOQ1589595
Publication date: 12 December 2000
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1765(00)00344-x
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- Distribution of the Estimators for Autoregressive Time Series With a Unit Root
- Asymptotic Normality, When Regressors Have a Unit Root
- Some ARMA models for dependent sequences of poisson counts
- Testing For Unit Roots: 1
- Testing the autoregressive parameter with the t statistic
- GENERALIZED INTEGER-VALUED AUTOREGRESSION
- Integer-valued moving average (INMA) process
- A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence
Cited In (11)
- Improved estimation for Poisson INAR(1) models
- Asymptotic behavior of unstable INAR(\(p\)) processes
- Thinning operations for modeling time series of counts -- a survey
- Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion
- The effects of additive outliers in INAR(1) process and robust estimation
- Nearly unstable integer‐valued ARCH process and unit root testing
- First order non-negative integer valued autoregressive processes with power series innovations
- Title not available (Why is that?)
- Nonstationary INAR(1) process with \(q\)th-order autocorrelation innovation
- A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experiment
- The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models
This page was built for publication: Unit root testing in integer-valued AR(1) models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1589595)
