Inference of the second order autoregressive model with unit roots

MaRDI QIDQ2905976FDO

Authors Ahmed H. Youssef, Ahmed A. El-Sheikh, Mohamed Khalifa Ahmed Issa

Publication date 28 August 2012

Published in International Mathematical Forum (Search for Journal in Brave)

Full work available at URL http://www.m-hikari.com/imf-2011/49-52-2011/index.html

zbMATH Keywords

unbiasednessand linearitysecond order autoregressiveunit roots estimators

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Inference for Autocorrelations in the Possible Presence of a Unit Root
• Unit Root Quantile Autoregression Inference
• Inference in second-order identified models
• A NOTE ON ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH ROOTS ON THE UNIT CIRCLE
• Inference in Linear Time Series Models with some Unit Roots
• Robust second-order least-squares estimation for regression models with autoregressive errors
• scientific article; zbMATH DE number 913285
• Inference in Autoregression under Heteroskedasticity
• Testing for unit roots in autoregressive-moving average models of unknown order
• One-dimensional inference in autoregressive models with the potential presence of a unit root

Cited in

(2)

• Strain gradient plasticity modeling and finite element simulation of Lüders band formation and propagation
• scientific article; zbMATH DE number 913285 (Why is no real title available?)

This page was built for publication: Inference of the second order autoregressive model with unit roots

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2905976)