search query: @indexterm STATISTICAL METHODS / total: 745
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| Author: | Pere, P. |
| Title: | Adjusted estimates and Wald statistics for the AR(1) model with constant |
| Journal: | Journal of Econometrics
2000 : OCT, VOL. 98:2, p. 335-363 |
| Index terms: | Econometric models Macroeconomic models Statistical methods Time series Unit roots |
| Language: | eng |
| Abstract: | The principle aim of this study is to explore adjusted profile likelihoods in a nonstationary time-series context. The second aim is to investigate the properties of estimators and Wald statistics derived from APL when the model is autoregressive with constant. |
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