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| Tekijä: | Pere, P. |
| Otsikko: | Adjusted estimates and Wald statistics for the AR(1) model with constant |
| Lehti: | Journal of Econometrics
2000 : OCT, VOL. 98:2, p. 335-363 |
| Asiasana: | Econometric models Macroeconomic models Statistical methods Time series Unit roots |
| Kieli: | eng |
| Tiivistelmä: | 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. |
SCIMA