The asymptotic structure of nearly unstable non negative integer-valued AR(1) models
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Bibliographic InfoPaper provided by Tilburg University in its series Open Access publications from Tilburg University with number urn:nbn:nl:ui:12-3106433.
Date of creation: 2009
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Publication status: Published in Bernoulli (2009) v.15, p.297-324
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Web page: http://www.tilburguniversity.edu/
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- Akker, R. van den, 2007. "Integer-Valued Time Series," Open Access publications from Tilburg University urn:nbn:nl:ui:12-306632, Tilburg University.
- Keith Freeland, R. & McCabe, Brendan, 2005. "Asymptotic properties of CLS estimators in the Poisson AR(1) model," Statistics & Probability Letters, Elsevier, vol. 73(2), pages 147-153, June.
- Gourieroux, C. & Jasiak, J., 2004. "Heterogeneous INAR(1) model with application to car insurance," Insurance: Mathematics and Economics, Elsevier, vol. 34(2), pages 177-192, April.
- Marc Hallin & Ramon van den Akker & Bas Werker, 2012.
"Rank-Based Tests of the Cointegrating Rank in Semiparametric Error Correction Models,"
Working Papers ECARES
ECARES 2012-042, ULB -- Universite Libre de Bruxelles.
- Hallin, M. & Akker, R. van den & Werker, B.J.M., 2012. "Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models," Discussion Paper 2012-089, Tilburg University, Center for Economic Research.
- Becheri, I.G. & Drost, F.C. & Akker, R. van den, 2013. "Asymptotically UMP Panel Unit Root Tests," Discussion Paper 2013-017, Tilburg University, Center for Economic Research.
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