The asymptotic structure of nearly unstable non negative integer-valued AR(1) models
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
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
Date of revision:
Publication status: Published in Bernoulli (2009) v.15, p.297-324
Contact details of provider:
Web page: http://www.tilburguniversity.edu/
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- 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.
- 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.
- 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.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Economists Online Support).
If references are entirely missing, you can add them using this form.