Simulating properties of the likelihood ratio test for a unit root in an explosive second order autoregression
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- Bent Nielsen & J. James Reade, 2007. "Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression," Econometric Reviews, Taylor & Francis Journals, vol. 26(5), pages 487-501.
References listed on IDEAS
- Bent Nielsen, 1995.
"Bartlett correction of the unit root test in autoregressive models,"
11 & 98., Economics Group, Nuffield College, University of Oxford.
- Nielsen, B., 1995. "Bartlett Correction of the Unit Root test in Autoregressive Models," Economics Papers 98, Economics Group, Nuffield College, University of Oxford.
- Nielsen, Bent, 2001. "The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes," Econometrica, Econometric Society, vol. 69(1), pages 211-219, January.
- Bent Nielsen, 2004. "On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank," Econometric Reviews, Taylor & Francis Journals, vol. 23(1), pages 1-23.
- Nielsen, Bent, 2005.
"Strong Consistency Results For Least Squares Estimators In General Vector Autoregressions With Deterministic Terms,"
Cambridge University Press, vol. 21(03), pages 534-561, June.
- Bent Nielsen, 2003. "Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms," Economics Papers 2003-W23, Economics Group, Nuffield College, University of Oxford.
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- Laporte, Audrey & Dass, Adrian Rohit & Ferguson, Brian S., 2017.
"Is the Rational Addiction model inherently impossible to estimate?,"
Journal of Health Economics,
Elsevier, vol. 54(C), pages 161-175.
- Audrey Laporte & Adrian Rohit Dass & Brian Ferguson, 2015. "Is the Rational Addiction model inherently impossible to estimate?," Working Papers 150011, Canadian Centre for Health Economics, revised Jun 2016.
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