The restricted likelihood ratio test at the boundary in autoregressive series-Reference-Cited by-同舟云学术

The restricted likelihood ratio test at the boundary in autoregressive series

Published:2009-11 Issue:6 Volume:30 Page:618-630
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:

Author:

Chen Willa W.,Deo Rohit S.

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.2009.00630.x/fullpdf

Reference18 articles.

1. Bias reduction of autoregressive estimates in time series regression model through restricted maximum likelihood;Cheang;Journal of the American Statistical Association,2000

2. Bias reduction and likelihood based almost-exactly sized hypothesis testing in predictive regressions using the restricted likelihood;Chen;Econometric Theory,2009

3. Chen, W. and Deo, R. (2009b) The chi-square approximation of the restricted likelihood ratio test for the sum of autoregressive coefficients with interval estimation. working Paper, Texas A&M University.

4. Restricted likelihood ratio lack-of-fit tests using mixed spline models;Claeskens;Journal of the Royal Statistical Society B,2004

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