{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,2,9]],"date-time":"2025-02-09T04:40:01Z","timestamp":1739076001975,"version":"3.37.0"},"reference-count":32,"publisher":"Springer Science and Business Media LLC","issue":"1","license":[{"start":{"date-parts":[[2009,4,24]],"date-time":"2009-04-24T00:00:00Z","timestamp":1240531200000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Stat Methods Appl"],"published-print":{"date-parts":[[2010,3]]},"DOI":"10.1007\/s10260-009-0122-3","type":"journal-article","created":{"date-parts":[[2009,4,23]],"date-time":"2009-04-23T12:06:47Z","timestamp":1240488407000},"page":"79-106","source":"Crossref","is-referenced-by-count":1,"title":["Nonparametric likelihood inference for general autoregressive models"],"prefix":"10.1007","volume":"19","author":[{"given":"Francesco","family":"Bravo","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2009,4,24]]},"reference":[{"key":"122_CR1","doi-asserted-by":"crossref","first-page":"535","DOI":"10.1093\/biomet\/85.3.535","volume":"85","author":"K Baggerly","year":"1998","unstructured":"Baggerly K (1998) Empirical likelihood as a goodness of fit measure. Biometrika 85: 535\u2013547","journal-title":"Biometrika"},{"key":"122_CR2","doi-asserted-by":"crossref","first-page":"537","DOI":"10.1016\/j.jspi.2004.08.010","volume":"136","author":"F Bravo","year":"2006","unstructured":"Bravo F (2006) Bartlett type adjustments for empirical discrepancy test statistics. J Stat Plan Inference 136: 537\u2013554","journal-title":"J Stat Plan Inference"},{"key":"122_CR3","doi-asserted-by":"crossref","first-page":"67","DOI":"10.1016\/j.jeconom.2003.10.029","volume":"123","author":"P Burridge","year":"2004","unstructured":"Burridge P, Taylor R (2004) Bootstrapping the HEGY seasonal unit root tests. J Econ 123: 67\u201387","journal-title":"J Econ"},{"key":"122_CR4","doi-asserted-by":"crossref","first-page":"1050","DOI":"10.1214\/aos\/1176350492","volume":"15","author":"N Chan","year":"1987","unstructured":"Chan N, Wei C (1987) Asymptotic inference of nearly nonstationary AR(1) process. Ann Stat 15: 1050\u20131063","journal-title":"Ann Stat"},{"key":"122_CR5","doi-asserted-by":"crossref","first-page":"367","DOI":"10.1214\/aos\/1176350711","volume":"16","author":"N Chan","year":"1988","unstructured":"Chan N, Wei C (1988) Limiting distributions of least squares estimates of unstable autoregressive processes. Ann Stat 16: 367\u2013401","journal-title":"Ann Stat"},{"key":"122_CR6","doi-asserted-by":"crossref","first-page":"449","DOI":"10.1081\/ETC-120015385","volume":"21","author":"Y Chang","year":"2002","unstructured":"Chang Y, Park J (2002) On the asymptotics of ADF tests for unit roots. Econ Rev 21: 449\u2013476","journal-title":"Econ Rev"},{"key":"122_CR7","first-page":"387","volume":"12","author":"C Chuang","year":"2002","unstructured":"Chuang C, Chan N (2002) Empirical likelihood for autoregressive models, with applications to unstable time series. Stat Sin 12: 387\u2013408","journal-title":"Stat Sin"},{"key":"122_CR8","doi-asserted-by":"crossref","first-page":"440","DOI":"10.1111\/j.2517-6161.1984.tb01318.x","volume":"46","author":"N Cressie","year":"1984","unstructured":"Cressie N, Read T (1984) Multinomial goodness of fit tests. J R Stat Soc B 46: 440\u2013464","journal-title":"J R Stat Soc B"},{"key":"122_CR9","doi-asserted-by":"crossref","first-page":"59","DOI":"10.2307\/1403474","volume":"58","author":"T DiCiccio","year":"1990","unstructured":"DiCiccio T, Romano J (1990) Nonparametric confidence limits by resampling methods and least favourable families. Int Stat Rev 58: 59\u201376","journal-title":"Int Stat Rev"},{"key":"122_CR10","doi-asserted-by":"crossref","first-page":"1057","DOI":"10.2307\/1912517","volume":"49","author":"D Dickey","year":"1981","unstructured":"Dickey D, Fuller W (1981) Likelihood ratio statistics for autoregressive time series with a unit root. Econometrica 49: 1057\u20131072","journal-title":"Econometrica"},{"key":"122_CR11","doi-asserted-by":"crossref","first-page":"455","DOI":"10.1080\/07350015.1987.10509614","volume":"5","author":"D Dickey","year":"1987","unstructured":"Dickey D, Pantula S (1987) Determining the order of differencing in autoregressive process. J Bus Econ Stat 5: 455\u2013461","journal-title":"J Bus Econ Stat"},{"key":"122_CR12","volume-title":"Introduction to statistical time series","author":"W Fuller","year":"1976","unstructured":"Fuller W (1976) Introduction to statistical time series. Wiley, New York"},{"key":"122_CR13","doi-asserted-by":"crossref","first-page":"415","DOI":"10.1016\/0304-4076(94)90030-2","volume":"62","author":"E Ghysels","year":"1994","unstructured":"Ghysels E, Lee H, Noh J (1994) Testing for unit roots in seasonal time series: some theoretical extensions and a Monte Carlo investigation. J Econ 62: 415\u2013442","journal-title":"J Econ"},{"key":"122_CR14","doi-asserted-by":"crossref","first-page":"143","DOI":"10.1017\/S0266466600161109","volume":"16","author":"N Gospodinov","year":"2000","unstructured":"Gospodinov N, Zinde-Walsh V (2000) Solution 99.2.1. Econ Theory 16: 143\u2013146","journal-title":"Econ Theory"},{"key":"122_CR15","doi-asserted-by":"crossref","first-page":"109","DOI":"10.1080\/07350015.1994.10509994","volume":"12","author":"N Haldrup","year":"1994","unstructured":"Haldrup N (1994) Semiparametric tests for double unit roots. J Bus Econ Stat 12: 109\u2013122","journal-title":"J Bus Econ Stat"},{"key":"122_CR16","volume-title":"Martingale limit theory and its applications","author":"P Hall","year":"1980","unstructured":"Hall P, Heyde C (1980) Martingale limit theory and its applications. Academic Press, New York"},{"key":"122_CR17","doi-asserted-by":"crossref","first-page":"1106","DOI":"10.1214\/aos\/1176344793","volume":"7","author":"D Hasza","year":"1979","unstructured":"Hasza D, Fuller W (1979) Estimation of autortegressive processes with unit roots. Ann Stat 7: 1106\u20131120","journal-title":"Ann Stat"},{"key":"122_CR18","doi-asserted-by":"crossref","first-page":"87","DOI":"10.1016\/S0304-4076(01)00114-2","volume":"107","author":"G Imbens","year":"2002","unstructured":"Imbens G, Spady R (2002) Confidence intervals in generalized method of moments models. J Econ 107: 87\u201398","journal-title":"J Econ"},{"key":"122_CR19","doi-asserted-by":"crossref","first-page":"269","DOI":"10.1017\/S0266466600004485","volume":"7","author":"P Jeganathan","year":"1991","unstructured":"Jeganathan P (1991) On the asymptotic behavior of least-squares estimators in AR time series with roots near the unit circle. Econ Theory 7: 269\u2013306","journal-title":"Econ Theory"},{"key":"122_CR20","doi-asserted-by":"crossref","first-page":"2084","DOI":"10.1214\/aos\/1069362388","volume":"25","author":"Y Kitamura","year":"1997","unstructured":"Kitamura Y (1997) Empirical likelihood methods with weakly dependent processes. Ann Stat 25: 2084\u20132102","journal-title":"Ann Stat"},{"key":"122_CR21","doi-asserted-by":"crossref","first-page":"154","DOI":"10.1214\/aos\/1176345697","volume":"10","author":"T Lai","year":"1982","unstructured":"Lai T, Wei C (1982) Least squares estimates in stochastic regression models with applications to identification and control of dynamic system. Ann Stat 10: 154\u2013166","journal-title":"Ann Stat"},{"key":"122_CR22","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1016\/0047-259X(83)90002-7","volume":"13","author":"T Lai","year":"1983","unstructured":"Lai T, Wei C (1983) Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters. J Multivar Anal 13: 1\u201323","journal-title":"J Multivar Anal"},{"key":"122_CR23","doi-asserted-by":"crossref","first-page":"107","DOI":"10.1093\/biomet\/86.1.107","volume":"86","author":"S Lee","year":"1999","unstructured":"Lee S, Young G (1999) Nonparametric likelihood ratio confidence intervals. Biometrika 86: 107\u2013118","journal-title":"Biometrika"},{"key":"122_CR24","first-page":"161","volume":"14","author":"J Nankervis","year":"1996","unstructured":"Nankervis J, Savin N (1996) The level and power of the bootstrap t-test in the AR(1) model with trend. J Bus Econ Stat 14: 161\u2013168","journal-title":"J Bus Econ Stat"},{"key":"122_CR25","doi-asserted-by":"crossref","first-page":"237","DOI":"10.1093\/biomet\/75.2.237","volume":"36","author":"A Owen","year":"1988","unstructured":"Owen A (1988) Empirical likelihood ratio confidence intervals for a single functional. Biometrika 36: 237\u2013249","journal-title":"Biometrika"},{"key":"122_CR26","doi-asserted-by":"crossref","first-page":"1725","DOI":"10.1214\/aos\/1176348368","volume":"19","author":"A Owen","year":"1991","unstructured":"Owen A (1991) Empirical likelihood for linear models. Ann Stat 19: 1725\u20131747","journal-title":"Ann Stat"},{"key":"122_CR27","doi-asserted-by":"crossref","first-page":"277","DOI":"10.2307\/1913237","volume":"55","author":"P Phillips","year":"1987","unstructured":"Phillips P (1987) Time series regression with a unit root. Econometrica 55: 277\u2013301","journal-title":"Econometrica"},{"key":"122_CR28","doi-asserted-by":"crossref","first-page":"389","DOI":"10.1016\/S0167-7152(00)00128-0","volume":"50","author":"Z Psaradakis","year":"2000","unstructured":"Psaradakis Z (2000) Bootstrap tests for unit roots in seasonal autoregressive models. Stat Probab Lett 50: 389\u2013395","journal-title":"Stat Probab Lett"},{"key":"122_CR29","doi-asserted-by":"crossref","first-page":"599","DOI":"10.1093\/biomet\/71.3.599","volume":"71","author":"S Said","year":"1984","unstructured":"Said S, Dickey D (1984) Testing for unit roots in autoregressive-moving average models of unknown order. Biometrika 71: 599\u2013608","journal-title":"Biometrika"},{"key":"122_CR30","unstructured":"Smith R (2009) GEL criteria for moment condition models. Econometric Theory (Forthcoming)"},{"key":"122_CR31","doi-asserted-by":"crossref","first-page":"269","DOI":"10.1016\/S0304-4076(97)00102-4","volume":"85","author":"R Smith","year":"1998","unstructured":"Smith R, Taylor R (1998) Additional critical values and asymptotic representations for seasonal unit root tests. J Econ 85: 269\u2013288","journal-title":"J Econ"},{"key":"122_CR32","doi-asserted-by":"crossref","first-page":"257","DOI":"10.1017\/S0266466699155038","volume":"15","author":"J Wright","year":"1999","unstructured":"Wright J (1999) Problem 99.2.1. Econ Theory 15: 257","journal-title":"Econ Theory"}],"container-title":["Statistical Methods and Applications"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10260-009-0122-3.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s10260-009-0122-3\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10260-009-0122-3","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,2,9]],"date-time":"2025-02-09T04:14:11Z","timestamp":1739074451000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s10260-009-0122-3"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2009,4,24]]},"references-count":32,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2010,3]]}},"alternative-id":["122"],"URL":"https:\/\/doi.org\/10.1007\/s10260-009-0122-3","relation":{},"ISSN":["1618-2510","1613-981X"],"issn-type":[{"type":"print","value":"1618-2510"},{"type":"electronic","value":"1613-981X"}],"subject":[],"published":{"date-parts":[[2009,4,24]]}}}