The RATS Software Forum

Hi Tom, I want to estimate the exact median unbiased estimator of AR(1) model and exact confidence interval as given in the following paper by Andrews (1993). "Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models" Donald W. K. Andrews (1993) Can you help me wit...

Hi Does anyone know how to test the unit root in bounded series? Granger (2010) gave the idea. Cavaliere and Xu, 2014,proposed a modified ADF test for the bounded series. The title of the paper is "Testing for unit roots in bounded time series" Journal of Econometrics. http://www.sciencedi...