Unit Root Test of Bounded AR(2) Model with Constant and with Independent Errors

Estimation of AR (2) Model with Dependent Errors for Bounded Stationary and Uncompleted Nonstationary Time Series

Maximum Likelihood and Modified Maximum Likelihood Estimates of Linear Models with Errors Following Auto Regressive Process

Random Coefficient Non-Gaussian First Order Autoregressive Model

Forms of the Moments of AR ( P) Model with Missing Observations

The Problem of Inconclusive Regio in Autocorrelation Tests in Least Square Regression

Testing Linearity Against Asymmetric Moving Average Models: A Bayesian Approach

Small sample properties of residuals based tests for cointegration: some new developments in Econometrics

First Order Autoregression: Least-Squares Estimator and Moments of the Noncircular Serial Correlation Coefficient

Two notes on Prebisch - singer Hypothesis: Implications of the Unit root tests