The theoretical advancements in higher-order likelihood-based inference methods have been tremendous over the past two decades. The application of these methods in the applied literature however has been far from widespread. A critical barrier to adoption has likely been the computational...

Testing for first-order autocorrelation in small samples using the standard asymptotic test can be seriously misleading. Recent methods in likelihood asymptotics are used to derive more accurate p-value approximations for testing the autocorrelation parameter in a regression model. The methods...