InthispaperthelimitingdistributionoftheleastsquareestimatefortheautoregressivecoefficientofanearlyunitrootmodelwithGARCHerrorsisderived.Sincethelimitingdistributiondependsontheunknownvarianceoftheerrors,anempiricallikelihoodratiostatisticisproposedfromwhichconfidenceintervalscanbeconstructedforthenearlyunitrootmodelwithoutknowingthevariance.Togainanintuitivesensefortheempiricallikelihoodratio,asmallsimulationfortheasymptoticdistributionisgiven.