On the non-existence of a Bartlett correction for unit root tests (Q1373988)
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scientific article; zbMATH DE number 1092056
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the non-existence of a Bartlett correction for unit root tests |
scientific article; zbMATH DE number 1092056 |
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On the non-existence of a Bartlett correction for unit root tests (English)
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18 June 1998
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autoregressive process
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non-stationary
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cointegration models
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Bartlett correction
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unit root model
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