Bartlett Corrections for Unit Root Test Statistics

DOI10.1111/1467-9892.00101zbMath0904.62102OpenAlexW2039765326MaRDI QIDQ4216177

Rolf Larsson

Publication date: 25 January 1999

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00101

zbMATH Keywords

unit root testBartlett correctionslog likelihood ratio test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (10)

BARTLETT CORRECTED LIKELIHOOD RATIO TESTS IN LOCATION-SCALE NONLINEAR MODELS ⋮ Approximate Conditional Unit Root Inference ⋮ BARTLETT CORRECTION IN THE STABLE AR(1) MODEL WITH INTERCEPT AND TREND ⋮ On the non-existence of a Bartlett correction for unit root tests ⋮ Jackknife estimation with a unit root ⋮ Bartlett corrections in cointegration testing ⋮ On bartlett and bartlett-type corrections francisco cribari-neto ⋮ Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence ⋮ A NOTE ON THE POOLING OF INDIVIDUAL PANIC UNIT ROOT TESTS ⋮ Extreme canonical correlations and high-dimensional cointegration analysis

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