Miscellanea. Bartlett correction of the unit root test in autoregressive models

DOI10.1093/biomet/84.2.500zbMath0882.62083OpenAlexW2137087310MaRDI QIDQ4364919

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Publication date: 18 November 1997

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/84.2.500

zbMATH Keywords

unit rootBartlett correctionmoment expansionGaussian autoregressive model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items (13)

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