Bartlett corrections in cointegration testing
type: Item
instance of: scholarly article
title: Bartlett corrections in cointegration testing
zbMATH Open document ID: 0942.62103
DOI: 10.1016/S0167-9473(98)00105-4
author: Tor Jacobson
author: Rolf Larsson
published in: Computational Statistics and Data Analysis
publication date: 2000-01-12T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F03
zbMATH DE Number: 1387484
zbMATH Keywords: Bartlett correction
zbMATH Keywords: cointegration testing
zbMATH Keywords: Monte Carlo simulation
MaRDI profile type: Publication
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full work available at URL: s0167-9473(98)00105-4
OpenAlex ID: W2029227693
description: scientific article; zbMATH DE number 1387484