Bartlett Corrections for Unit Root Test Statistics

DOI10.1111/1467-9892.00101MaRDI QIDQ4216177zbMATH OpenOpenAlexFDO

Authors 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

Bartlett correctionslog likelihood ratio testunit root test

Mathematics Subject Classification ID

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

Recommendations

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Cited in

(15)

• On the non-existence of a Bartlett correction for unit root tests
• Bartlett corrections in cointegration testing
• Extreme canonical correlations and high-dimensional cointegration analysis
• Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence
• A Bartlett correction factor for tests on the cointegrating relations
• BARTLETT CORRECTION IN THE STABLE AR(1) MODEL WITH INTERCEPT AND TREND
• A note on the pooling of individual panic unit root tests
• Jackknife estimation with a unit root
• On bartlett and bartlett-type corrections francisco cribari-neto
• Miscellanea. Bartlett correction of the unit root test in autoregressive models
• A CORRECTION FACTOR FOR UNIT ROOT TEST STATISTICS
• BARTLETT CORRECTED LIKELIHOOD RATIO TESTS IN LOCATION-SCALE NONLINEAR MODELS
• Approximate Conditional Unit Root Inference
• Bartlett correction in the stable second-order autoregressive model with intercept and trend
• Small sample adjustment for hypotheses testing on cointegrating vectors

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