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Volumn 19, Issue 4, 1998, Pages 425-438

Bartlett corrections for unit root test statistics

(1)  Larsson, Rolf a  

a NONE

Author keywords

Bartlett correction; Unit root test

Indexed keywords


EID: 0010369510     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00101     Document Type: Article
Times cited : (13)

References (17)
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  • 4
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  • 5
    • 0031591845 scopus 로고    scopus 로고
    • On the non-existence of a Bartlett correction for unit root tests
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    • Wood, A.T.A.1
  • 6
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  • 8
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  • 10
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    • in press
    • _ (1998) The order of the error term for moments of the log likelihood ratio unit root test in an autoregressive process. Ann. Inst. Stat. Math., in press.
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  • 11
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    • A general method for approximating to the distribution of the likelihood ratio criteria
    • LAWLEY, D. N. (1956) A general method for approximating to the distribution of the likelihood ratio criteria. Biometrika 43, 295-303.
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  • 12
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    • On the bias of the least squares estimator for the first order autoregressive process
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  • 14
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    • Time series regression with a unit root
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.