On the non-existence of a Bartlett correction for unit root tests

Statistics and Probability Letters

Volumn 35, Issue 2, 1997, Pages 181-187

  Jensen, J L ^a   Wood, Andrew T A ^b  

^a AARHUS UNIVERSITY   (Denmark)

^b UNIVERSITY OF BATH   (United Kingdom)

Author keywords

Autoregressive process; Cointegration; Non stationary

Indexed keywords

EID: 0031591845     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(97)00012-6     Document Type: Article

References (17)

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