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Volumn 15, Issue 2, 1999, Pages 218-227

A correction factor for unit root test statistics

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EID: 0033444468     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0266466699152046     Document Type: Article
Times cited : (8)

References (17)
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    • Abadir, K.M.1
  • 2
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    • Bias nonmonotonicity in stochastic difference equations
    • University of York
    • Abadir, K.M. & K. Hadri (1996) Bias nonmonotonicity in stochastic difference equations. Discussion papers in Economics 96/15, University of York.
    • (1996) Discussion Papers in Economics , vol.96 , Issue.15
    • Abadir, K.M.1    Hadri, K.2
  • 4
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    • On the level error after Bartlett adjustment of the likelihood ratio statistic
    • Barndorff-Nielsen, O.E. & P. Hall (1988) On the level error after Bartlett adjustment of the likelihood ratio statistic. Biometrika 75, 374-378.
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    • Barndorff-Nielsen, O.E.1    Hall, P.2
  • 5
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    • Properties of sufficiency and statistical tests
    • Bartlett, M.S. (1937) Properties of sufficiency and statistical tests. Proceedings of the Royal Society A 160, 268-282.
    • (1937) Proceedings of the Royal Society A , vol.160 , pp. 268-282
    • Bartlett, M.S.1
  • 6
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    • Approximations to noncentral distributions
    • Cox, D.R. & N. Reid (1987) Approximations to noncentral distributions. Canadian Journal of Statistics 15, 105-114.
    • (1987) Canadian Journal of Statistics , vol.15 , pp. 105-114
    • Cox, D.R.1    Reid, N.2
  • 7
    • 0001114603 scopus 로고    scopus 로고
    • On Bartlett and Bartlett-type corrections
    • Cribari-Neto, F. & G.M. Cordeiro (1996) On Bartlett and Bartlett-type corrections. Econometric Review 15, 339-367.
    • (1996) Econometric Review , vol.15 , pp. 339-367
    • Cribari-Neto, F.1    Cordeiro, G.M.2
  • 8
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    • Asymptotic expansions for random walks with normal errors
    • Knight, J.L. & S.E. Satchell (1993) Asymptotic expansions for random walks with normal errors. Econometric Theory 9, 363-376.
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    • Knight, J.L.1    Satchell, S.E.2
  • 10
    • 0000275218 scopus 로고    scopus 로고
    • Bartlett correction of the unit root in the autoregressive models
    • Nielsen, B. (1997a) Bartlett correction of the unit root in the autoregressive models. Biometrika 84, 500-504.
    • (1997) Biometrika , vol.84 , pp. 500-504
    • Nielsen, B.1
  • 12
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    • Towards a unified asymptotic theory for an autoregression
    • Phillips, P.C.B. (1987) Towards a unified asymptotic theory for an autoregression. Biometrika 74, 535-547.
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  • 13
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    • Testing for a unit root in time series regression
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  • 16
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    • Unit roots and time breaks
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    • Stock, J.H. (1994) Unit roots and time breaks. In R. Engle & D. McFadden (eds.) Handbook of Econometrics, vol. 4, pp. 2739-2841. Amsterdam: North-Holland.
    • (1994) Handbook of Econometrics , vol.4 , pp. 2739-2841
    • Stock, J.H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.