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

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

Jens Ledet Jensen1997

Article1997

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

Jens Ledet Jensen · Andrew T. A. Wood

15 citations·0/0 files stored·Statistics & Probability Letters

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Monetary Policy and Economic Impact Statistical and numerical algorithms Diverse Scientific and Economic Studies

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1988Statistical analysis of cointegration vectors 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models 1991Optimal Inference in Cointegrated Systems 1995Saddlepoint Approximations 1998Bartlett Corrections for Unit Root Test Statistics

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2002Approximate Conditional Unit Root Inference

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Year1997

Typearticle

Published1997-09-01

VenueStatistics & Probability Letters

ISSN-L0167-7152

Languageen

Citations15

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/s0167-7152(97)00012-6

openalex_workW2002204809

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