Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

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

8 references·1 citing·19 second hop

FromToDepth

this work references cited by second hop

References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
1988Statistical analysis of cointegration vectors17,038 cited
1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
1991Optimal Inference in Cointegrated Systems1,110 cited
1995Saddlepoint Approximations400 cited
1998Bartlett Corrections for Unit Root Test Statistics26 cited

Cited by

2002Approximate Conditional Unit Root Inference15 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work