SZodixStudyAcademic Library

Shelves Open access

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

Bartlett corrections in cointegration testing · Study

ArticleShelves

ArticleBartlett corrections in cointegration testing

Tor Jacobson1999

Article1999

Bartlett corrections in cointegration testing

Tor Jacobson · Rolf Larsson

10 citations·0/0 files stored·Computational Statistics & Data Analysis

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Financial Risk and Volatility Modeling Diverse Scientific and Economic Studies

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 10 citations exist upstream.

References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1988Statistical analysis of cointegration vectors 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1992THE POWER OF COINTEGRATION TESTS 1993FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION 1986EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE*1981Testing For Unit Roots: 1 1996Cointegration tests in the presence of structural breaks

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2000Predictive Failure and Econometric Modelling in Macroeconomics: The Transactions Demand for Moneychapter · 7 shared references 2000Dynamic Specificationchapter · 7 shared references 2000An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specificationchapter · 7 shared references 2000Econometrics – Alchemy or Science?chapter · 7 shared references 2000Stochastic Specification in an Aggregate Demand Model of the United Kingdomchapter · 7 shared references 2000Econometric Modelling of the Aggregate Time‐Series Relationship Between Consumers' Expenditure and Income in the United Kingdomchapter · 7 shared references

Details

Year1999

Typearticle

Published1999-08-01

VenueComputational Statistics & Data Analysis

ISSN-L0167-9473

Languageen

Citations10

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/s0167-9473(98)00105-4

openalex_workW2029227693

Links

Imported from OpenAlex (CC0) — nothing here is generated.