Bartlett correction of the unit root test in autoregressive models
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Bibliographic InfoPaper provided by Economics Group, Nuffield College, University of Oxford in its series Economics Papers with number 11 & 98..
Date of creation: Jun 1995
Date of revision:
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Web page: http://www.nuff.ox.ac.uk/economics/
Other versions of this item:
- Nielsen, B., 1995. "Bartlett Correction of the Unit Root test in Autoregressive Models," Economics Papers 98, Economics Group, Nuffield College, University of Oxford.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Abadir, Karim M., 1995. "Unbiased estimation as a solution to testing for random walks," Economics Letters, Elsevier, vol. 47(3-4), pages 263-268, March.
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- Bent Nielsen & J. James Reade, 2007.
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Taylor & Francis Journals, vol. 26(5), pages 487-501.
- Bent Nielsen & J. James Reade, 2004. "Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second Order Autoregression," Economics Series Working Papers 2004-W24, University of Oxford, Department of Economics.
- Bent Nielsen & J. James Reade, 2004. "Simulating properties of the likelihood ratio test for a unit root in an explosive second order autoregression," Economics Papers 2004-W24, Economics Group, Nuffield College, University of Oxford.
- Jan J. J. Groen, 2000.
"New Multi-Country Evidence on Purchasing Power Parity: Multi-Variate Unit Root Test Results,"
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0269, Econometric Society.
- Groen, J.J.J., 2000. "New multi-country evidence on purchasing power parity: multivariate unit root test results," Econometric Institute Research Papers EI 2000-09/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Eric Engler & Bent Nielsen, 2007.
"The empirical process of autoregressive residuals,"
Economics Series Working Papers
2007-W01, University of Oxford, Department of Economics.
- Pere, Pekka, 2000. "Adjusted estimates and Wald statistics for the AR(1) model with constant," Journal of Econometrics, Elsevier, vol. 98(2), pages 335-363, October.
- Omtzigt Pieter & Fachin Stefano, 2002. "Bootstrapping and Bartlett corrections in the cointegrated VAR model," Economics and Quantitative Methods qf0212, Department of Economics, University of Insubria.
- Lars Hougaard Hansen & Bent Nielsen & Jens Perch Nielsen, 2004.
"Two sided analysis of variance with a latent time series,"
2004-W25, Economics Group, Nuffield College, University of Oxford.
- Bent Nielsen & Lars Hougaard Hansen, 2004. "Two sided analysis of variance with a latent time series," Economics Series Working Papers 2004-W25, University of Oxford, Department of Economics.
- Kurita, Takamitsu, 2010. "Co-breaking, cointegration, and weak exogeneity: Modelling aggregate consumption in Japan," Economic Modelling, Elsevier, vol. 27(2), pages 574-584, March.
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