Bartlett Correction of the Unit Root test in Autoregressive Models.
Year of publication: |
1995
|
---|---|
Authors: | Nielsen, B. |
Institutions: | Economics Group, Nuffield College, University of Oxford |
Subject: | UNIT ROOTS | TESTS | ECONOMIC MODELS |
-
Long-Run PPP May Not Hold After All.
Engel, C., (1996)
-
Testing for Unit Roots and Non-Linear Transformations.
Franses, P.H., (1995)
-
Long-Run PPP May Not Hold After All.
Engel, C., (1996)
- More ...
-
Chain-Ladder as Maximum Likelihood Revisited
Kuang, D., (2009)
-
Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends
Sohkanen, Jouni, (2009)
-
Test for cointegration rank in general vector autoregressions
Nielsen, B., (2009)
- More ...