مرکز منطقه ای اطلاع رساني علوم و فناوري - On the non-existence of a Bartlett correction for unit root tests

Title of article :

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

Author/Authors :

J. L. Jensen، نويسنده , , Andrew T. A. Wood، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 1997

Pages :

From page :

181

To page :

187

Keywords :

Non-stationary , Autoregressive process , cointegration

Journal title :

Statistics and Probability Letters

Serial Year :

1997

Journal title :

Statistics and Probability Letters

Record number :

138739

Link To Document :