A note on Bartlett correction factor for tests on cointegrating relations

Author:

Canepa AlessandraORCID

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference14 articles.

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2. Alternative methods of estimating long-run responses with application to Australian import demand;Bewley;Econometric Rev.,1994

3. Canepa, A., 2012. Robust Bartlett Adjustment for Hypotheses Testing on Cointegrating Vectors. Economics and Finance Working Paper Series, Working Paper No. 12-10.

4. Improvement of the quasi-likelihood ratio test in ARMA models: Some results for bootstrap methods;Canepa;J. Time Ser. Anal.,2007

5. The power of bootstrap tests and asymptotic test;Davidson;J. Econometrics,2006

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1. Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors;Journal of Time Series Econometrics;2021-04-28

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