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Bartlett correction of the unit root test in autoregressive models |
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| Authors: | NIELSEN B |
| Institution: | Nuffield College Oxford OX1 1NF, U.K. e-mail: bent.nielsent{at}nuf.ox.ac.uk |
| Abstract: | |
| Keywords: | Barlett correction Gaussian autoregrassive model Moment expansion Unit root |
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