{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,10]],"date-time":"2026-10-10T07:35:41Z","timestamp":1791617741614,"version":"4.3.4"},"reference-count":22,"publisher":"Cambridge University Press (CUP)","issue":"3","license":[{"start":{"date-parts":[[2009,6,1]],"date-time":"2009-06-01T00:00:00Z","timestamp":1243814400000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2009,6]]},"abstract":"<jats:p>Bartlett corrections are derived for testing hypotheses about the autoregressive parameter <jats:italic>\u03c1<\/jats:italic> in the stable (a) AR(1) model, (b) AR(1) model with intercept, (c) AR(1) model with intercept and linear trend. The correction is found explicitly as a function of <jats:italic>\u03c1<\/jats:italic>. In the models with deterministic terms, the correction factor is asymmetric in <jats:italic>\u03c1<\/jats:italic>. Furthermore, the Bartlett correction is monotonically increasing in <jats:italic>\u03c1<\/jats:italic> and tends to infinity when <jats:italic>\u03c1<\/jats:italic> approaches the stability boundary of + 1. Simulation results indicate that the Bartlett corrections are useful in controlling the size of the likelihood ratio statistic in small samples, although these corrections are not the ultimate panacea.<\/jats:p>","DOI":"10.1017\/s0266466609090690","type":"journal-article","created":{"date-parts":[[2009,5,26]],"date-time":"2009-05-26T13:32:22Z","timestamp":1243344742000},"page":"857-872","source":"Crossref","is-referenced-by-count":11,"title":["BARTLETT CORRECTION IN THE STABLE AR(1) MODEL WITH INTERCEPT AND TREND"],"prefix":"10.1017","volume":"25","author":[{"given":"Noud P.A.","family":"van Giersbergen","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2009,6,1]]},"reference":[{"key":"S0266466609090690_ref22","volume-title":"Mathematica: A System for Doing Mathematics by Computer","author":"Wolfram","year":"1991"},{"key":"S0266466609090690_ref20","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4612-3154-7"},{"key":"S0266466609090690_ref19","doi-asserted-by":"publisher","DOI":"10.1016\/0047-259X(88)90144-3"},{"key":"S0266466609090690_ref18","doi-asserted-by":"publisher","DOI":"10.1111\/j.1468-0084.2005.00130.x"},{"key":"S0266466609090690_ref17","doi-asserted-by":"publisher","DOI":"10.2307\/1911222"},{"key":"S0266466609090690_ref15","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/86.2.279"},{"key":"S0266466609090690_ref13","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/43.3-4.295"},{"key":"S0266466609090690_ref12","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9892.00101"},{"key":"S0266466609090690_ref11","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9892.2004.00338.x"},{"key":"S0266466609090690_ref10","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4076(97)00048-1"},{"key":"S0266466609090690_ref8","doi-asserted-by":"publisher","DOI":"10.1016\/S0167-7152(97)00012-6"},{"key":"S0266466609090690_ref7","doi-asserted-by":"publisher","DOI":"10.1007\/BF02532797"},{"key":"S0266466609090690_ref6","doi-asserted-by":"publisher","DOI":"10.2307\/1911521"},{"key":"S0266466609090690_ref4","unstructured":"Chen W.W. & Deo R.S. 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