{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,12,12]],"date-time":"2025-12-12T13:12:06Z","timestamp":1765545126792},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"2","license":[{"start":{"date-parts":[[1999,4,1]],"date-time":"1999-04-01T00:00:00Z","timestamp":922924800000},"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":[[1999,4]]},"abstract":"<jats:p>Despite the fact that it is not correct to speak \nof Bartlett corrections in the case of nonstationary time \nseries, this paper shows that a Bartlett-type correction \nto the likelihood ratio test for a unit root can be an \neffective tool to control size distortions. Using well-known \nformulae, we obtain second-order (numerical) approximations \nto the moments and cumulants of the likelihood ratio, which \nmakes it possible to calculate a Bartlett-type factor. \nIt turns out that the cumulants of the corrected statistic \nare closer to their asymptotic value than the original \none. A simulation study is then carried out to assess the \nquality of these approximations for the first four moments; \nthe size and the power of the original and the corrected \nstatistic are also simulated. Our results suggest that \nthe proposed correction reduces the size distortion without \naffecting the power too much.<\/jats:p>","DOI":"10.1017\/s0266466699152046","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T09:45:46Z","timestamp":1027763146000},"page":"218-227","source":"Crossref","is-referenced-by-count":6,"title":["A CORRECTION FACTOR FOR UNIT ROOT TEST STATISTICS"],"prefix":"10.1017","volume":"15","author":[{"given":"Francesco","family":"Bravo","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[1999,4,1]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466699152046","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,3,29]],"date-time":"2019-03-29T15:36:42Z","timestamp":1553873802000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466699152046\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1999,4]]},"references-count":0,"journal-issue":{"issue":"2","published-print":{"date-parts":[[1999,4]]}},"alternative-id":["S0266466699152046"],"URL":"https:\/\/doi.org\/10.1017\/s0266466699152046","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1999,4]]}}}