BARTLETT CORRECTION IN THE STABLE AR(1) MODEL WITH INTERCEPT AND TREND
推导了稳定AR(1)模型及其含截距和趋势情形下检验自回归参数的Bartlett校正因子，发现其随ρ递增且在边界趋于无穷，模拟表明该校正能有效控制小样本下似然比统计量的检验水平。
Bartlett corrections are derived for testing hypotheses about the autoregressive parameter ρ 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 ρ . In the models with deterministic terms, the correction factor is asymmetric in ρ . Furthermore, the Bartlett correction is monotonically increasing in ρ and tends to infinity when ρ 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.