Bent Nielsen
  (1997)
  'Bartlett correction of the unit root test in autoregressive models'
  Biometrika 84, p 500-504

  ABSTRACT:

  The usual conditions for a Bartlett correction are not fulfilled when
  testing for a unit root in a Gaussian autoregressive model.  However,
  by expanding the moments of the Likelihood ratio it can be shown that
  the Bartlett correction does improve the asymptotic distribution
  approximation.