结果:找到“unit root test break test”相关内容8个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
Unit root tests with a break in innovation variance
4 个回复 - 728 次查看 【作者(必填)】 Tae-HwanKim,Stephen Leybourne 【文题(必填)】 Unit root tests with a break in innovation variance 【年份(必填)】 2002 【全文链接或数据库名称(选填)】2015-12-18 10:04 - mico123 - 求助成功区
Rodrigues +Recursive adjustment, unit root tests and structural break
2 个回复 - 499 次查看 【作者(必填)】Rodrigues P M M 【文题(必填)】. Recursive adjustment, unit roottests and structural breaks 【年份(必填)】2013 【全文链接或数据库名称(选填)】2018-5-6 16:22 - harlon1976 - 求助成功区
Testing for unit roots in the presence of a possible break
1 个回复 - 466 次查看 【作者(必填)】Cavaliere,G.;Harvey,D.I.;Leybourne,S.J. and Taylor,A.M.R. 【文题(必填)】Testing for unit roots in the presence of a possible break in trend and non-stationary volatility 【年份(必填 ...2018-7-10 06:46 - hkswen - 求助成功区
An infimum coefficientt unit root test allowing for an unknown break in trend
1 个回复 - 744 次查看 【作者(必填)】David I. Harvey, , Stephen J. Leybourne 【文题(必填)】An infimum coefficientt unit root test allowing for an unknown break in trend 【全文链接或数据库名称(选填)】http://www.scien ...2015-5-27 08:45 - dandan0407 - 求助成功区
Testing for unit roots in the possible presence of multiple trend breaks using m
2 个回复 - 642 次查看 【作者(必填)】David I. Harveya, Stephen J. Leybournea,A.M. Robert Taylorb, 【文题(必填)】Testing for unit roots in the possible presenceof multiple trend breaks using minimum Dickey–Fuller statistic ...2015-5-26 21:44 - dandan0407 - 求助成功区
求助Unit root tests in the presence of an innovation variance break that has pow
2 个回复 - 571 次查看 【作者(必填)】Amit Sen 【文题(必填)】Unit root tests in the presence of an innovation variance break that has power against the mean break stationary alternative 【年份(必填)】2009 【全文链接 ...2015-3-23 14:10 - lohas0409 - 求助成功区
[分享]Unit root tests allowing for a break in the trend function at an unknown tim
1 个回复 - 2419 次查看 Journal of Econometrics\09\January2009-4-17 07:23 - sghccscwb - 计量经济学与统计软件