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Nonstationary expected returns: Implications for tests of market efficiency and
5 个回复 - 531 次查看你好，求助文献，找了很多地方都找不到文献名：Nonstationary expected returns[/backcolor]: Implications for tests of market efficiency and serial correlation in returns[/backcolor] 作者： [*]Ray Ball ...2018-9-15 17:41 - 异质同晶 - 求助成功区

test for tail index change in stationary time series with Pareto-type marginal d
1 个回复 - 478 次查看【作者(必填)】 Kim,M.&S. Lee 【文题(必填)】 test for tail index change in stationary time series with Pareto-type marginal distribution 【年份(必填)】 2009 【全文链接或数据库名称(选填)】2018-3-3 14:30 - 肖恩同学 - 求助成功区

Unit Root Testing with Stationary Covariates
1 个回复 - 549 次查看【作者(必填)】Ching-Chuan Tsong 【文题(必填)】Unit Root Testing with Stationary Covariates in the Framework of Asymmetric STAR Nonlinearity 【年份(必填)】2012 【全文链接或数据库名称(选填)】DO ...2017-7-10 05:43 - hkswen - 求助成功区

Test for tail index change in stationary time
1 个回复 - 620 次查看【作者(必填)】 Kim, M., Lee, S. (2009 【文题(必填)】 Test for tail index change in stationary time series with Pareto-type marginal distribution 【年份(必填)】 2009 【全文链接或数据库名称(选填) ...2017-5-6 10:36 - 姚艳茹 - 求助成功区

Rehim Kılı+Testing for a unit root in a stationary ESTAR process
7 个回复 - 1211 次查看【作者(必填)】Rehim Kılı 【文题(必填)】Testing for a unit root in a stationary ESTAR process 【年份(必填)】2011 【全文链接或数据库名称(选填)】【作者(必填)】Rehim Kılı 【文题 ...2014-11-21 21:25 - harlon1976 - 求助成功区

Tests for explosive financial bubbles in the presence of non-stationary volatili
6 个回复 - 1274 次查看【作者(必填)】 Harvey,D.I.,Leybourne,S.J.,Sollis,R.,and Taylor,A.M.R. 【文题(必填)】 Tests for explosive financial bubbles in the presence of non-stationary volatility数据附件【年份(必填)】 2016 ...2016-11-15 07:37 - hkswen - 求助成功区

on the CUSUM of squares tests for variance change in nonstationary
1 个回复 - 600 次查看【作者(必填)】 Lee,S.,Na,O. 【文题(必填)】 on the CUSUM of squares tests for variance change in nonstationary and nonparametric regression time series models 【年份(必填)】 2003 【全文链接或数据 ...2016-4-6 14:59 - mico123 - 求助成功区

A residual-based ADF test for stationary cointegration in settings
1 个回复 - 674 次查看 A residual-based ADF test for stationary cointegration in settings2015-9-26 11:27 - lucky187 - 求助成功区

Unit root test and stationary test with Fourier functions
2 个回复 - 807 次查看 Mean reversion in stock prices of seven Asian stock markets: Unit root test and stationary test with Fourier functions2015-5-28 11:06 - lucky187 - 求助成功区

求助Testing for unit roots in time series models with non-stationary volatility
4 个回复 - 616 次查看【作者(必填)】Giuseppe Cavalierea, , A.M. Robert Taylorb 【文题(必填)】Testing for unit roots in time series models with non-stationary volatility 【年份(必填)】2007 【全文链接或数据库名称(选 ...2015-3-23 14:06 - lohas0409 - 求助成功区

Giuseppe+Testing for unit roots in time series models with non-stationary volati
2 个回复 - 586 次查看【作者(必填)】GiuseppeCavaliere[/backcolor],A[/backcolor].M. RobertTaylo[/backcolor]r[/backcolor] 【文题(必填)】Testing for unit roots in time series models with non-stationary volatility 【年份(必 ...2021-4-17 23:35 - harlon1976 - 求助成功区

求大神！！！！如何用sas对时间序列数据进行stationary test?
4 个回复 - 2923 次查看求解释，求范例！！伸手党感激不尽！！！2012-3-20 07:28 - welklin - SAS专版

求论文：Unit root testing via the stationary
2 个回复 - 776 次查看求论文：Parker, C., E. Paparoditis, and D. N. Politis (2006). Unit root testing via the stationary bootstrap. Journal of Econometrics 133, 601–638.2011-9-19 14:47 - harlon1976 - 求助成功区

Testing the Granger noncausality hypothesis in stationary nonlinear models ...
0 个回复 - 336 次查看 2004-9-13 13:43 - 支出乘数926 - Forum

Testing for Unit Roots with Stationary Covariates-检验单位根与平稳协变量
0 个回复 - 731 次查看 2004-5-26 20:06 - wenO6ZTcp8ct6 - Forum

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