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结果：找到“root test”相关内容186个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”

eviews描述性检验讲义
0 个回复 - 1440 次查看一、序列窗口下的描述性统计量第一部分：提供序列数据的观测法：spreadsheet/graph 第二部分：描述性统计分析/描述性统计检验/分布图第三部分：相关图（correlogram）、单位根检验（Unit root test）第四部分 ...2018-6-4 16:09 - daka123 - 现金交易版

ADF单位根检验讲义
0 个回复 - 1597 次查看一、差分（Difference）　　时间序列按照统计特性分为平稳时间序列（Stationary Time Series ）与非平稳时间序列（Nonstationary Time Series ）两类。下面分别是两个平稳与非平稳时间序列的LINE图形。二、单整 ...2018-5-18 17:27 - daka123 - 现金交易版

ADF单位根检验的Eviews操作讲义
0 个回复 - 2213 次查看利用EViews进行单位根检验（ADF、DF检验的操作步骤基本相同）在主菜单选择Quick / Series Statistics / Unit Root Test 输入待检验的序列名/单击OK / 出现单位根检验对话框单位根检 ...2018-5-6 15:59 - daka123 - 现金交易版

Unit root tests with a break in innovation variance
4 个回复 - 731 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

The Fourier Quantile Unit Root Test
3 个回复 - 1304 次查看【作者(必填)】Mohsen Bahmani-Oskooee,Tsangyao Chang,Omid Ranjbar 【文题(必填)】The Fourier Quantile Unit Root Test with an Application to the PPP Hypothesis in the OECD 【年份(必填)】2017 【 ...2018-8-23 16:33 - hkswen - 求助成功区

Testing for unit roots based on sample autocovariances
1 个回复 - 562 次查看【作者(必填)】 23 【文题(必填)】 Testing for unit roots based on sample autocovariances 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/advance-article-abstract/d ...2022-3-16 23:09 - internet.hzx - 求助成功区

Testing for unit roots based on sample autocovariances
1 个回复 - 439 次查看【作者(必填)】 23 【文题(必填)】 Testing for unit roots based on sample autocovariances【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/advance-article-abstract/d ...2021-9-13 10:54 - internet.hzx - 求助成功区

Testing fractional unit roots with non-linear
1 个回复 - 597 次查看【作者(必填)】Gil-Alana, Luis A.; Yaya, OlaOluwa S. 【文题(必填)】Testing fractional unit roots with non-linear smooth break approximations using Fourier functions 【年份(必填)】2020 【全文链 ...2021-8-17 00:28 - hkswen - 求助成功区

Cavaliere+Time‐Transformed Unit Root Tests for Models
1 个回复 - 386 次查看【作者(必填)】Giuseppe Cavaliere[/backcolor] A. M. Robert Taylor[/backcolor] 【文题(必填)】Time‐Transformed Unit Root Tests for Models with Non‐Stationary Volatility 【年份(必填)】2007 【全 ...2021-4-16 20:09 - harlon1976 - 文献求助专区

Rodrigues +Recursive adjustment, unit root tests and structural break
2 个回复 - 501 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

Unit root tests
1 个回复 - 607 次查看【作者(必填)】 23 【文题(必填)】 Unit root tests【年份(必填)】 23 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/pdf/10.1002/wics.13962018-9-8 22:18 - internet.hzx - 求助成功区

Non-linear quantile unit root test and PPP
1 个回复 - 1099 次查看【作者(必填)】Mohsen Bahmani-Oskooee, Tsangyao Chang, Zahra (Mila) Elmi, Abera Gelan and Omid Ranjbar 【文题(必填)】Non-linear quantile unit root test and PPP: more evidence from Africa 【年份(必 ...2018-8-23 21:08 - hkswen - 求助成功区

Ling, S. and Li, W.K. +Estimating and testing for unit root processes wit
4 个回复 - 1033 次查看【作者(必填)】Ling, S. and Li, W.K. 【文题(必填)】 Estimating and testing for unit root processes withGARCH(1,1) errors. 【年份(必填)】1997（b）【全文链接或数据库名称(选填)】Technical report, ...2018-8-11 15:41 - harlon1976 - 文献求助专区

stata Fisher 单位根检验 performing unit-root test on first panel using the synta
5 个回复 - 3487 次查看用fisher做单位根检验，一直出现performing unit-root test on first panel using the syntax 是什么原因啊，大神帮帮忙！2020-2-12 20:46 - Gladwuu - 灌水吧

为什么安装了xtunitroot命令，但是IPS、LLC等检验都是“test IPS not allowed“”
7 个回复 - 9230 次查看如题，我已经设置成了面板数据，但是用xunitroot中的IPS、LLCr检验，都是”test IPS not allowed“ 或者”test LLC not allowed“2014-4-13 15:08 - zhsdu - Stata专版

Testing for unit roots based on sample autocovariances
2 个回复 - 168 次查看【作者(必填)】 23 【文题(必填)】 Testing for unit roots based on sample autocovariances 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/advance-article-abstract/ ...2022-3-16 23:19 - internet.hzx - 文献求助专区

Korkos I+ Bootstrap Unit Root Testing for Explosive
4 个回复 - 770 次查看【作者(必填)】Korkos I, Astill S, Kellard N, et al. 【文题(必填)】Bootstrap Unit Root Testing for Explosive Behaviour using Covariates[J]. 2019. 【年份(必填)】2019 【全文链接或数据库名称(选填 ...2020-7-16 17:51 - harlon1976 - 求助成功区

想在eviews中进行单位根检验，但变量窗口view中没有unit root test,这是怎么回事？
3 个回复 - 5520 次查看 view下拉项中只有spreadsheet one-way tabulation label 三个选项，点quick中的单位根检验弹出来一个窗口“uroot is not a valid view for cpi”这是怎么回事呢，我的EVIEWS是7.2版本的，本人新手一枚，请各位大侠帮 ...2012-12-27 16:27 - 冰蓝海心 - EViews专版

Giuseppe+Testing for unit roots in time series models with non-stationary volati
2 个回复 - 590 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

请问一下数据怎么看 Dickey-Fuller test for unit root
4 个回复 - 1546 次查看 2021-2-3 09:07 - 营运资金88626 - 计量经济学与统计软件

Chang+Bootstrapping Unit Root Tests with Covariates
0 个回复 - 364 次查看【作者(必填)】Yoosoon Chang, Robin C Sickles, Wonho Song 【文题(必填)】Bootstrapping Unit Root Tests with Covariates[/backcolor] 【年份(必填)】2017 【全文链接或数据库名称(选填)】2020-7-12 20:52 - harlon1976 - 求助成功区

pool unit root testing is not available in a workfile with a panel structure
4 个回复 - 2221 次查看在用Eviews做面板回归时进行单位根检验，提示pool unit root testing is not available in a workfile with a panel structure的原因是什么呢？该怎么解决？2018-5-7 20:06 - liguojuan - EViews专版

有大佬用RATS做过Lee-Strazicich Unit Root Test吗？为什么我的没有critical value？
0 个回复 - 632 次查看上面这张图（1）是我的，用的RATS8。下面那张图（2）是官网的，汇报了critical value。并且我很好奇，为什么这个临界值会变，t检验的临界值不是只跟置信度有关吗？图1：图2：2020-3-29 16:55 - 龙潭教主 - MATLAB等数学软件专版

S Leybourne+testing for unit roots using forward and reverse dick-fuller regresi
1 个回复 - 289 次查看【作者(必填)】S Leybourne 【文题(必填)】testing for unit roots using forward and reverse dick-fuller regresions 【年份(必填)】1995 【全文链接或数据库名称(选填)】2019-11-14 20:17 - harlon1976 - 求助成功区

Harsha+detecting speculative bubble:power comparison of unit root tests
1 个回复 - 362 次查看【作者(必填)】Harsha 【文题(必填)】detecting speculative bubble:power comparison of unit root tests 【年份(必填)】2017 【全文链接或数据库名称(选填)】2019-11-14 12:14 - harlon1976 - 求助成功区

UNIT ROOT TESTS
0 个回复 - 622 次查看 https://freakonometrics.hypotheses.org/127292019-10-12 22:10 - miragew - R语言论坛

pool unit root testing is not available in a workfile with a panel structure
5 个回复 - 2529 次查看在做单位根检验的时候显示 pool unit root testing is not available in a workfile with a panel structure 是什么原因？找了很久了都没找到可以解决的方法，求助大神！2017-10-28 00:39 - xyxyxy4626 - EViews专版

unit root test 结果疑问？
1 个回复 - 2509 次查看小弟最近看到文献中使用非eviws进行unit root test 其结果表示为 ADF （constant）(trend) 请问与eviws结果那个指标一一对应啊？小弟的结果如下： Null Hypothesis: CBE has a unit root Exogenous: Cons ...2018-11-12 17:50 - zhaoyangqing - EViews专版

Unit Root Test in a Threshold Autoregression
1 个回复 - 654 次查看【作者(必填)】Seo,M. 【文题(必填)】Unit Root Test in a Threshold Autoregression:Asymptotic Theory and Residual-Based Block Bootstrap 【年份(必填)】2008 【全文链接或数据库名称(选填)】https://d ...2018-8-2 09:51 - hkswen - 求助成功区

Osborn+Asymptotic distributions of seasonal unit root tests: A unifying approach
8 个回复 - 709 次查看【作者(必填)】Osborn 【文题(必填)】The asymptotic distributions of seasonal unit root tests: A unifying approach 【年份(必填)】1998 【全文链接或数据库名称(选填)】University of Manchester,Scho ...2018-7-30 21:59 - harlon1976 - 文献求助专区

On the Taylor+asymptotic properties of some seasonal unit root tests
3 个回复 - 563 次查看【作者(必填)】Taylor 【文题(必填)】On the asymptotic properties of some seasonal unit root tests 【年份(必填)】2003 【全文链接或数据库名称(选填)】2018-7-29 17:56 - harlon1976 - 求助成功区

Testing for a unit root in the presence of
1 个回复 - 620 次查看【作者(必填)】Harris,D.;Harvey,D.I.;Leybourne,S.J. and Taylor,A.M.R. 【文题(必填)】Testing for a unit root in the presence of a possible break in trend 【年份(必填)】2009 【全文链接或数据库名 ...2018-7-10 13:24 - hkswen - 求助成功区

Testing for unit roots in the presence of a possible break
1 个回复 - 471 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

Tests for unit-root versus threshold specification
2 个回复 - 520 次查看【作者(必填)】Bec,F.,Ben Salem,M.,Carrasco,M 【文题(必填)】Tests for unit-root versus threshold specification with an application to the purchasing power parity relationsship 【年份(必填)】2004 ...2018-6-16 17:19 - hkswen - 求助成功区

A simple unit root test against asymmetric STAR nonlinearity
1 个回复 - 548 次查看【作者(必填)】Sollis,R. 【文题(必填)】A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries 【年份(必填)】2009 【全文链接 ...2018-6-11 07:08 - hkswen - 求助成功区

On the Use of the Flexible Fourier Form in Unit Root Tests
6 个回复 - 774 次查看【作者(必填)】Jones,P.M.and Enders,W. 【文题(必填)】On the Use of the Flexible Fourier Form in Unit Root Tests, Endogenous Breaks, and Parameter Instability 【年份(必填)】2014 【全文链接或数据 ...2018-5-3 01:17 - hkswen - 求助成功区

Unit root tests for panel data
1 个回复 - 505 次查看【作者(必填)】 InChoi 【文题(必填)】 Unit root tests for panel data【年份(必填)】 2001 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=paperuri%3A%28fec14bebf462d4fd916a0a1439362a5c%29 ...2018-5-1 15:59 - 耕耘使者 - 求助成功区

Unit Root Tests in Panel Data: New Results
0 个回复 - 395 次查看【作者(必填)】 A Levin， CF Lin 【文题(必填)】 Unit Root Tests in Panel Data: New Results【年份(必填)】 1993 【全文链接或数据库名称(选填)】2018-5-1 16:02 - 耕耘使者 - 文献求助专区

请问：我用eviews做unit root test(ADF), 有intercept和trend 的结果与没有“none选项差别很大，我应该用哪个？？？
12 个回复 - 14082 次查看请高手指点，万分感谢！2006-3-21 11:46 - littlecraw - EViews专版

Unit-root tests based on forward
0 个回复 - 723 次查看【作者(必填)】 Jesús Otero,Christopher F. Baum 【文题(必填)】 Unit-root tests based on forward and reverse Dickey–Fuller regressions【年份(必填)】 2018 【全文链接或数据库名称(选填)】The Stata J ...2018-4-6 01:22 - shanxianmin2011 - 文献求助专区

The Clemente-Montanes-Reyes unit root test
0 个回复 - 871 次查看 The Clemente-Montanes-Reyes unit root test，请教一下它的原理2018-3-22 14:14 - yxw12 - Stata专版

[分享]DickeyFuller Unit Root Test for eviews
7 个回复 - 4023 次查看 2006-10-1 01:34 - xuelida - EViews专版

HARVEY+Recursive right-tailed unit root tests
2 个回复 - 684 次查看【作者(必填)】HARVEY, D.I, LEYBOURNE, S.J and SOLLIS, R.. 【文题(必填)】Recursive right-tailed unit root tests for an explosive asset price bubble 【年份(必填)】2015 【全文链接或数据库名称( ...2017-7-1 12:31 - harlon1976 - 求助成功区

面板数据的平稳性检验（unit root test）为什么只能输入一个变量
2 个回复 - 3051 次查看请问各路大神，我做面板数据的平稳性检验，的unit root test-fisher-ADF为什么只能一个变量，一个变量的输入？2017-7-4 23:59 - 646810239 - EViews专版

Unit Root Testing with Stationary Covariates
1 个回复 - 550 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

Rehim Kılı+Testing for a unit root in a stationary ESTAR process
7 个回复 - 1214 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

unit root test 如何判定数据是否平稳
4 个回复 - 16062 次查看求问大家，看此图是否能确定此序列是平稳的。此结果是在选择1st difference下得到的。还有个问题就是选择level，1st difference 和 2nd difference，个代表什么呢。没学过计量，硬着头皮上，还望大家能帮助2012-5-15 04:20 - zfan1988 - EViews专版

A Primer for Unit Root Testing 2010 new books
8 个回复 - 2582 次查看 A Primer for Unit Root Testing A Primer for Unit Root Testing (Palgrave Texts in Econometrics) By Kerry Patterson •Publisher: Palgrave Macmillan •Number Of Pages: 192 •P ...2010-1-29 22:02 - pengming - 计量经济学与统计软件

Unit Root Tests in Time Series Volume 1 Key Concepts and Problems
6 个回复 - 2354 次查看 Unit Root Tests in Time Series Volume 1 ...2011-5-8 11:47 - miragew - 计量经济学与统计软件

Book - Unit Root Tests in Time Series Volume 2, Patterson
4 个回复 - 2003 次查看 Title: Unit Root Tests in Time Series Volume 2: Extensions and Developments Publication Date: August 7, 2012 | ISBN-10: 0230250262 | ISBN-13: 978-0230250260 This volume expands and develops t ...2012-9-7 15:42 - xianshu - 计量经济学与统计软件

DR Osborn+The asymptotic distributon of seasonal unit root tests :A unifying app
6 个回复 - 708 次查看【作者(必填)】DR Osborn 【文题(必填)】The asymptotic distributon of seasonal unit root tests :A unifying approach 【年份(必填)】1999（请上传之前检查一下下载的论文中的公式是否乱码）【全文链接 ...2017-2-7 09:42 - harlon1976 - 求助成功区

Peter Burridge+Bootstrapping the HEGY seasonal unit root tests
1 个回复 - 872 次查看【作者(必填)】Peter Burridge 【文题(必填)】Bootstrapping the HEGY seasonal unit root tests 【年份(必填)】2004 【全文链接或数据库名称(选填)】2017-2-6 20:03 - harlon1976 - 求助成功区

Zacharias Psaradakis+Bootstrap tests for unit roots in seasonal autoregressive m
3 个回复 - 797 次查看【作者(必填)】Zacharias Psaradakis 【文题(必填)】Bootstrap tests for unit roots in seasonal autoregressive models 【年份(必填)】2000 【全文链接或数据库名称(选填)】2017-2-4 21:53 - harlon1976 - 求助成功区

D. A. Dickey; D. P. Hasza; W. A. Fuller+testing for unit roots in seasonal times
1 个回复 - 737 次查看【作者(必填)】D. A. Dickey; D. P. Hasza; W. A. Fuller; 【文题(必填)】testing for unit roots in seasonal times series 【年份(必填)】1988 【全文链接或数据库名称(选填)】2017-2-3 08:31 - harlon1976 - 求助成功区

on the choice of test for unit root when the errors are conditionally heterosked
17 个回复 - 1589 次查看【作者(必填)】Westerlund 【文题(必填)】on the choice of test for unit root when the errors are conditionally heteroskedastic 【年份(必填)】2014 【全文链接或数据库名称(选填)】【作者(必填)】Shele ...2015-5-20 21:21 - harlon1976 - 求助成功区

Galvao+Unit root quantile autoregression testing using covariates
1 个回复 - 737 次查看【作者(必填)】Galvao 【文题(必填)】Unit root quantile autoregression testing using covariates 【年份(必填)】2009 【全文链接或数据库名称(选填)】2016-12-28 09:54 - harlon1976 - 求助成功区

panel unit root test 和pool unit root test有啥不同
2 个回复 - 2725 次查看如题，求大神解答一下，我的理解是pool是不是适合时间较长的截面较短的，panel适合时间短截面较长的面板数据？2016-12-6 00:03 - Kopers - EViews专版

testing the null hypothesis stationarity against the alternative of a unit root
6 个回复 - 1002 次查看【作者(必填)】Kwiatkowski 【文题(必填)】testing the null hypothesis stationarity against the alternative of a unit root： how sure are we that economic time series have a unit root 【年份(必填) ...2016-11-30 19:46 - 姚艳茹 - 求助成功区

unit root test 里selected lag 有什么用吗？之后的regression 可以不用这个lag 吗？
0 个回复 - 932 次查看在做单方程回归之前，分别对dependent 和independent 变量做unit root tests. 比如dependent variable "RRG1200" 的 unit root test 得到这样的结果： Dickey-Fuller Unit Root Test, Series RRG1200[/backcolor] ...2016-11-26 01:58 - gnim - 计量经济学与统计软件

unit root bootstrap tests for ar(1) models
10 个回复 - 1173 次查看【作者(必填)】 Ferrretti,N. and Romo,J.(1996) 【文题(必填)】【年份(必填)】 1996 【全文链接或数据库名称(选填)】2016-11-20 17:32 - 姚艳茹 - 求助成功区

Asymptotic properties of the bootstrap unit root test statistic under possibly i
1 个回复 - 679 次查看【作者(必填)】Ke-Ang Fu, Jie Li, Xiao-Rong Yang 【文题(必填)】Asymptotic properties of the bootstrap unit root test statistic under possibly infinite variance 【年份(必填)】2016 【全文链接或 ...2016-11-16 10:53 - 飘雪那个冬 - 求助成功区

An IV Test for a Unit Root in Generally Trending and Correlated Panels
0 个回复 - 812 次查看此篇论文发表在2016年Oxford Bulletin of Economics and Statistics的一篇文章。作者提出一个基于辅助变量的单位根检验方法。 Abstract This paper proposes an IV-based panel unit root test that is genera ...2016-10-17 02:41 - DuShu16 - 经济统计专版

Y Shin, P Schmidt+The KPSS stationarity test as a unit root test
3 个回复 - 941 次查看【作者(必填)】Y Shin, P Schmidt 【文题(必填)】The KPSS stationarity test as a unit root test 【年份(必填)】1992 【全文链接或数据库名称(选填)】【作者(必填)】SJ Leybourne, BPM McCabe 【文题(必填 ...2013-11-23 10:38 - harlon1976 - 文献求助专区

Schmidt+Unit root tests with conditional heteroskedasticity
5 个回复 - 552 次查看【作者(必填)】K Kim，P Schmidt 【文题(必填)】Unit root tests with conditional heteroskedasticity 【年份(必填)】1993 【全文链接或数据库名称(选填)】2016-6-30 15:30 - harlon1976 - 求助成功区

Schmidt+Unit root tests with conditional heteroskedasticity
7 个回复 - 1094 次查看【作者(必填)】Kiwhan Kim;Peter Schmidt 【文题(必填)】Unit root tests with conditional heteroskedasticity[/backcolor] ;[/backcolor] 【年份(必填)】1993 【全文链接或数据库名称(选填)】【作者(必填 ...2013-12-7 07:15 - harlon1976 - 求助成功区

testing for a unit root in variables with a double change in the mean
2 个回复 - 651 次查看 testing for a unit root in variables with a double change in the mean 1998:175-182 jesus clemente....2016-3-29 19:17 - lucky187 - 文献求助专区

A bootstrap approximation to a unit root test statistic
1 个回复 - 631 次查看 Horváth, L., Kokoszka, P., 2003. A bootstrap approximation to a unit root test statistic for heavy-tailed observations. Statistics & Probability Letters 63,163–173.2016-3-9 16:23 - lucky187 - 求助成功区

Shin+Recursive Mean Adjustment for Panel Unit Root Tests
4 个回复 - 871 次查看【作者(必填)】Shin, Dong Wan; Kang, Seungho; Oh, Man-Suk 【文题(必填)】Recursive Mean Adjustment for Panel Unit Root Tests 【年份(必填)】2004 【全文链接或数据库名称(选填)】【作者(必填)】Jö ...2016-2-16 11:30 - harlon1976 - 求助成功区

Levin+Unit root tests in panel data: asymptotic and finite-sample properties
4 个回复 - 714 次查看【作者(必填)】Andrew Levin, Chien-Fu Lin, Chia-Shang James Chu 【文题(必填)】Unit root tests in panel data: asymptotic and finite-sample properties 【年份(必填)】2002 【全文链接或数据库名称(选填)】2016-1-3 09:50 - harlon1976 - 求助成功区

Nabeya+Asymptotic moments of some unit root test statistics in the null case
2 个回复 - 641 次查看【作者(必填)】Nabeya 【文题(必填)】Asymptotic moments of some unit root test statistics in the null case. 【年份(必填)】1999 【全文链接或数据库名称(选填)】2016-1-1 21:44 - harlon1976 - 求助成功区

文献求助+Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bub
2 个回复 - 681 次查看求助一篇英文文献，谢谢各位大牛。具体文献信息如下：【题名】： Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bubble 【作者】： David I. Harve ...2015-12-27 12:10 - 向修海 - 求助成功区

New tests for unit roots in autoregressive processes possibly infinite varia
3 个回复 - 817 次查看【作者(必填)】Dong Wan Shin, Beong Soo So 【文题(必填)】New tests for unit roots in autoregressive processes with possibly infinite variance errors 【年份(必填)】【全文链接或数据库名称(选填)】 ...2015-11-18 19:03 - dandan0407 - 求助成功区

Variance ratio tests for a unit root in the presence of a mean shift
3 个回复 - 567 次查看 Variance ratio tests for a unit root in the presence of a mean shift: small sample properties and an application to purchasing power parity2015-10-13 09:38 - lucky187 - 求助成功区

如何看UNIT ROOT TEST的结果
3 个回复 - 10804 次查看 用ADF除了看pvalue  那个test statistic 和后面的1%, 5%, 10% critical value 是要跟前面的 TEST STATITSTICS 对比马我想做个table给老师看都应该含有那些数据还有PP ...2008-9-4 05:18 - kengoaio - Stata专版

Unit root test and stationary test with Fourier functions
2 个回复 - 810 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

The power of unit root tests under local-to-finite variance errors
3 个回复 - 762 次查看 The power of unit root tests under local-to-finite variance errors2015-5-28 11:01 - lucky187 - 求助成功区

Asymptotic behaviour of tests for a unit root against an explosive alternative
2 个回复 - 723 次查看【作者(必填)】DavidI. Harvey, Stephen J. Leybourne 【文题(必填)】Asymptotic behaviour of tests for a unit rootagainst an explosive alternative 【全文链接或数据库名称(选填)】http://www.scienced ...2015-5-27 08:36 - dandan0407 - 求助成功区

An infimum coefficientt unit root test allowing for an unknown break in trend
1 个回复 - 750 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

Seasonal unit root tests with seasonal mean shifts
1 个回复 - 715 次查看【作者(必填)】David I Harveya, Stephen J Leybourneb, PaulNewboldb 【文题(必填)】 Seasonal unit root tests with seasonal meanshifts 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/scie ...2015-5-27 08:47 - dandan0407 - 求助成功区

Testing for unit roots in the possible presence of multiple trend breaks using m
2 个回复 - 644 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 - 581 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

求助Testing for a unit root in the presence of a variance shift
1 个回复 - 526 次查看【作者(必填)】Shigeyuki Hamori, Akira Tokihisa 【文题(必填)】Testing for a unit root in the presence of a variance shift 【年份(必填)】1997 【全文链接或数据库名称(选填)】2015-3-23 16:32 - lohas0409 - 求助成功区

求助Testing for unit roots in time series models with non-stationary volatility
4 个回复 - 623 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

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