Testing forunitroots 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 forunitroots 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
On the theory of testingforunitroots in observed time series 5 个回复 - 842 次查看
1.On the theory of testingforunitroots in observed time series,Review of Economic Studies,Volume 53, Issue 3,Pp. 369-384
2.Testing for a unit root in the presence of moving average errors,Biometri ...2012-8-11 14:43 - harlon1976 - 求助成功区
[下载]Testing for Unit Roots in Panels的12篇经典文献 4 个回复 - 2357 次查看
1.Levin, A. and C.F. Lin, C.-S. J. Chu. 2002. Unit Root Tests in Panel Data: Asymptotic and Finite Sample Properties. Journal of Econometrics, 108, pp. 1-24.(LLC)2.Im, K.S., M.H. Pesaran, and Y. Shi ...2009-4-16 16:47 - likekent - 计量经济学与统计软件