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題名:多次結構變動下趨勢穩定與差分穩定之認定--臺灣總體資料實證研究
書刊名:經濟論文
作者:徐之強 引用關係
作者(外文):Hsu, Chih-chiang
出版日期:2001
卷期:29:3
頁次:頁321-339
主題關鍵詞:單根檢定結構改變差分穩定趨勢穩定Unit-root testStructural changeDifference stationaryTrend stationary
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(9) 博士論文(2) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:9
  • 共同引用共同引用:12
  • 點閱點閱:50
期刊論文
1.Bai, J.(1999)。Likelihood Ratio Tests for Multiple Structural Changes。Journal of Econometrics,91,299-323。  new window
2.Lau, S. H. P.(1997)。Using stochastic growth models to understand unit roots and breaking trends。Journal of Economic Dynamics and Control,21,1645-1667。  new window
3.Nunes, L. C.、Newbold, P.、Kuan, C. M.(1997)。Testing for unit roots with breaks--Evidence on the great crash and the unit-root hypotheses reconsidered。Oxford Bulletin of Economics and Statistics,59,435-448。  new window
4.Nelson, C. R.、Plosser, C. I.(1982)。Trends and Random Walks in Macroeconomic Time Series: Some Evidence and Implications。Journal of Monetary Economics,10(2),139-162。  new window
5.Bai, Jushan、Perron, Pierre(1998)。Estimating and Testing Linear Models with Multiple Structural Changes。Econometrica,66(1),47-78。  new window
6.Kwiatkowski, Denis、Phillips, Peter C. B.、Schmidt, Peter、Shin, Yongcheol(1992)。Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?。Journal of Econometrics,54(1-3),159-178。  new window
7.Lumsdaine, Robin L.、Papell, David H.(1997)。Multiple Trend Breaks and the Unit-root Hypothesis。The Review of Economics and Statistics,79(2),212-218。  new window
8.Perron, Pierre(1989)。The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis。Econometrica: Journal of the Econometric Society,57(6),1361-1401。  new window
9.Zivot, Eric、Andrews, Donald W. K.(1992)。Further Evidence on the Great Crash, the Oil-price Shock, and the Unit-root Hypothesis。Journal of Business and Economic Statistics,10(3),251-270。  new window
10.林向愷、黃朝熙(19930600)。臺灣同時與領先經濟指標的估計與認定:1968-1991。經濟論文叢刊,21(2),123-160。new window  延伸查詢new window
11.Phillips, Peter C. B.、Perron, Pierre(1988)。Testing for a unit root in time series regression。Biometrika,75(2),335-346。  new window
12.Newey, Whitney K.、West, Kenneth D.(1987)。A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix。Econometrica,55(3),703-708。  new window
13.陳秀淋、吳致寧(1995)。確定性或隨機性趨勢-臺灣的實證研究。經濟論文叢刊,23(2),223-237。new window  延伸查詢new window
14.Diebold, F. X.、Senhadji, A. S.(1996)。The Uncertain Unit Root in Real GNP: Comment。The American Economic Review,86,1291-1298。  new window
15.Evans, G.、Savin, N. E.(1984)。Testing for Unit Roots: 2。Econometrica,52,1241-1269。  new window
16.徐之強、管中閔(2001)。Distinguishing between Trend Break Models: Method and Empirical Evidence。The Econometrics Journal,4(2),171-190。  new window
17.Leybourne, S. J.、Newbold, P.(2000)。Behavior of the Standard and Symmetric Dickey-Fuller-Type Tests When There Is a Break under the Null Hypothesis。The Econometrics Journal,3,1-15。  new window
18.Murray, C. J.、Nelson, C. R.(2000)。The Uncertain Trend in U. S. GDP。Journal of Monetary Economics,46,79-95。  new window
19.Rudebusch, G. D.(1993)。The Uncertain Unit Root in Real GNP。The American Economic Review,83,264-272。  new window
 
 
 
 
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