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題名:隨機趨勢抑或確定趨勢﹖再探臺灣國民所得數例
書刊名:經濟論文
作者:李政峰何祖平
作者(外文):Lee, Cheng-fengHo, Tzu-ping
出版日期:2001
卷期:29:3
頁次:頁341-364
主題關鍵詞:單根檢定實質GNP隨機性趨勢Unit root testReal GNP per capitaStochasitic trend
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(0) 博士論文(1) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:5
  • 點閱點閱:26
期刊論文
1.Leybourne, S. J.、McCabe, B. P. M.(1994)。A Consistent Test for a Unit Root。Journal of Business & Economic Statistics,12,157-166。  new window
2.Ng, Serena、Perron, Pierre(1995)。Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag。Journal of the American Statistical Association,90(429),268-281。  new window
3.許怡隆、汪義育(20000600)。模型設定、參數估計與單根檢定量的關係--模擬分析。經濟論文叢刊,28(2),203-239。new window  延伸查詢new window
4.欉清全、汪義育(20000900)。移動平均干擾項下的單根檢定量。經濟論文叢刊,28(3),377-400。new window  延伸查詢new window
5.Schwert, G. William(1989)。Tests for Unit Roots: A Monte Carlo Investigation。Journal of Business and Economic Statistics,7(2),147-159。  new window
6.Shiller, R. J.、Perron, Pierre(1985)。Testing the random walk hypothesis: power versus frequency of observation。Economics Letters,18(4),381-386。  new window
7.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
8.Phillips, P. C. B.(1987)。Time series regression with a unit root。Econometrica: Journal of the Econometric Society,55(2),277-301。  new window
9.Cochrane, John H.(1988)。How Big is the Random Walk in GNP?。Journal of Political Economy,96(5),893-920。  new window
10.汪義育(19890600)。臺灣景氣波動基本性質之分析。經濟論文叢刊,17(2),157-187。new window  延伸查詢new window
11.Elliott, Graham、Rothenberg, Thomas J.、Stock, James H.(1996)。Efficient tests for an autoregressive unit root。Econometrica,64(4),813-836。  new window
12.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
13.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
14.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
15.Phillips, Peter C. B.、Perron, Pierre(1988)。Testing for a unit root in time series regression。Biometrika,75(2),335-346。  new window
16.Engel, C.(2000)。Long-run PPP may not hold after all。Journal of International Economics,57,243-273。  new window
17.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
18.Diebold, F. X.、Senhadji, A. S.(1996)。The Uncertain Unit Root in Real GNP: Comment。The American Economic Review,86,1291-1298。  new window
19.Rudebusch, G. D.(1993)。The Uncertain Unit Root in Real GNP。The American Economic Review,83,264-272。  new window
20.Cheung, Y. W.、Chinn, M. D.(1997)。Further Investigation of the Uncertain Unit Root in GNP。Journal of Business & Economic Statistics,15,68-73。  new window
21.DeJong, D. N.、Nankervis, J. C.、Savin, N. E.、Whiteman, C. H.(1992)。Integration versus Trend Stationarity in Time Series。Econometrica,60(2),423-433。  new window
22.Kuo, B.-S.、Mikkola, A.(2001)。How Sure Are We about Purchasing Power Parity? Panel Evidence with the Null of Stationary Real Exchange Rates。Journal of Money, Credit and Banking,33(3),767-789。  new window
23.Kuo, B. S.、Mikkola, A.(1999)。Re-Examining Long-Run Purchasing Power Parity。Journal of International Money and Finance,18,251-266。  new window
24.Meese, R. A.、Singleton, K. J.(1982)。On Unit Roots and the Empirical Modeling of Exchange Rates。The Journal of Finance,37,1029-1035。  new window
25.Smith, J.、Otero, J.(2000)。Testing for Cointegration: Power versus Frequency of Observation - Further Monte Carlo Results。Economics Letters,67,5-7。  new window
 
 
 
 
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