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題名:移動平均干擾項下的單根檢定量
書刊名:經濟論文叢刊
作者:欉清全 引用關係汪義育
作者(外文):Tsong, Ching-chuanWaung, Yie-yuh
出版日期:2000
卷期:28:3
頁次:頁377-400
主題關鍵詞:單根檢定量型一誤差扭曲靴帶反覆抽樣法Unit root testSize distortionBootstrap
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(1) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:0
  • 點閱點閱:20
期刊論文
1.Campbell, John Y.、Mankiw, N. G.(1990)。Permanent income, current income, and consumption。Journal of Business and Economics Statistics,8(3),265-279。  new window
2.Ng, Serena、Perron, Pierre(2001)。Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power。Econometrica,69(6),1519-1554。  new window
3.Schwert, G. William(1989)。Tests for Unit Roots: A Monte Carlo Investigation。Journal of Business and Economic Statistics,7(2),147-159。  new window
4.Schwert, G. W.(1987)。Effects of Model Specification on Tests for Unit Roots in Macroeconomic Data。Journal of Monetary Economics,20(1),73-103。  new window
5.Phillips, Peter C. B.、Perron, Pierre(1988)。Testing for a unit root in time series regression。Biometrika,75(2),335-346。  new window
6.Chan, N. H.、Wei, C.(1988)。Limiting distributions of least squares estimates of unstable autoregressive processes。The Annals of Statistics,16,367-401。  new window
7.Engel, C.(2000)。Long-run PPP may not hold after all。Journal of International Economics,57,243-273。  new window
8.Franses, P. H.、Haldrup, N.(1994)。The effects of additive outliers on tests of unit roots and cointegration。Journal of Business & Economic Statistics,12,471-478。  new window
9.Hall, A.(1989)。Testing for a unit root in the presence of moving average errors。Biometrika,76,49-56。  new window
10.Nabeya, S.、Perron, P.(1994)。Local asymptotic distributions related to the AR(1) model with dependent errors。Journal of Econometrics,62,229-264。  new window
11.Savin, N. E.、Nankervis, J. C.(1996)。The Level and Power of the Bootstrap T Test in the AR(1) Model with Trend。Journal of Business & Economic Statistics,14,161-168。  new window
12.Perron, P.、Ng, S.(1998)。An autoregressive spectral density estimator at frequency zero for nonstationarity tests。Econometric Theory,14(5),560-603。  new window
13.Perron, P.、Ng, S.(1996)。Useful modifications to some unit root tests with dependent errors and their local asymptotic properties。The Review of Economic Studies,63,435-465。  new window
14.Phillips, P. C. B.(1987)。Towards a unified asymptotic theory for autoregression。Biometrika,74(3),535-547。  new window
研究報告
1.Den Haan, W. J.、Levin, A. T.(1996)。A practitioner's guide to robust covariance matrix estimation。0。  new window
 
 
 
 
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