搜索结果: 1-2 共查到“unit root test.”相关记录2条 . 查询时间(0.062 秒)
The Discontinuous Trend Unit Root Test with a Break Interval
unit-root test discontinuous-trend break-interval
2009/5/7
Dickey and Fuller proposed tests for the unit root hypotheses in a uni-variate time series. Perron (1989) extended the t-ratio type unit-root tests so that they allow for a break in the deterministic...
The Discontinuous Trend Unit Root Test with a Break Interval
unit-root test discontinuous-trend break-interval
2010/12/7
Dickey and Fuller proposed tests for the unit root hypotheses in a uni-variate time series. Perron (1989) extended the t-ratio type unit-root tests so that they allow for a break in the deterministic ...