实践者角:阈值过程下单位根检验的经验功效注记

PRACTITIONERS CORNER: A Note on the Empirical Power of Unit Root Tests under Threshold Processes

Oxford Bulletin of Economics and Statistics · 1993
被引 206 · 同刊同年前 7%
人大 AABS 3
计量经济学时间序列分析单位根检验