A differencing test
提出一种检验动态回归模型（含移动平均误差）设定错误的方法，通过检测过度差分时移动平均过程中的单位根来判断模型是否误设。
This paper proposes and applies a test procedure for misspecification in a dynamic regression model with moving average errors. The test statistics are based on testing for unit roots in the moving average process when the model is deliberately overdifferenced.