Testing For Common Roots
提出一种检验滞后算子多项式共同根假设的方法，利用广义Bezout性质将假设转化为参数方程，并通过OLS和GLS技术实现广义Wald检验。
In this paper we propose a procedure for testing common roots hypotheses for polynomials in lag operator. Using a generalized Bezout property, we first show that this hypothesis can be written in a form, i.e. as a set of equations linking the parameters of interest (the coefficients of the polynomials) and a set of auxiliary parameters. This mixed form is particularly convenient since it is bilinear with respect to these two sets of parameters. This implies, in particular, that for a given null hypothesis a generalized Wald test can be implemented by using only O.L.S. and G.L.S. techniques. A sequence of such tests is then proposed and studied.