The Great Depression and Output Persistence: A Reply to Papell and Prodan
回复Papell和Prodan关于美国实际GDP单位根检验的论文,指出异方差性(大萧条和二战期间的波动)会影响检验结果,并认为战后数据不支持趋势平稳假设。
The Great Depression and Output Persistence:A Reply to Papell and Prodan Christian J. Murray (bio) and Charles R. Nelson (bio)