Symmetric Test for Second Differencing in Univariate Time Series
提出一种检验时间序列是否具有两个单位根的零假设的方法，基于标准回归计算，相比现有检验具有更好的检验功效。
Abstract A test for the null hypothesis that a time series has characteristic equations with two unit roots is presented. The test, based on a standard regression computation, is shown to have good power properties when compared to previously existing tests. KEY WORDS: NonstationaryUnit roots