Convergence of productivity: a comment
指出Hobijn和Franses(2000)在进行多元平稳性检验时存在一个重要的编程错误,导致其实证结果有误,并提醒其他使用该编码算法的研究也可能存在同样问题。
Abstract We find that an important programming error was made by Hobijn and Franses ( 2000 ) in conducting multivariate stationarity tests. The empirical results in their paper are subject to errors. Other studies that have used the coded algorithm of Hobijn and Franses are likely to suffer the same problem. Copyright © 2006 John Wiley & Sons, Ltd.