涉及中度偏离单位根过程的伪回归和协整的稳健推断

Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root

Journal of Econometrics · 2020
被引 18
人大 AABS 4
计量经济学时间序列分析单位根检验协整分析稳健推断