在均值变化的时间序列中检验单位根:修正与扩展

Testing for a Unit Root in a Time Series with a Changing Mean: Corrections and Extensions

Journal of Business & Economic Statistics · 1992
被引 291
人大 AABS 4

Abstract

(1992). Testing for a Unit Root in a Time Series With a Changing Mean: Corrections and Extensions. Journal of Business & Economic Statistics: Vol. 10, No. 4, pp. 467-470.

单位根检验结构突变均值变化时间序列