INFERENCE IN LINEAR TIME-SERIES MODELS WITH SOME UNIT ROOTS

被引：1092

|

作者：

SIMS, CA ^{[1
]}

STOCK, JH ^{[1
]}

WATSON, MW ^{[1
]}

机构：

[1] HARVARD UNIV,JOHN F KENNEDY SCH GOVT,CAMBRIDGE,MA 02138

来源：

ECONOMETRICA | 1990年 / 58卷 / 01期

关键词：

D O I：

10.2307/2938337

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：113 / 144

页数：32

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