首页
学术期刊
论文检测
AIGC检测
热点
更多
数据
TIME-SERIES REGRESSION WITH A UNIT-ROOT
被引:1396
|
作者
:
PHILLIPS, PCB
论文数:
0
引用数:
0
h-index:
0
PHILLIPS, PCB
机构
:
来源
:
ECONOMETRICA
|
1987年
/ 55卷
/ 02期
关键词
:
D O I
:
10.2307/1913237
中图分类号
:
F [经济];
学科分类号
:
02 ;
摘要
:
引用
收藏
页码:277 / 301
页数:25
相关论文
共 50 条
[1]
TESTING FOR A UNIT-ROOT IN TIME-SERIES REGRESSION
PHILLIPS, PCB
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MONTREAL,DEPT SCI ECON,MONTREAL H3C 3J7,QUEBEC,CANADA
UNIV MONTREAL,DEPT SCI ECON,MONTREAL H3C 3J7,QUEBEC,CANADA
PHILLIPS, PCB
PERRON, P
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MONTREAL,DEPT SCI ECON,MONTREAL H3C 3J7,QUEBEC,CANADA
UNIV MONTREAL,DEPT SCI ECON,MONTREAL H3C 3J7,QUEBEC,CANADA
PERRON, P
[J].
BIOMETRIKA,
1988,
75
(02)
: 335
-
346
[2]
LIMITING POWER OF UNIT-ROOT TESTS IN TIME-SERIES REGRESSION
NABEYA, S
论文数:
0
引用数:
0
h-index:
0
机构:
HITOTSUBASHI UNIV,KUNITACHI,TOKYO 186,JAPAN
HITOTSUBASHI UNIV,KUNITACHI,TOKYO 186,JAPAN
NABEYA, S
TANAKA, K
论文数:
0
引用数:
0
h-index:
0
机构:
HITOTSUBASHI UNIV,KUNITACHI,TOKYO 186,JAPAN
HITOTSUBASHI UNIV,KUNITACHI,TOKYO 186,JAPAN
TANAKA, K
[J].
JOURNAL OF ECONOMETRICS,
1990,
46
(03)
: 247
-
271
[3]
TIME-SERIES REGRESSION WITH A UNIT-ROOT AND INFINITE-VARIANCE ERRORS
PHILLIPS, PCB
论文数:
0
引用数:
0
h-index:
0
机构:
Cowles Foundation for Research in Economics, Yale University
PHILLIPS, PCB
[J].
ECONOMETRIC THEORY,
1990,
6
(01)
: 44
-
62
[4]
TESTING FOR A UNIT-ROOT IN A TIME-SERIES WITH A CHANGING MEAN
PERRON, P
论文数:
0
引用数:
0
h-index:
0
机构:
CTR RECH & DEV ECON, MONTREAL H3C 3J7, QUEBEC, CANADA
CTR RECH & DEV ECON, MONTREAL H3C 3J7, QUEBEC, CANADA
PERRON, P
[J].
JOURNAL OF BUSINESS & ECONOMIC STATISTICS,
1990,
8
(02)
: 153
-
162
[5]
SEASONAL UNIT-ROOT TESTS ON CANADIAN MACROECONOMIC TIME-SERIES
OTTO, G
论文数:
0
引用数:
0
h-index:
0
机构:
Queen's University, Kingston
OTTO, G
WIRJANTO, T
论文数:
0
引用数:
0
h-index:
0
机构:
Queen's University, Kingston
WIRJANTO, T
[J].
ECONOMICS LETTERS,
1990,
34
(02)
: 117
-
120
[6]
LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT-ROOT
DICKEY, DA
论文数:
0
引用数:
0
h-index:
0
机构:
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
DICKEY, DA
FULLER, WA
论文数:
0
引用数:
0
h-index:
0
机构:
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
FULLER, WA
[J].
ECONOMETRICA,
1981,
49
(04)
: 1057
-
1072
[7]
TESTING FOR A UNIT-ROOT NONSTATIONARITY IN MULTIVARIATE AUTOREGRESSIVE TIME-SERIES
FOUNTIS, NG
论文数:
0
引用数:
0
h-index:
0
FOUNTIS, NG
DICKEY, DA
论文数:
0
引用数:
0
h-index:
0
DICKEY, DA
[J].
ANNALS OF STATISTICS,
1989,
17
(01):
: 419
-
428
[8]
NORMAL TESTS FOR A UNIT-ROOT IN THE AUTOREGRESSIVE TIME-SERIES MODEL
YAMAMOTO, T
论文数:
0
引用数:
0
h-index:
0
YAMAMOTO, T
[J].
HITOTSUBASHI JOURNAL OF ECONOMICS,
1993,
34
(02)
: 147
-
164
[9]
THE POWER PROBLEMS OF UNIT-ROOT TESTS IN TIME-SERIES WITH AUTOREGRESSIVE ERRORS
DEJONG, DN
论文数:
0
引用数:
0
h-index:
0
机构:
CITY LONDON POLYTECH,LONDON EC2M 6SQ,ENGLAND
DEJONG, DN
NANKERVIS, JC
论文数:
0
引用数:
0
h-index:
0
机构:
CITY LONDON POLYTECH,LONDON EC2M 6SQ,ENGLAND
NANKERVIS, JC
SAVIN, NE
论文数:
0
引用数:
0
h-index:
0
机构:
CITY LONDON POLYTECH,LONDON EC2M 6SQ,ENGLAND
SAVIN, NE
WHITEMAN, CH
论文数:
0
引用数:
0
h-index:
0
机构:
CITY LONDON POLYTECH,LONDON EC2M 6SQ,ENGLAND
WHITEMAN, CH
[J].
JOURNAL OF ECONOMETRICS,
1992,
53
(1-3)
: 323
-
343
[10]
TESTING FOR A UNIT-ROOT IN A TIME-SERIES WITH A CHANGING MEAN - CORRECTIONS AND EXTENSIONS
PERRON, P
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MONTREAL,CTR RECH & DEV ECON,MONTREAL H3C 3J7,QUEBEC,CANADA
PERRON, P
VOGELSANG, TJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MONTREAL,CTR RECH & DEV ECON,MONTREAL H3C 3J7,QUEBEC,CANADA
VOGELSANG, TJ
[J].
JOURNAL OF BUSINESS & ECONOMIC STATISTICS,
1992,
10
(04)
: 467
-
470
←
1
2
3
4
5
→