A Study on Unit Root Tests of Linear and Nonlinear Time Serie Models
博士 === 國立政治大學 === 國際貿易學系 === 88 === The nonstationary in time series may influence the empirical results of economic hypothesis, and the construction of econometric empirical models. Since the traditional unit root tests are based on linear and symmetry model, So if the true...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/32788191460965781247 |