Structural change and Unit Root Tests: Simulations and Applications
碩士 === 中原大學 === 國際貿易研究所 === 94 === The traditional view holds that current shocks only have a temporary effect and that the long run movement in the series is unaltered by such shocks. Nelson and Plosser (1982) changed this view and argued, using the Dickey-Fuller unit root test, they found the most...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/38241199130890147596 |