KPSS tests on nonlinear transformations of fractional integration time series: A Monte Carlo studytime series: A Monte Carlo study
碩士 === 國立臺北大學 === 經濟學系 === 95 === When economists use Dickey-Fuller type unit root tests to detect nonlinear transformations of I(d) series, the test powers of Dickey-Fuller type unit root test are low in general. The main reason to generate low power problem is the characteristic of I(d) series cha...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/55953021602805746624 |