A stochastic unit root test under the existence of correlation between disturbing term and errors
碩士 === 國立中山大學 === 經濟學研究所 === 107 === In this paper, we attempted to find out a new stochastic unit root test under the existence of correlation between disturbing term and errors in the model. From the past literatures, we observe that these test statistics of STUR lack to consider the correlation b...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/62bq4s |