Tests For Unit Roots: A Monte Carlo Investigation
收藏NBER1988-12-01 更新2025-01-04 收录
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https://www.nber.org/papers/t0073
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资源简介：
Recent work by Said and Dickey (1984,1985), Phillips (1987), and Phillips and Perron(1988) examines tests for unit roots in the autoregressive part of mixed autoregressive-integrated-moving average (ARIHA) models (tests for stationarity). Monte Carlo experiments show that these unit root tests have
提供机构：
美国国家经济研究局
创建时间：
1988-12-01
