LM TESTS FOR A UNIT-ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS

被引：469

作者：

SCHMIDT, P ^{[1
]}

PHILLIPS, PCB ^{[1
]}

机构：

[1] YALE UNIV,NEW HAVEN,CT 06520

来源：

关键词：

D O I：

10.1111/j.1468-0084.1992.tb00002.x

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

[No abstract available]

引用

页码：257 / 287

页数：31

共 32 条

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[4]

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Dickey D. A, 1976, THESIS IOWA STATE U

DICKEY, DA ;

FULLER, WA .

[8]

DUFOUR JM, 1989, J ECONOMETRICS, V47, P115

[9] TESTING FOR UNIT ROOTS .2. [J].

EVANS, GBA ;

SAVIN, NE .

[10]

FULLER WA, 1976, INTRO STATISTICAL TI