Behavior of Dickey-Fuller tests in the presence of multiple structural breaks under the unit root null hypothesis
Behavior of Dickey-Fuller tests in the presence of multiple structural breaks under the unit root null hypothesis
复制标题
单位根零假设下存在多个结构断裂时迪基-富勒检验的行为
DOI:
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发表时间:
2004
期刊:
影响因子:
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通讯作者:
Takashi Matsuki
中科院分区:
文献类型:
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作者:
Takashi Matsuki