<p>1、Variance ratio tests for a unit root in the presence of a mean shift: small sample properties and an application to purchasing power parity </p><div id="info"><p><strong>Author: </strong>Maki, Daiki<a href="http://chinesesites.library.ingentaconnect.com/content/routledg/rafe/2006/00000016/00000008/art00003#aff_1">¹</a></p><p><strong>Source:</strong><br/>&nbsp;&nbsp;&nbsp;<a title="Applied Financial Economics" href="http://chinesesites.library.ingentaconnect.com/content/routledg/rafe;jsessionid=2bit5hanmtvf8.alexandra">Applied Financial Economics</a>, Volume 16,&nbsp;Number 8, 1 May 2006 , pp. 607-615(9)</p><p><a href="http://chinesesites.library.ingentaconnect.com/content/routledg/rafe/2006/00000016/00000008/art00003">http://chinesesites.library.ingentaconnect.com/content/routledg/rafe/2006/00000016/00000008/art00003</a></p><p>2、<strong><font size="4">Nonparametric monitoring of time series to detect stationarity and unit roots</font></strong><br/><strong><font size="4">Ansgar Steland</font></strong><br/>Institute of Statistics, RWTH Aachen University </p><p><a href="http://atlas-conferences.com/cgi-bin/abstract/cauc-83">http://atlas-conferences.com/cgi-bin/abstract/cauc-83</a></p></div>

[此贴子已经被作者于2008-10-31 16:03:56编辑过]