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楼主
czshhh 发表于 2012-6-21 18:53:56 |AI写论文
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1【作者(必填)】laura M.

【文题(必填)】testing for fractional ......

【年份(必填)】2012

【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/10.1111/j.1468-0084.2011.00645.x/abstract;jsessionid=27F441C701B53E5BCDEE4BA2A5FAEAE5.d03t03?deniedAccessCustomisedMessage=&userIsAuthenticated=false

2【作者(必填)】Song L.

【文题(必填)】Strucutural......

【年份(必填)】2012

【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/00949655.2011.653643

3 【作者(必填)】Xiao  L.

【文题(必填)】Robust inference in nonstationary time series models

【年份(必填)】2012

【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/S0304407612000371




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BIANJunsong 查看完整内容

RT, LZ 查收,只找到这两篇了
关键词:sciencedire Time Series Fractional stationary authentic 数据库 链接 文章

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jigesi 发表于5楼  查看完整内容

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BIANJunsong 发表于 2012-6-21 18:53:57
RT, LZ 查收,只找到这两篇了
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cll9981 在职认证  发表于 2012-6-21 19:01:38
Testing for Fractional Integration Versus Short Memory with Structural Breaks. .作者:Mayoral, Laura1 laura.mayoral@iae.csic.es.
来源:Oxford Bulletin of Economics & Statistics; Apr2012, Vol. 74 Issue 2, p278-305, 28p, 13 Charts, 1 Graph.
文献类型:Article.
主题语:*MACROECONOMICS
*INFLATION (Finance)
SHORT-term memory
HYPOTHESIS.
地理术语:UNITED States.
摘要:Although it is commonly accepted that most macroeconomic variables are non-stationary, it is often difficult to identify the source of the non-stationarity. Integrated processes and short-memory models with trending components, possibly affected by structural breaks, imply similar features in the data and, accordingly, are hard to distinguish. The goal of this article is to extend the classical testing framework of I(1) versus I(0) + trends and/or breaks by considering a more general class of models under the null hypothesis: fractionally integrated (FI) processes. The asymptotic properties of the proposed tests are derived and it is shown that they are very well-behaved in finite samples. An illustration using US inflation data is also provided. [ABSTRACT FROM AUTHOR].
Copyright of Oxford Bulletin of Economics & Statistics is the property of Wiley-Blackwell and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.).
作者单位:1Institute for Economic Analysis, (CSIC) and Barcelona GSE, Campus UAB-08193 Bellaterra, Barcelona, Spain (e-mail: ).

板凳
jigesi 发表于 2012-6-21 19:09:56
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jigesi 发表于 2012-6-21 19:10:21
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jigesi 发表于 2012-6-21 19:11:20
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czshhh 发表于 2012-6-21 19:17:45
非常感谢楼上几位的帮助啊

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