几篇文献

1.Breaking date misspecification error for the level shift KPSS test，Economics Letters，Volume 81, Issue 3, December 2003, Pages 365–371。

2.The ADF–KPSS test of the joint confirmation hypothesis of unit autoregressive root，

Economics Letters，Volume 85, Issue 2, November 2004, Pages 257–263；
3.The finite sample distribution of the KPSS test，The Econometrics Journal ，Volume 3, Issue 1, pages 108–121, June 2000。

4.The KPSS stationarity test as a unit root test，Economics Letters，Volume 38, Issue 4, April 1992, Pages 387–392

那~~~前三篇~~~~

没有订

xieyu75 发表于 2012-8-6 11:02
没有订

不要灌水

4

liuningzheng 发表于 2012-8-6 13:34
4

谢谢老兄，能否帮我找这篇：Trends and random walks in macroeconomic time series: a re-examination，International Economic Review, 1992，谢谢！

harlon1976 发表于 2012-8-6 17:47
谢谢老兄，能否帮我找这篇：Trends and random walks in macroeconomic time series: a re-examination， ...

https://bbs.pinggu.org/thread-1542476-1-1.html