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
Author: Maki, Daiki1
Source:
Applied Financial Economics, Volume 16, Number 8, 1 May 2006 , pp. 607-615(9)
http://chinesesites.library.ingentaconnect.com/content/routledg/rafe/2006/00000016/00000008/art00003
2、Nonparametric monitoring of time series to detect stationarity and unit roots
Ansgar Steland
Institute of Statistics, RWTH Aachen University
[此贴子已经被作者于2008-10-31 16:03:56编辑过]


雷达卡


京公网安备 11010802022788号







