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英文文献：Recent Developments in Unit Root Tests and Historical Crop Yields-单位根试验的最新进展和历史作物产量
英文文献作者：Zapata, Hector O.,Maradiaga, David Isaias,Pujula, Aude Liliana,Dicks, Michael R.
英文文献摘要：
This study conducts an investigation on the application of classical unit-root tests using parametric tests (the augmented Dickey-Fuller, 1979 – ADF), and nonparametric tests (Phillips and Perron, 1988—PP) to corn and soybean yields in the Delta states using county-level data from 1961 to 2009. The main concern of the paper is to assess what would be drawn about nonstationarity in crop yields using these tests versus using modified versions of these tests (Ng and Perron, 2001) that are assumed to solve size and power problems associated with the ADF and PP tests. The investigation focuses on methodological aspects of the classical tests, uncovers the nature of filtered yields often needed prior to density estimation, sheds light on the effect of lag truncation and provides guidance for future work. It is found that the complexity in yield behavior is such that at very small samples (40 observations or less), results can lead to ambiguous findings in larger samples (49 observations). This sample size analysis with county-level yield data uncovers that negative moving average effects are present and help explain certain ambiguous findings. As a by-product, this paper contains a condensed review of literature on unit-roots that may prove useful in applied research.
本研究采用参数检验(augmented dicky - fuller, 1979 - ADF)和非参数检验(Phillips和Perron, 1988-PP)对1961 - 2009年三角洲各州玉米和大豆产量的经典单位根检验进行了研究。本文的主要问题是评估使用这些测试与使用这些测试的修改版本(Ng和Perron, 2001)对作物产量的非平定性所产生的影响，这些测试被假设用于解决与ADF和PP测试相关的规模和功率问题。该调查集中在经典测试的方法学方面，揭示了通常在密度估计之前需要的过滤产量的性质，阐明了滞后截断的影响，并为今后的工作提供指导。我们发现，产量行为的复杂性是这样的，在非常小的样本(40个观察或更少)，结果可能导致模糊的结果在较大的样本(49个观察)。这一县级产量数据的样本容量分析揭示了负移动平均效应的存在，并有助于解释某些不明确的发现。作为一个副产品，这篇论文包含了一个精简的文献回顾单位根可能证明有用的应用研究。
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