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英文文献：Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis-用于检验单位根假设的半参数功率包络
英文文献作者：Michael Jansson
英文文献摘要：
This paper derives asymptotic power envelopes for tests of the unit root hypothesis in a zero-mean AR(1) model. The power envelopes are derived using the limits of experiments approach and are semiparametric in the sense that the underlying error distribution is treated as an unknown infinitedimensional nuisance parameter. Adaptation is shown to be possible when the error distribution is known to be symmetric and to be impossible when the error distribution is unrestricted. In the latter case, two conceptually distinct approaches to nuisance parameter elimination are employed in the derivation of the semiparametric power bounds. One of these bounds, derived under an invariance restriction, is shown by example to be sharp, while the other, derived under a similarity restriction, is conjectured not to be globally attainable.
本文导出了零均值AR(1)模型中检验单位根假设的渐近幂包络。功率包络是利用实验方法的极限来推导的，并且是半参数的，因为潜在的误差分布被视为一个未知的无限维有害参数。当误差分布是对称的，适应性被证明是可能的;当误差分布是不受限制的，适应性被证明是不可能的。在后一种情况下，在半参数幂限的推导中，采用了两种概念上不同的方法来消除有害参数。其中一个边界在不变性约束下导出，通过实例证明是清晰的，而另一个边界在相似约束下导出，推测是不能全局实现的。
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