TESTING FOR UNIT ROOTS .1.

被引:174
作者
EVANS, GBA [1 ]
SAVIN, NE [1 ]
机构
[1] UNIV CAMBRIDGE TRINITY COLL,CAMBRIDGE CB2 1TQ,ENGLAND
关键词
D O I
10.2307/1911521
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:753 / 779
页数:27
相关论文
共 44 条
[1]   MAXIMUM-LIKELIHOOD ESTIMATION OF PARAMETERS SUBJECT TO RESTRAINTS [J].
AITCHISON, J ;
SILVEY, SD .
ANNALS OF MATHEMATICAL STATISTICS, 1958, 29 (03) :813-828
[2]  
ALTONJI JG, 1979, 130 PRINC U IND REL
[3]   ON ASYMPTOTIC DISTRIBUTIONS OF ESTIMATES OF PARAMETERS OF STOCHASTIC DIFFERENCE-EQUATIONS [J].
ANDERSON, TW .
ANNALS OF MATHEMATICAL STATISTICS, 1959, 30 (03) :676-687
[4]   CONFLICT AMONG CRITERIA FOR TESTING HYPOTHESES IN MULTIVARIATE LINEAR-REGRESSION MODEL [J].
BERNDT, ER ;
SAVIN, NE .
ECONOMETRICA, 1977, 45 (05) :1263-1277
[5]   CONFLICT AMONG CRITERIA FOR TESTING HYPOTHESES - EXTENSIONS AND COMMENTS [J].
BREUSCH, TS .
ECONOMETRICA, 1979, 47 (01) :203-207
[6]  
CRAMER H, 1946, MATH METHODS STATIST
[7]  
DHRYMES PJ, 1971, DISTRIBUTED LAGS
[8]  
Dickey D. A, 1976, THESIS IOWA STATE U
[9]   DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J].
DICKEY, DA ;
FULLER, WA .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) :427-431
[10]  
DICKEY DA, UNPUBLISHED