TESTING FOR A UNIT-ROOT IN TIME-SERIES REGRESSION

被引：3056

作者：

PHILLIPS, PCB ^{[1
]}

PERRON, P ^{[1
]}

机构：

[1] UNIV MONTREAL,DEPT SCI ECON,MONTREAL H3C 3J7,QUEBEC,CANADA

来源：

BIOMETRIKA | 1988年 / 75卷 / 02期

关键词：

D O I：

10.1093/biomet/75.2.335

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

引用

收藏

页码：335 / 346

页数：12

相关论文

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