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 rootsAnsgar StelandInstitute of Statistics, RWTH Aachen University
http://atlas-conferences.com/cgi-bin/abstract/cauc-83
[此贴子已经被作者于2008-10-31 16:03:56编辑过]
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