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Limit distribution of Dickey-Fuller unit root test statistics with dependent residuals and a mean shift(含均值变点时相依误差时间序列的Dickey-Fuller单位根统计量的极限分布)
YANGXiao-rong(杨晓蓉), ZHANGLi-xin(张立新)
Published in Zhejiang da xue xue bao. Journal of Zhejiang University. Sciences edition. Li xue ban (01.11.2008)
Published in Zhejiang da xue xue bao. Journal of Zhejiang University. Sciences edition. Li xue ban (01.11.2008)
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Journal Article