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TESTING FOR A UNIT-ROOT IN A TIME-SERIES WITH A CHANGING MEAN
被引:414
|
作者
:
PERRON, P
论文数:
0
引用数:
0
h-index:
0
机构:
CTR RECH & DEV ECON, MONTREAL H3C 3J7, QUEBEC, CANADA
CTR RECH & DEV ECON, MONTREAL H3C 3J7, QUEBEC, CANADA
PERRON, P
[
1
]
机构
:
[1]
CTR RECH & DEV ECON, MONTREAL H3C 3J7, QUEBEC, CANADA
来源
:
JOURNAL OF BUSINESS & ECONOMIC STATISTICS
|
1990年
/ 8卷
/ 02期
关键词
:
D O I
:
10.2307/1391977
中图分类号
:
F [经济];
学科分类号
:
02 ;
摘要
:
引用
收藏
页码:153 / 162
页数:10
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