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1)  ADF unit root test
ADF单位根检验
1.
In this paper,the ADF unit root test of the time series with EGARCH-SGED error has been discussed by Monte Carlo simulation,The results show:if the generating progress is AR(1)-EGARCH-SGED,the Fuller critical value of Zt statistic can be used,but it will be unvalid for the Zρ statistic,if one want to use the Zρ statistic,it must be adjusted.
在有限样本情况下通过随机模拟讨论了对具有EGARCH-SGED误差项的ADF单位根检验,分析了模型的滞后阶的设定、样本容量、参数变化对临界值的影响。
2.
We simulate the finite-sample ADF unit root test with data generated from GJR-GARCH-skewt error processing by Monte Carlo simulation,and discuss the volatility of disturbance,parameters in conditional distribution,sample length and lever effect.
本文在有限样本情况下,用Monte Carlo方法模拟了具有G JR-GARCH-skewt误差项时间序列的ADF单位根检验
3.
In this paper,the critical values,power and size distortion on ADF unit root test of time series with autoregressive conditional heteroscedasticity and skewed t conditional distribution on the error term has been analyzed by Monte Carlo simulation,which shows that we can′t use the Fuller critical values directly for serious volatility persistence cases.
本文通过随机模拟,分析条件分布为偏t分布、具有自回归条件异方差误差项的时间序列的ADF单位根检验的临界值、检验的有效性和实际显著水平的扭曲分析。
2)  ADF test of unit root
ADF单位根检验
1.
Using the econometric methods such as ADF test of unit root,Granger test of causality,the authors in this paper develop the equilibrium relationship between income and expenditure in Gansu Province rural households in past 28 years.
文章利用ADF单位根检验、Engle-Granger协整分析等计量经济理论,对1978-2005年甘肃省农村居民人均可支配收入和人均消费支出的年度数据进行了相应的分析,并且当收入消费方程不协整时引入了虚拟变量,有效克服了变量在整个研究期间不协整的问题,并据此建立了相应的误差修正模型。
3)  unit root test
单位根检验
1.
LL Panel Unit Root Test and Its Application;
LL面板单位根检验及其应用
2.
Finite Sample Property and Application of the Unit Root Test M~(GLS) Statistics;
单位根检验统计量M~(GLS)的有限样本性质与应用
3.
Unit Root Test Allowing for Structural Breaks:A Literature Review;
带有结构突变的单位根检验——文献综述
4)  unit-root test
单位根检验
5)  ADF examination
ADF检验
6)  augmented Dickey-Fuller test
ADF检验
补充资料:单位根

单位根 设n 是正整数,当一个数的n 次乘方等于1 时,称此数为n 次“单位根”。在复数范围内,n 次单位根有n 个。例如,1、-1、i、-i 都是4次单位根。

说明:补充资料仅用于学习参考,请勿用于其它任何用途。
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