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中国宏观经济变量的结构突变单位根检验 被引量:3

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摘要 文章首先比较系统地总结了有关结构突变单位根检验的理论、方法和模型。在考虑经济中结构突变的基础上对中国宏观经济总量的时间序列是具有单位根的非平稳还是趋势平稳进行了研究,为提高检验功效,应针对数据生成过程的特点联合多种检验方法进行检验。
作者 王敬勇
出处 《统计与决策》 CSSCI 北大核心 2011年第14期112-115,共4页 Statistics & Decision
基金 国家社科基金一般项目(10BJY070)
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参考文献10

  • 1Li,X.M.The Great Leap Forward, Economic Reforms, and the Unit Root Hypothesis: Testing for Breaking Trend Functions in China' s GDP Data[J]Journal of Comparative Economics,2000, (28).
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  • 9房林,邹卫星.多种单位根检验法的比较研究[J].数量经济技术经济研究,2007,24(1):151-160. 被引量:37
  • 10王少平,李子奈.结构突变与人民币汇率的经验分析[J].世界经济,2003,26(8):22-27. 被引量:56

二级参考文献50

  • 1张晓峒,白仲林.退势单位根检验小样本性质的比较[J].数量经济技术经济研究,2005,22(5):40-49. 被引量:28
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  • 7Hall, A. D., 1994, "Testing for a Unit Root in Time Series with Pretest Data Based Model Selection", Journal of Business and Economic Statistics, 12, 461-470.
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  • 10Li, X.M., 2000, "The Great Leap Forward, Economic Reforms, and the Unit Root Hypothesis: Testing for Breaking Trend Functions in China' s GDP Data", Journal of Comparative Economics, 28, 814-827.

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