中国宏观经济数据的结构断点分析与单位根检验

Analysis of structural breaks and unit root tests for Chinese macroeconomic data

以对数GDP数据为依据,通过AIC方法确定结构断点个数,从而估计出中国经济发展经历了三个发展阶段:1952—1979;1980—1993;1994—2010.运用ADF和PP两种单位根检验方法验证了对数GDP数据运行趋势的平稳性.避免了因遗漏时间趋势中的断点所导致最小二乘估计有偏差且不一致的情况.

This paper focuses on China growth behavior.AIC method is applied to obtain that China growth has gone thorough 3stages：1952—1979;1980—1993;1994—2010.Then we verify the series are trend stationary by rejecting unit root null hypothesis using ADF and PP methods.All the results overcome the shortcomings of OLS estimator to be biased and inconsistent,which is caused by the omission of breaks in the time trend.