搜索结果: 1-4 共查到“Unit roots”相关记录4条 . 查询时间(0.093 秒)
中山大学岭南学院高级计量经济学课件（II：Panel Data）CH5 Unit Roots and Cointegration in panels
中山大学岭南学院 高级计量经济学 课件（II：Panel Data） CH5 Unit Roots and Cointegration in panels
2017/6/14
中山大学岭南学院高级计量经济学课件（II：Panel Data）CH5 Unit Roots and Cointegration in panels。
Monitoring Procedures to Detect Unit Roots and Stationarity
Autoregressive unit root change-point control chart nonparametric smooth-ing sequential analysis weighted partial sum process
2010/3/9
When analysing time series an important issue is to decide whether the time
series is stationary or a random walk. Relaxing these notions, we consider the problem to
decide in favor of the I(0)- or ...
DIVERGENCE RATE OF STATE OF AR SYSTEMS WITH UNSTABLE UNIT ROOTS
Unstability AR system martingale diffe
2007/8/7
The order of weighted sum of noise sequence for stochasticsystem is estimated by using limit theory in probability. Then thedivergence rates of state of unstable AR system driven by noise ofmartingale...
INFERENCE IN LINEAR TIME SERIES MODELS WITH SOME UNIT ROOTS
Cointegration error correction models vector autoregressio
2014/3/18
This paper considers estimation and hypothesis testing in linear time series models when some or all of the variables have unit roots. Our motivating example is a vector auto...