%0 Journal Article
%T Unit root test based on OLS detrending<br>基于OLS退势的单位根检验
%A DUAN Peng
%A ZHANG Xiao-tong
%A <br>段鹏
%A 张晓峒
%J 系统工程理论与实践
%D 2010
%I 
%X They analysised the properties of the statistic of OLS detrending unit root test in different situations in this paper.The asymptotic distributions of the test statistics were verified,and the quantiles of the test statistics with finite sample size by Monte Carlo simulations were obtained.Furthermore,they fitted the response surface function of quantiles about the sample size,based on the response surface functions,eight empirical quantiles with different sample sizes were tabled.What they have been done i...
%K detrending unit root
%K asymptotic
%K distribution
%K Monte Carlo simulation
%K response surface function<br>退势单位根
%K 渐近分布
%K 蒙特卡洛模拟
%K 响应面函数
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=151B59A8C16722F612EF008EF95A9980&yid=140ECF96957D60B2&vid=340AC2BF8E7AB4FD&iid=94C357A881DFC066&sid=51E4ADE955550A0C&eid=353B961D86F026C0&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=0&reference_num=11