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홈 > 한국계량경제학회 > 한국계량경제학회 학술대회 논문집
논문 표지

Testing for Trend Stationarity Using Spectral Density Estimators

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국문 초록

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영문 초록

We propose a new test statistic for trend stationarity against di¤erence stationarity using spectral density estimators. The spectral density of the …rst di¤erenced process equals to zero at the zero ...

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목차

1. Introduction
2. Spectral representation of the hypothesis
3. TEST STATISTICS
4. Local asymptotic power
5. Simulation studies
6. Empirical applications
7. Conclusion

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