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Finite sample effects of pure seasonal mean shifts on Dickey-Fuller tests

机译：纯季节性均值变换对Dickey-Fuller检验的有限样本效应

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摘要

In this paper it is demonstrated by simulation that, contrary to a widely held belief, pure seasonal mean shifts - i.e., seasonal structural breaks which affect only the deterministic seasonal cycle - really do matter for Dickey-Fuller long-run unit root tests.

机译：在本文中，通过仿真证明，与普遍持有的信念相反，纯的季节性均值变化（即仅影响确定性季节性周期的季节性结构性断裂）对于Dickey-Fuller长期单位根检验确实很重要。

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B. da Silva Lopes Artur C.;
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7. Finite sample effects of pure seasonal mean shifts on Dickey-Fuller tests [O] . B. da Silva Lopes Artur C. 100

机译：纯季节性均值变换对Dickey-Fuller检验的有限样本效应

Finite sample effects of pure seasonal mean shifts on Dickey-Fuller tests

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