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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/86199


    Title: 混合型資料下之單位根檢定研究:平均概似比統計量之建立與模擬
    Panel Unit Root Test
    Authors: 邱惠玉
    Chiu, Huei-Yu
    Contributors: 汪義育博士
    郭炳伸博士

    邱惠玉
    Chiu, Huei-Yu
    Keywords: 混合型資料
    單位根檢定
    單根檢定
    非恆定
    共積關係
    Trace檢定
    概似比統計量
    LLC檢定
    panel data
    unit root
    IPS test
    nonstationary
    cointegration
    Trace test
    likelihood ratio test
    LLC test
    Date: 1998
    Issue Date: 2016-04-27 11:12:17 (UTC+8)
    Abstract: 自Nelson和Plosser (1982)後,研究經濟資料是否具有單位根現象,已成為近二十年來熱門且重要的課題。因
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    Description: 碩士
    國立政治大學
    經濟學系
    86258002
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002001623
    Data Type: thesis
    Appears in Collections:[經濟學系] 學位論文

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