带有结构突变的单位根检验——文献综述

单位根检验是时间序列分析的基础,而是否考虑结构突变对单位根检验的结论有着重要影响,因此,考虑结构突变的单位根检验已成为计量经济学界的一个前沿热点问题。本文回顾了这一问题的发展历史,总结了该领域已取得的一些重要研究成果,最后对该问题最新的发展动向加以概括。

Unit Root Test Allowing for Structural Breaks:A Literature Review

Unit root test is the basis for time series analysis. However, whether allowing for structural breaks or not has great influence on the conclusion of unit root test. Thus unit root test with structural changes has been a hot research area for econometricians. This paper looks back on the history of the issue, and summarizes some important results achieved in this field. Finally, we point out some recent development routes for this issue.