【摘 要】
：
This paper proposes an approach of unit root test of residual series after detrending deterministic trend through local polynomial regression.The determinis
【机 构】
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School of Statistics, Southwestern University of Finance and Economics
【出 处】
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2009 International Conference on Financial Statistics and Fi
论文部分内容阅读
This paper proposes an approach of unit root test of residual series after detrending deterministic trend through local polynomial regression.The deterministic trend may be in any forms including linear or nonlinear one as well as in form of non-trend.It is not necessary to identify the sort and the specification of the trend in advance,therefore it is able to circumvent the test of the trend specification.
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