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    題名: 時間數列之結構性變動與單根檢定之探討 : 台灣總體經濟數列之實證分析
    作者: 陳東江
    CHEN, DONG-JIANG
    貢獻者: 汪義育
    陳東江
    CHEN, DONG-JIANG
    日期: 1992
    1991
    上傳時間: 2016-05-02 15:14:36 (UTC+8)
    參考文獻: [1] 汪義育，總體經濟時間數列分析之方法與運用，華泰書局， (1989) 。
    [2] 梁志民， "台灣總體經濟數列長期趨勢與短期波動關聯之研究" ，政治大學財稅研究所碩士論文， (1990) 。
    [3] 張淑玲，“總體時間數列非恆定性之研究" ，政治大學國際貿易研究所碩士論文， (1991) 。
    [4] 蔡麗茹，“非恆定總體時間數列計量方法之分析與應用"，未出版之博士論文， (1992) 。
    [5] Billingsley, P., Convergence of Probability Measures, New York: John Wiley, (1968).
    [6] Brown R. L., Durbin J., and Evans J. M., "Techniques for Testing the Constancy of Regression Relationships over Time", Journal of the Royal Statistical Society, B 27, 149-163, (1975).
    [7] Chow G. C., "Tests of Equality Between Sets of Coefficients in Two Linear Regressions", Econometrica, 28: 591-605,(1960).
    [8] Dickey, D. A. and Feller, W. A., "Distribution of the Estimators for Autoregressive Time Series with a Unit Root",Journal of the American Statistical Association, Vol. 74,427-431, (1979).
    [9] Fuller, Wayne A., Introduction to Statistical Time Series,New York: John Wiley & Sons, (1976).
    [10] Harvey, A. C., The Econometric Analysis of Time Series,Great Britian, The London School of Economics, (1990).
    [11] Herrndorf, "A Functional Central Limit Theorem for Weakly Dependent Sequences of Random Variables", The Annals of Probability, Vol. 12, No.1, 141-153, (1984).
    [12] Herrndorf, "A Functional Central Limit Theorem for p –Mixing Sequences" , Journal of Multivariate Analysis, 15,141-146, (1984).
    [13] Kramer Walter, Sonnberger Harald, The Linear Regression Model Under Test, Germany, Physica-Verlag Heidelberg,(1986).
    [14] Kramer Walter, Ploberger Werner, and Raimund Alt,"Testing for Structural Change in Dynamic Model" , Econometrica,Vol. 56, 1355-1369, (1988).
    [15] Mackinnon J. G., "Heteroskedasticity-Robust Tests for Structural Change", Empec, Vol. 14, 77-92, (1989).
    [16] Nelson, C. and Plosser, C., "Trends and Random Walks in Macroeconomic Time Series: Some Evidence and Implications",Journal of Monetary Economics, Vol. 10, 139-162,(1982).
    [17] Perron, P., "The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis", Econometrica, Vol. 57,1361-1401,(1989).
    [18] Perron, P., Time Series Econometrics, Princeton University,Ch. 8,10. (1990).
    [19] Peter Schmidt, "Dickey - Fuller tests with Drift", Advances in Econometrics, 8, 161-200, (1990).
    [20] Phillips, P. C. B., "Time Series Regression with Unit Roots" , Econometrics, Vol. 55, 277-302, (1987).
    [21] Phillips, P. C. B. and Perron, P., "Testing for a Unit Root in Time Series Regression" , Biometrika, 75, 335-346,(1988).
    [22] Said, S. E. and Dickey, D. A., "Testing for Unit Roots in Autoregressive - Moving Average Models of Unknown Order", Biometrika, 71, 599-608, (1984).
    [23] Stock, J. H., Banerjee, A. and Lumsdaine, R. L., "Recursive and Sequential Tests of the Unit Root and Trend Break Hypotheses: Theory and International Evidence", NBER,(1990).
    [24] White, H., Asymptotic Theory for Econometricians, New York: Academic Press, (1984).
    描述: 碩士
    國立政治大學
    國際經營與貿易學系
    資料來源: http://thesis.lib.nccu.edu.tw/record/#B2002004614
    資料類型: thesis
    顯示於類別:[國際經營與貿易學系 ] 學位論文

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