Study for the Effect of Crisis Contagion Test Based on STUR Process
STUR过程下危机传染性计量检验的有效性研究
The authors study the estimator and hypothesis test about the stochastic unit-root process ( STUR ) with the general error distribution ( GED ) .
讨论了误差形式是广义误差分布的随机单位根过程的估计和检验问题。