The computational results demonstrate that the partial root root estimator can improve the LS estimator when the design matrix is ill conditioned.
计算结果表明,在设计阵呈病态时,部分根方估计确能改善LS估计。
In this article, we propose seasonal unit root test statistics based on the Weighted Symmetric estimator and derive representation for limiting distributions of the statistics.
在平均值为零或平均值为已知的季节时间序列模型中,根据加权对称估计量提出季节单位根的检验统计量,并求出此统计量的极限分布的表达式。
In this article, we propose seasonal unit root test statistics based on the Weighted Symmetric estimator and derive representation for limiting distributions of the statistics.
在平均值为零或平均值为已知的季节时间序列模型中,根据加权对称估计量提出季节单位根的检验统计量,并求出此统计量的极限分布的表达式。
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