The Time Trend and Unit Root Properties of Crude Oil Spot and Futures Prices with Multiple Structural Breaks.
碩士 === 國立暨南國際大學 === 國際企業學系 === 99 === Minimum Lagrange multiplier (LM) unit root tests have two kinds, one is endogenous structural break with one and the other is two endogenous structural breaks proposed by Lee and Strazicich (2003) and Lee and Strazicich (2004), respectively. The research period...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/58335410885673298704 |