残差块形自助法在非对称单位根检验中的适用性

非对称单位根检验已成为时间序列分析中重要研究领域之一。而当随机干扰项之间具有一般性的自相关时，非对称单位根检验式中，由于不同的滞后阶会对统计量检验势产生至关重要的影响，因此采用残差块形自助法（RBB）对非对称单位根EG检验进行有效的改进研究，并对RBB法的适用性进行了模拟。结果表明：RBB法不仅在一定程度上降低了检验水平扭曲，而且大大提高了EG法的检验势。

The Applicability of Residual-Based Block Bootstrap in Asymmetric Unit-Root Test

The asymmetric unit root test has become one of important research fields in the time series analysis.But when random errors are generally dependent,it is of great importance to the power of the test statistics because the test equation specification has different lagged changes based on different information criteria.Therefore,this paper proposes Residual-based Block Bootstrap(RBB) to conduct the effective improvement research to the asymmetric unit root EG method.It is demonstrated by a set of Monte-Carlo...