摘要
文章详细剖析结构突变理论并具体表述了内外生结构突变的单位根和趋势稳定的检验。在此基础上,运用结构突变理论,对广东省生产总值指数的数据生成过程进行了实证研究,结果表明,其数据生成过程具备结构突变的趋势平稳过程。同时,利用内、外生结构突变的单位根检验,寻找到其内、外生结构变化点。
This paper detailed analyze the theory of structure change, expatiate the unit root test of inter and outer structure change and the trend of stability test. On this basis, by the theory of structure change, an empirical research to the data generating process of Guangdong Province＇s GDP indicates that it is trend stabilization with a structure. At the same times, by the unit root test of inter and outer structure change, the change point of inter and outer structure is found out.
出处
《改革与战略》
北大核心
2009年第3期112-114,152,共4页
Reformation & Strategy
关键词
经济增长
结构突变
单位根过程
趋势稳定
economic growth, structure change, unit root process, tendency stability
