Bootstrap面板单位根检验理论、方法及其应用论文.pdf

浙江工商大学硕士论文尚待系统研究的失业回滞现象为应用实例,在蒙特卡洛模拟研究的基础上,选取了能保留原始数据更宽泛相依形式的Block Bootstrap检验方法对其进行验证,得出我国存在失业回滞现象,从而为我国治理失业问题提供有益启示和指导。关键词:;蒙特卡洛;失业回滞浙江工商大学硕士论文 THE THEORY,METHOD AND APPLICATION OF BOOTSTRAP PANEL UNIT ROOT TEST AB STRACT Panel unit roottests(PURTs)are avaluable toolforapplied macro econometric they are more powerful than traditional univariate unit use ofthe cross sectional dimension, however,raises specification issuesregarding potential correlation among the cross theproblem isfocused on the access tothe robust criticalvalue ofthe teststatisticsunder cross—section dependence. The nationaleconometricians have studiedthat,theBootstrap PURTs ale different from but superior to the traditional methods based on the asymptomatic theory,which Can obtain robuster critical addition,the former have bettersmall-sample properties and testpower thanthelatter(Maddala andWu,1 999;Palm etal,20 11).While under cross—section dependence,the problem isfocused on the selection of differentBootstrap far,only few Bootstrap PURTs have been proposed paper isdevoted to making a 浙江工商大学硕士论文 systematic research on theory,method and application of Bootstrap PURTS. Based on thetheory ofBootstrap PURTs,this pares several Bootstrap methods viaMonte Carlo then,we apply Block Bootstrap PURT to testthe hysteresis inunemployment inthe labor market of our country,the resultshows there existshysteresis in unemployment in our country,which Canprovide beneficialguidance to manage theproblem ofunemployment. KEYWOEDS:Bootstrap Panel Unit Root Test;Monte Carlo; Hysteresis InUnemployment 浙江工商大学硕士论文目录摘要??????????????????????????????????????????.I ABSTRACT?????????????????????????????????????一III 绪{仑????????????????????????????????????????.1 ?????????????????????一1 ????????????????????????.1 ????????????????????????.2 ??????????????????????????..3 ?