In the real life analysis on CEV model (Constant Elasticity of Variance Model),its unit root test is long been ignored or at most Dickey-Fuller Test is accepted as a valid test.

 
  • 在应用CEV模型(ConstantElasticityofVarianceModel)的实证分析中,其单位根检验一直被忽略或者被默认可以使用迪基-富勒检验。
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