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协整检验

网络Cointegration Test; Cointegration tests; Johansen

协整检验

网络释义

协整检验

Cointegration Test

　　协整检验(Cointegration Test)目的在于研究n维向量单位根过程的各分量之间，是否存在某种长期均衡关系，有最小二乘法和极 …

Cointegration tests

协整检验(Cointegration tests):Brock, Dechert, Scheinkman 和 LeBaron 方差比检验(Variance ratio tests): Lo and MacKinlay, Ki…

Johansen

本文运用单位根检验(ADF)、协整检验(Johansen)、因果检验(Granger)等计量方法对我国货币政策影响股票市场的利率渠道和 …

Johansen Test

4.3.2 协整检验(Johansen Test)42 4.3.3 向量误差修正模型（VEC）42-43 4.3.4 脉冲响应函数（IRF）43-44 4.3.5 Granger 因 …

Cointegrate test

什么意思... ... Cointegrate structure 共合结构 Cointegrate test 协整检验 Cointegrate vector system 共整合载体系统 ...

bounds test

...，采用新近由Pesaran等（2001）提出的有界协整检验（bounds test）方法对中国的进口需求弹性进行分析，并力图从中得 …

panel co-integration

Boeri模型的这种假设，主要以合成－协整检验（panel co-integration）为基础。此外，这类模型还可以计算两国之间长期的移 …

例句：

Panel co-integration testing reveals that the long run co-integration relationship exists among all variables .

面板协整检验表明，各变量之间存在长期协整关系。

Unit-root test , Co integration test and Granger Causality test are applied to analyze factors of construction industrial growth.

在处理数据时，主要运用了计量经济学中单位根检验、格兰杰因果检验和协整检验的方法。

three tests: ADF tests, Cointegration tests, Granger causality test, empirical tests of China's cotton Futures Market and Spot Market .

三个检验：ADF 检验、协整检验、格兰杰因果检验，实证检验我国棉花期货市场与现货市场的关系。

This article examines interactions of foreign direct investment and the environment pollution the using the ADF test , cointegration test .

同时，对外商直接投资与环境污染的关系进行了平稳性检验、协整检验。

Therefore , on this basis , they have cointegration test .

因此，在此基础上，对其进行协整检验。

Test results show that the cointegration tests showed the characteristics of trace root in 5% level , there are 4 GeXie whole vector .

协整检验结果表明，特征根迹检验表明在 5%的显著性水平下，存在 4 个协整向量。

Analysis of the Association between Chinese and International Commodity Futures Markets and Associated Co-integration Tests

我国期货市场与国际期货市场关联度分析与协整检验

Co-integration Study of Relations Between Captial Market and China's Economic Growth

资本市场发展与经济增长均衡关系协整检验

In the empirical study , the thesis launches research on the influencing factors of rural residents'income by co-integration test ;

实证分析中，通过协整检验展开影响陕西农村居民收入因素的研究；

Cointegration Test with Small Sample: Comparison of Response Surface and Neural Network Approaches

小样本协整检验的神经网络方法

Nonparametric and Additive Model and Testing for Nonlinear Cointegration

非参数可加回归模型和非线性协整检验

The Cointegration Test of the Foreign Exchange Market Efficiency

基于即期日度数据的外汇市场有效性协整检验

Consumption structure ; ELES model ; co-integration test;

居民消费结构；ELES 模型；协整检验；

A Cointegration Test for China Wheat Futures Market Efficiency

中国小麦期货市场效率的协整检验

协整检验

协整检验

Cointegration Test

Cointegration tests

Johansen

Johansen Test

Cointegrate test

bounds test

panel co-integration

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