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- cointegration ananlysis 协整分析
- Unit-root test; Cointegration test and so on. 统计数据的检验
- There is a cointegration relation between spot price and FFA price. 远期运费价格和现货价格之间存在协整关系;
- Unit root testing is the foundation of cointegration model and VEC model. 摘要单位根检验是协整建模及误差修正分析的基础与前提。
- IR ananlysis shows that graft copolyxnerization took place on the tertiary carbon atom of PP molecular chain. 红外光谱分析表明,丙烯酸接枝在聚丙烯大分子链的叔碳原子上。
- There is a cointegration relationship and long run equilibrium among TXF, T50Index and T50ETF . 一、三变数存在共整合现象,显示具有长期的均衡关系。
- Combining with R/S analysis, a practical algorithm for judgment of the nonlinear cointegration was worked out. 最后结合R/S分析,给出一个判断非线性协整关系的实用算法。
- There is a cointegration relationship between the price of gold and CPI monthly growth rate from 1991 to 2006. 四、1991-2006年的黄金价格与消费者物价指数月增加率仍具有长期共整合关系。
- This paper approved that the Brent futures market is efficient within 5 months through the unit root test and the cointegration test. 本文利用单位根检验和协整关系检验验证了Brent原油期货市场的有效范围,发现其在5个月内是有效的。
- Johansen, S., (1988), Statistical Analysis of Cointegration Vectors, Journal of Economic Dynamics and Control 12, 231-254. 首次将协整概念用于研究经济变量的长期关系,极大改变了实证分析的面貌,排名第三。
- This article examines the interactions of the farmer family's per capital net income and the per capital GDP using the ADF test and Cointegration test. 对我国农民家庭人均纯收入与人均国内生产总值(GDP)之间的关系进行ADF平稳性检验、协整关系检验。
- Johansen, Soren(1988), “Statistical Analysis of Cointegration Vector,” Journal of Economic Dynamics and Control, 12, 231-254. 胡朝霞.;中国股市弱式有效性研究
- Through the econometric analysis, the paper argue that it exists cointegration relationship between Human Capital and Economic Growth. 运用计量分析方法,论证了人力资本与经济增长之间存在着长期协整关系;
- The autoregressive conditional heteroscedasticity (ARCH) model and cointegration theory of the non-classical econometrics are reviewed. 3. 2.;对非经典计量经济学中的条件异方差模型和协整理论作了较为完整的综述。
- Engle R B , Granger C W. Cointegration and Error Correction : Representation , Estimation , and Testing [J] . Econometrica ,1987 ,55 :2512276. 林梦瑶,魏军.;期货市场最优套期保值比率估计方法[J]
- Engle, R. F. and Granger, C. W. J., Cointegration and ErrorCorrection: Representation, Estimation and Testing [ J ], E1 987,Vol(55). 李学峰;等.;证券投资基金稳定市场吗?[J]
- The study then use Vector Autoregressive Model(VAR), Cointegration and vector error correction model(VECM) to examine the relationship among variables. 因此,本研究旨在探讨影响通货流通馀额变动的主要因素,以利对货币变动行为的背后逻辑有所掌握。
- We did an empirical research on FDI and employment in China according to the cointegration theory, using the annual data from 1979 to 2005. 摘要本文根据现代计量经济学中的协整及其相关理论,利用1979-2005年的年度数据,对改革开放以来外商直接投资流入与我国就业增长之间的关系进行了实证研究。
- Johansen,S.,1988,”Statistical Analysis of Cointegration Vectors,” Journal of Economic Dynamics and Control,Vol.12,pp.231-254. 许溪南,黄文芳,台湾股市价量线性与非线性关系之研究,管理学报,第十四卷,第二期,第177-195页,1997。
- This article proves the linkage of interest rates between China and the USA by means of ADF Test and Cointegration Analysis. 摘要一般来说,利率在国家间的传导主要有两条渠道:国际贸易间的传导和资本自由流动下的利率平价机制。