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- Nonstationarity theory and vector error correction model can be used for this type of the problem. 而作为计量经济学的新流派,协整理论及误差修正模型很好地解决了时间序列的非平稳问题。
- 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。
- Using Johansen co integration test and vector error correction model, this paper investigates the relationship between price of real estate and urbanization in China over the period 1991-2005. 摘要运用协整分析方法与误差纠正模型,考察了1991-2005年中国房地产价格与城市化水平之间的关系。
- panel vector error correction model 综列向量误差纠正模型
- Vector Error Correction Model (VECM) 向量误差修正
- Vector Error Correct Model (VECM) 向量误差修正模型(VECM)
- vector error correction model 向量误差修正模型
- The results validate more validity of nonlinear error correction model on the wavelet neural network than linear vector autoregressive model, and forecast validly the nonlinear economy system. 研究证明,小波神经网络所建立的非线性误差校正模型有较好的预测效果,能够有效地预测非线性经济系统。
- The TRL calibration was completed using 10 error correction models in the vector network analyzer.The accurate measurement of double ridge waveguide device was realized. 最后利用网络分析仪的10项误差修正原理完成了脊波导的TRL校准,实现了脊波导器件微波参数的准确测试。
- Applied error correction model, this paper estimated the Augmented Solow Model in 1952-1998 of China. 摘要本文将人力资本作为生产要素之一,运用误差校正模型,估计出中国1952-1998年期间扩展的索洛模型。
- This article studies the reaction of domestic gasoline when the price of crude oil changes,using the asymmetry error correction model. 本文利用不对称误差修正模型研究当原油价格变化时,国内汽油价格的反应机制问题。
- Error correction model shows that environmental pollution changes are decided jointly by long term trend and short term fluctuation. 误差修正模型则表明环境污染变动是由长期趋势和短期波动共同决定。
- Since 1990s, there appeared advanced econometrical methods such as co integration and error correction model to make research of money demand function. 90年代以来出现了研究货币需求较为先进的计量方法,即采用协整理论和误差修正模型对货币需求的长短期进行研究。
- Paper use causal relationship test method has proven causal relationship between the variables and establish error correction model. 论文运用格兰杰检验法证明了变量之间具有因果关系,并建立误差修正模型。
- Secondly, this thesis compares the hedging effectiveness of two hedge ratio estimating methods, the Ordinary Least Square (OLS) and Error Correction Model (ECM). 第二,论文在理论上比较了最小二乘法(OLS)与误差修正模型(ECM)两种套期保值率估计方法下的套期保值效果。
- An annual runoff forecasting method is presented based on unit root test, cointegration test and error correction model of the upper and lower reaches of the Second Songhua River. 摘要介绍了协整分析理论,结合第二松花江流域上下游的年径流量,阐述了单位根检验、协整检验、误差修正模型的理论与分析方法。
- Through co-integration test, error correction model (ECM) and the Granger causality, the degree of integration of 20 major producing and purchasing area was tested in China. 通过协整检验、误差修正模型(ECM)和格兰杰因果关系检验分别对中国20个苹果主产或者主销地区的市场整合程度进行分析。
- Based on the data of GDP and investment in fixed assets of China from 1978 to 2003,this paper analyzes the relationship between the two variables by using econometrics methods such as cointegration test, error correction model and Granger-causality Test. 本文利用计量经济学方法,对我国1978-2003年的国内生产总值(GDP)及固定资产投资两时间序列数据进行了协整关系检验、误差修正模型(ECM)分析和Granger因果检验。
- The author uses the coordination theory, inspects the coordination and causality between industrial energy consumption and industrial development, and establishes an error correction model. 笔者利用协整理论,检验三次产业的能源消费与产业发展的协整和因果关系,建立误差修正模型。
- Based on Chinese and Japanese data this paper investigates the relationship among FDI, industrial transfer and home country employment with Granger causality analysis and error correction model. 摘要采用格兰杰因果分析和误差修正模型,基于中日数据分析了FDI、产业转移与母国就业之间的关系。