cointegration
- 网络协整；协整关系；协整理论
cointegrationcointegration
协整
借助协整(Cointegration)和向量自回归(VAR)技术,通过实证研究了股票即时价格与期货价格之间的关系.主要包括反映两个变量长 …
协整关系
在这种情况下，我们说这些非 平稳时间序列存在协整关系(cointegration)。如果几个变量存在协整关 系，那么我们说这几个变 …
协整理论
协整理论(Cointegration)是Granger和Engle在20世纪80年代中后期提出的，用于非平稳变量组成的关系式中长期均衡参数估计 …
协积
随后的研究采用了协积 (cointegration)方法。Engle和Granger(1987)，Mishkin(1992)在分析了一个月和三个月的利率后指出， …
协整检验
【摘要】：采用协整检验(cointegration)分析技术和Granger-Causality检验方法,对浙江省的出口与经济增长关系进行了实证分析…
和协整
....2.1 时间序列的单整（Integration）和协整（Cointegration）检验 5.2.2 自回归分步滞后时间序列建模 5.2.3 脉冲响应函数的 …
协整的
其 原因在于,从经济理论上说,人均 GDP决定着居民人均消费水平,而且它们之间有着长期的稳定关系,即它们之间是协整的 （ coi…
1
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；
2
The autoregressive conditional heteroscedasticity (ARCH) model and cointegration theory of the non-classical econometrics are reviewed. 3.
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。
3
Cointegration test shows that the four variables have the cointegration relationship with exchange reserve.
协整检验显示FDI、加工贸易和存差与外汇储备存在协整关系或长期均衡关系。
4
Real exchange rate; Mechanical&Electrical Products; Cointegration test; Vector auto-regression model.
实际有效汇率；机电产品；协整分析；向量自回归。
5
utilizing method of variable exchange to confirm the torque variable is the cause of losing the Cointegration relation.
运用变量轮换-降阶协整模型法，确定了转矩变量是破坏这种协整关系的源头；
6
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。
7
The no-cointegration and cointegration results indicate that health expenditure and GDP are co integrated.
无协整和协整结果表明，保健支出和国内生产总值的协整。
8
New results for country-by-country and panel tests of non-stationarity and cointegration are presented.
新成果的国别和测试小组的非平稳性和协整介绍。
9
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。
10
There is no cointegration relationship between China's import and FDI.
进口与外商直接投资之间不存在明显的协整关系。
11
We apply panel unit root and cointegration tests allowing for heterogeneity.
考虑到异方差的可能，我们运用了群体单位根检验和协整测试。
12
Therefore, on this basis, they have cointegration test.
因此，在此基础上，对其进行协整检验。
13
Traditional linear cointegration theory and ECM can be used widely in time series analysis.
传统的线性协整和ECM在现代时间序列分析中得到广泛应用。
14
This paper applies the cointegration tests to analyze the relationship between income inequality, investment and economic growth in China.
本文运用最近发展起来的面板协整技术，分析了我国收入差距、投资与经济增长之间的关系。
15
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；
16
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。
17
There is a cointegration relationship and long run equilibrium among TXF, T50Index and T50ETF .
三变数存在共整合现象，显示具有长期的均衡关系。
18
On the other hand, the paper tested the conclusion with cointegration analysis, Granger causality test and impulse response model.
另一方面，本文利用江西省相关数据，运用协整分析、葛兰杰因果检验和脉冲反应模型对这一结论进行实证检验。
19
Cointegration Analysis of the Relationship between the Revenue and Consumption of the Rural Resident in Henan Province
河南省农村居民收入与消费的协整性分析
20
A Systematic Study of Testing and Estimating Cointegration Relationships
对协整的检验及协整系统的估计研究
21
Cointegration Analysis of Money Demand Function After Joining System Variable
加入制度变量的货币需求函数协整分析
22
electric power demand; economy growth; Cointegration; forecast; the sustainable development;
电力需求；经济增长；协整；预测；可持续发展；
23
The cointegration between the ultimate consumption and economic progress in Henan province
河南省最终消费与经济增长的协整分析
24
Cointegration Analysis on the Relation Between Environment Regulations and Foreign Direct Investment of Hunan Province
湖南省环境规制与外商直接投资的协整分析
25
A Cointegration Analysis of the Relationship between Sino-Singaporean Intra-industry Trade and Economies of Scale
中国和新加坡产业内贸易与规模经济关系的协整分析
26
Forecasting the Farmer Price of Aquatic Products with the Theory of Cointegration and Error Correction Model
基于协整与误差修正机制的水产品收购价格预测模型研究
27
processing trade; RMB exchange rate movements; Cointegration Analysis; Error-Correction Model;
加工贸易；人民币汇率变动；协整浅析浅析；误差修正模型；
28
Research on Cointegration and Casual Relationship between International Petroleum and Gasolene Price
国际原油和汽油价格谐整和引导关系研究
29
Analysis of the cointegration among domestic consumption, investment and GDP of Shandong province
山东省国内生产总值与投资、消费的协整分析
30
Specification and Restriction Test for Cointegration Vectors: An Empirical Analysis for Chinese Money - income Ratio
协整设定和约束检验及其对我国货币收入速率的实证