1)cointegration test协整检验
1.Cointegration Test of Taylor Rule in China;泰勒规则在中国的协整检验
2.This article examines the international linkage among Chinese,American and Japanese corn futures market by using cointegration test,vector error correction model,variance decomposition and impulse responses function analysis methods,etc.本研究利用协整检验、向量误差修正模型、方差分解和脉冲响应函数等技术对中、美、日的3家农产品期货交易所的玉米期货价格关联性进行研究。
3.This article examines the dynamic relationship between China s soybean oil spot and futures price by using VAR model,cointegration test,error correction model,impulse responses analysis and variance decomposition methods,etc.利用单位根检验、VAR模型、协整检验、误差修正模型、脉冲响应函数分析和方差分解的一体化方法对我国豆油期货与现货价格的动态关系进行研究。
英文短句/例句
1.The application investigation of the Caner & Hansen method in the cointegration test;Caner&Hansen方法在协整检验中的应用研究
2.Research on the Application of the Enders-Granger Method in Cointegration Test;Enders-Granger方法在协整检验中的应用研究
3.Estimation of the Critical Values for PVECM-based Panel Cointegration Test;基于PVECM的综列协整检验临界值的计算
4.The Achievement of Cointegration in SAS/ETS协整检验在SAS/ETS中的实现
5.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
6.An Empirical Research of Co-integration Analysis for China s Monetary Demand Function;中国货币需求函数的协整检验实证分析
7.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
8.Unrestricted panel cointegration test based oncanonical correlation analysis基于典型相关分析的无约束综列协整检验
9.FDI and China's Industrial Structure Change:Co-integration Testing and AnalysisFDI与中国产业结构变迁:协整检验与分析
10.Testing for Threshold Cointegration in Nonlinear Smooth Transition Error Correction Models非线性误差校正模型中的阈值协整检验——基于阈值协整向量未知的扩展
11.Panel Unit Root and Panel Cointegration: Testing Methods and Applications to Chinese Economy;综列单位根和综列协整检验及其对我国的应用研究
12.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
13.PANEL COINTEGRATION TEST AND CAUSALITY ANLYSIS OF THE RELATIONSHIP BETWEEN FINANCIAL DEVELOPMENT AND FOREIGN TRADE IN CHINA;中国金融发展与外贸关系的面板协整检验和因果分析
14.Granger Cause and Cointegration Test on China s Tax Revenue;税收收入Granger因果和协整关系检验
15.Definition and Tests of Nonlinear Cointegration;基于STAR模型的非线性协整定义及其检验
16.An Empirical Study of Statistical Arbitrage Strategy Based on Cointegration;基于协整方法的统计套利策略实证检验
17.China finance market and real estate investment s coordination and Granger inspection;中国金融市场与房地产投资的协整和Granger检验
18.The Empirical Test of Cointegration and Causality between Shenzhen Composition Index and the Price of Shenfazhan;深发展与深成指协整和引导关系的实证检验
相关短句/例句
co-integration test协整检验
1.RMB Real Effective Exchange Rate,Fluctuation and Trade Balance:An Empirical Research Based on Co-integration Test and Generalized Impulse Response Function;人民币实际有效汇率及其波动与我国贸易平衡——基于协整检验与广义脉冲响应函数的实证研究
2.In view of the rapid development of Chinese service trade and the relatively lower competitiveness of service trade,this article carries out co-integration test and Granger test employing statistical data from 1983 to 2005 from a new angle of the relation between the FDI in service sectors and service trade.针对我国服务贸易发展较为迅速而逆差较大,竞争力较低这一现实,本文从服务业外商直接投资对服务贸易的影响出发,通过采用1983~2005年的经济数据,对二者的关系进行了协整检验和格兰杰检验。
3)co-integration协整检验
1.When there is no co-integration relationship between warrants and underlying target stocks,the Black-Scholes option model can not confirm the price of warrants efficiently.应用EG两步检验法和Johansen检验法对沪市认购权证和其标的股票进行协整检验,检验结果表明权证和其标的股票之间不存在协整关系。
4)cointegration协整检验
1.The cointegration method is employed in this paper to model the long run equilibrium relationship between stock market index and various macroeconomic variables.从理论和实证两方面分析股票价格指数与宏观经济之间的关系,协整检验结果表明,股票价格指数与宏观经济变量之间存在长期均衡关系。
2.This paper attempts to examine relationship between RMB exchange rates and stock prices in Chinese market by using vector auto-regression model,cointegration and standard Granger causality test.采用向量自回归VAR模型及协整检验等时间序列分析方法研究2005年人民币汇率制度改革后汇率变动与国内A股股票市场价格变动的关联效应,选取2005-07-21—2007-10-30间美元兑人民币汇率、上证综指及深证综指的日数据进行分析。
3.As an important tool of testing time series stationarity, unit root test is always used, and cointegration test is also often implied for judging long equilibrium between nonstationary variables.单位根检验是计量经济学中检验时间序列数据平稳性的最重要工具,而协整检验则是用来判断非平稳变量之间是否存在长期均衡关系的常用方法。
5)co-integration analysis协整检验
1.According to the import export and GDP data of Fujian from 1984 to 2007,and based on Granger causality test of VAR model and Impulse response function,we use co-integration analysis to research the interactive relationship between foreign trade and economic growth of Fujian Province.本文根据1984-2007年福建省的出口、进口和地区生产总值的数据,运用协整检验、基于VAR模型的Granger因果关系检验、脉冲响应函数等计量方法,研究了福建省对外贸易与经济增长的互动关系,并提出相应的政策建议。
6)cointegration analysis协整检验
1.This paper uses the monthly data of the years 2005-2008 to analyze several factors and their influence on China\'s agricultural export and import trade through cointegration analysis.文章基于2005～2008年间月度数据,通过协整检验分析了各相关因素对农产品进出口的影响程度。
2.Using the monthly data after China\'s entry of WTO, this paper applies cointegration analysis, error correction model and Granger causality test to analyze the relationship among our country\'s total quantities of consumable retail, export and import.文章使用我国加入WTO以来的最新月度数据,通过协整检验、误差修正模型、Granger因果关系检验等方法,对我国社会消费品零售总额、出口总额和进口总额之间关系进行了实证研究。
延伸阅读
协附1.犹依附﹑依傍。
