单位根检验,unit root test英语短句,例句大全

单位根检验,unit root test
1)unit root test单位根检验
1.LL Panel Unit Root Test and Its Application;LL面板单位根检验及其应用
2.Finite Sample Property and Application of the Unit Root Test M~(GLS) Statistics;单位根检验统计量M~(GLS)的有限样本性质与应用
3.Unit Root Test Allowing for Structural Breaks:A Literature Review;带有结构突变的单位根检验——文献综述

英文短句/例句

1.Unit Root Test Allowing for Structural Breaks:A Literature Review;带有结构突变的单位根检验——文献综述
2.Unit root test on time series with EGARCH-SGED error;具有EGARCH-SGED误差项的时序的单位根检验
3.Testing for a Unit Root in Time Series with GJR-GARCH Errors;具有GJR-GARCH误差项时序的ADF单位根检验
4.Unit root tests on time series with GARCH-SGED error term具有GARCH-SGED误差项的时序的单位根检验
5.Research on Wald Statistics for Unit Root Test单位根检验中的Wald统计量研究
6.Unit Roots Test and Monte Carlo Simulation on the Interval Structural Breaks;区间结构突变的单位根检验和蒙特卡洛模拟
7.Tests for Seasonal Unit Roots in Periodical Heteroscedastic Time Series;周期异方差时间序列的季节单位根检验
8.Restricted Structural Breaks Models and Unit Root Test in Panel Data;受约束结构突变模型与面板单位根检验
9.Testing China PPP in the Nonlinear STAR Unit Root Framework;中国购买力平价的STAR非线性单位根检验
10.Testing China RIP in the Nonlinear KSS Unit Root Framework;中国实际利率平价的KSS非线性单位根检验
11.Research on Asymmetric Unit-root Test on a GARCH(1,1) with Normal Errors;具有GARCH(1,1)-正态误差项的非对称单位根检验研究
12.Research on the Response Surface Function of P_T Statistic for Unit-Root Test;对单位根检验P_T统计量响应面函数的研究
13.Finite Sample Property and Application of the Unit Root Test M~(GLS) Statistics;单位根检验统计量M~(GLS)的有限样本性质与应用
14.Study on the Unemployment Rate s Structure Change Using the Panel Unit Roots Test;基于面板单位根检验的失业率结构突变研究
15.The Modification to Bias of IV Unit Root Tests in Panels;工具变量法综列单位根检验的有偏性及其修正
16.Seasonal Unit Root Test on China s Monthly Export Data;中国出口月度数据的季节性单位根检验
17.Testing for a Unit Root in Time Series with TARCH-Skew-t Errors;具有TARCH-Skew-t误差项时序的ADF单位根检验
18.Unit Root Tests on Time Series with GARCH-skew-t Error Term;具有GARCH-skew-t误差项的时序的单位根检验

相关短句/例句

unit-root test单位根检验
3)panel unit root面板单位根检验
1.Taking currencies of 15 countries as objects,we apply both the panel unit root method (LLC test,IPS test,and etc.以15个国家货币实际汇率为研究对象,对其进行面板单位根检验和面板协整检验,检验它们在布雷顿森林体系瓦解后的1979～2006年期间内是否满足购买力平价(PPP)。
4)ADF unit root testADF单位根检验
1.In this paper,the ADF unit root test of the time series with EGARCH-SGED error has been discussed by Monte Carlo simulation,The results show:if the generating progress is AR(1)-EGARCH-SGED,the Fuller critical value of Zt statistic can be used,but it will be unvalid for the Zρ statistic,if one want to use the Zρ statistic,it must be adjusted.在有限样本情况下通过随机模拟讨论了对具有EGARCH-SGED误差项的ADF单位根检验,分析了模型的滞后阶的设定、样本容量、参数变化对临界值的影响。
2.We simulate the finite-sample ADF unit root test with data generated from GJR-GARCH-skewt error processing by Monte Carlo simulation,and discuss the volatility of disturbance,parameters in conditional distribution,sample length and lever effect.本文在有限样本情况下,用Monte Carlo方法模拟了具有G JR-GARCH-skewt误差项时间序列的ADF单位根检验。
3.In this paper,the critical values,power and size distortion on ADF unit root test of time series with autoregressive conditional heteroscedasticity and skewed t conditional distribution on the error term has been analyzed by Monte Carlo simulation,which shows that we can′t use the Fuller critical values directly for serious volatility persistence cases.本文通过随机模拟,分析条件分布为偏t分布、具有自回归条件异方差误差项的时间序列的ADF单位根检验的临界值、检验的有效性和实际显著水平的扭曲分析。
5)ADF test of unit rootADF单位根检验
1.Using the econometric methods such as ADF test of unit root,Granger test of causality,the authors in this paper develop the equilibrium relationship between income and expenditure in Gansu Province rural households in past 28 years.文章利用ADF单位根检验、Engle-Granger协整分析等计量经济理论,对1978-2005年甘肃省农村居民人均可支配收入和人均消费支出的年度数据进行了相应的分析,并且当收入消费方程不协整时引入了虚拟变量,有效克服了变量在整个研究期间不协整的问题,并据此建立了相应的误差修正模型。
6)Demeaning or De-trending Unit Root Test退势单位根检验