结构向量自回归,structural vector autoregression英语短句,例句大全

结构向量自回归,structural vector autoregression
1)structural vector autoregression结构向量自回归
1.Having tested that M2 is I(2) and real output is I(2), a structural vector autoregression framework is used to analyze the effect of a permanent change in China s money growth rate on the long-term real output level from 1962 to 2002.在检验出货币供应量M2为I(2),实际产出为I(1)之后,再用一个只包含M2的增长率、实际产出两变量的二元结构向量自回归模型来研究1962～2002年期间货币供应量增长率的一次永久性变化对实际产出的长期影响,结果表明,在中国存在Tobin效应,即货币供应量M2增长率的一次永久性增加使实际产出增加,货币长期超中性不成立。

英文短句/例句

1.Empirical Analysis of Chinese Price Fluctuation Based on SVAR Model基于结构向量自回归模型的我国物价波动实证分析
2.The Regional Asymmetric Effect of China's Monetary Policy--A Test Based on the Structural Vector Autoregression Model中国货币政策区域非对称性效应——基于结构向量自回归模型(SVAR)的检验
3.The vector autoregressive model of Chinese industrial structure trend analysis;中国产业结构趋势分析的向量自回归模型
4.Empirical Analysis of the VAR Model on Exchange Rate Microstructure汇率微观结构决定的向量自回归模型实证研究
5.A Vector Regression Price Model of Day-ahead Electricity Market and Its Structure Analysis日前电力市场矢量自回归模型及其结构分析
6.The Support Vector Regression Method for Structural Damage Detection;结构损伤检测的最小二乘支持向量机回归方法研究
7.Topological research on the molar magnetic susceptibility of alkali metal compounds with support vector regression基于拓扑结构的碱金属化合物摩尔磁化率的支持向量回归研究
8.Research on structural health monitoring for wing box based on support vector regression machine基于支持向量回归机的机翼盒段结构健康监测研究
9.Empirical Analysis on Partial Adjustment to Autoregressive Model of Capital Structure and its Endogenous Variants;资本结构部分调整自回归模型与其内生性变量的实证分析
10.The Simulation and Forecast of Shanghai Stock Index Based on Vector Autoregression Model;基于向量自回归方法的上证指数模拟和预测
11.Vector Autoregressive Model Selection Based on Gibbs Sampler;基于吉伯斯样本生成器的向量自回归模型选择
12.An Online Learning Algorithm of Support Vector Regression Based on Natural Gradient基于自然梯度的支持向量回归在线算法
13.Adaptive Weighted Least Square Support Vector Machine Regression and Its Application自适应加权最小二乘支持向量机回归及应用
14.The Applications of Support Vector Machines for Regression in Curves Fitting/Reconstruction;支持向量回归在曲线拟合/重构中的应用
15.Fuzzy-robust Design of Linkage Mechanism Using Support Vector Regression基于支持向量回归机的连杆机构模糊稳健设计
16.Studies on Biomass Structure and Its Regression Models of Bambusa rigida Keng滩地硬头黄竹生物量结构及回归模型的研究
17.Regress our first independent variable x1 on our second independent variable x2 , and then obtain the residual .将第一个自变量向第二个自变量进行回归，然后得到残差。
18.A Research on the Relationship between Stock Price and Macroeconomic Variables Based on Vector Autoregression Model;基于向量自回归方法的股票价格与宏观经济变量关系研究

相关短句/例句

SVAR model结构向量自回归模型
3)structural vector autoregressive (SVAR)结构向量自回归(SVAR)
4)SVAR with Block Exogeneity含外生变量的结构向量自回归模型
5)vector autoregressive向量自回归
1.Focusing on the demand of wind turbine aerodynamics and structural analysis, a novel vector autoregressive method for 3-dimmentional wind speed simulation is presented.针对风力发电机空气动力学和结构分析的要求,提出一种新的向量自回归(vector autoregressive,VAR)三维阵风速场仿真方法。
2.The error correction model and vector autoregressive model between the two variables were set up.基于1985~2004年数据,运用协整理论分析了浙江省固定资产投资增长率与GDP增长率的均衡关系,并建立了它们之间的误差修正模型(ECM)和向量自回归(VAR)模型。
3.Using the weekly data on the SSE(Shanghai Stock Exchange) bond market from 2001-09-01 to 2005-02-28,the expectations hypothesis of the term structure was tested and analyzed with the modern financial econometric methods of regressive analysis,unit root test and vector autoregressive.采用上海证券交易所债券市场2001-09-01到2005-02-28的每周国债收盘价格为研究样本,利用回归分析、单位根检验以及向量自回归这些现代金融计量方法对利率期限结构的形成假设理论进行验证和剖析,并提出了利用EGARCH-M模型来刻画某些长短期利率间期限溢价的动态变化特征。
6)vector auto-regression向量自回归
1.Using Vector Auto-regression model and Impulse Response Function,this article investigates the dynamic correlation between development of urbanization and the level of consumption.从定量的角度,采用向量自回归模型,运用脉冲响应函数对我国城市化和全国平均消费水平进行了动态性研究,揭示了两者内在的相互促进方式。
2.By establishing the vector auto-regression time series model,the authors use least square algorithm to estimate the model s parameter matrix and predict the time-varying parameters of a time-varying auto-regression (AR) model.本文对一般时变自回归模型(TVAR)的时变系数提出一种估计方法,即建立一个关于时变系数的向量自回归时间序列模型,利用最小二乘方法计算其系数矩阵,在此基础上预测时变系数,从而得到时变自回归序列的点预测,另外给出了点预测和区间预测的方法。
3.This paper tests the response of economic growth to the investment since 1978 using vector auto-regression model, and the result shows that investment, during the whole period, has the obvious short effects, and the response elasticity is significantly less than one.本文利用向量自回归 (VectorAutoregresion)模型中的脉冲响应函数检验了中国自 1 978年以来经济增长对投资的响应路径 ,结果发现 ,在整个期间 ,投资具有非常明显的短期性 ,而且经济增长率对投资的响应弹性在大多数的时间显著小于 1 ,这也说明了投资仍然是粗放型的 ,而不是集约型的。