On the Cointegration and Causality between Chinese GDP and Energy Consumption;

The cointegration Analysis of the Brent Futures Market;

Econometric methods including cointegration and causality tests are employed to investigate the interaction between Chinese petroleum consumption and world crude oil price,where there exists long-term cointegration but only unidirectional causal relations.

Nonparametric and Additive Model and Testing for Nonlinear Cointegration;

Study on modeling of nonlinear cointegration and empirical analysis of China s stock markets;

Based on the definition of generalized fractional cointegration,a sufficient condition for the existence of nonlinear cointegration for vector fractional integration time series was obtained,and a specific nonlinear function form was derived.

This paper use the venture capital data and the patent data-substitution of technology innovation,from America 1988 to 2003 and China 1994 to 2003,in order to carry on the unit root test and co-integration test.

A feasible method is firstly to test the causality between human capital and economic growth,and then to study their scalar relationship through co-integration test.

The raw quarterly data and logarithmic ones from 1986 to 1996 are analyzed by seasonal cointegration testing at three different frequencies,respectively.