1) bound testing
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边限协整检验
1.
Using bound testing based on ARDL,we make the long-run and short-run relationship between exchange rate and trade exports.
使用自回归条件异方差(ARCH)模型描述汇率波动,建立多元ARDL模型,运用边限协整检验说明汇率波动与贸易出口长期与短期影响关系。
3) cointegration test
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协整检验
1.
Cointegration Test of Taylor Rule in China;
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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。
4) co-integration test
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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。
5) co-integration
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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。
6) co-integration analysis
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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。
补充资料:边限
1.边际。
说明:补充资料仅用于学习参考,请勿用于其它任何用途。
参考词条