1) fractional cointegration
分数维协整
1.
The Analysis of Threshold and Fractional Cointegration and Its Applications in Economics;
门限及分数维协整分析及其在经济中的应用
2.
This paper constructs a multivariate long memory stochastic volatility (MLMSV) model and provides its spectrum likelihood estimation method, as well as the testing procedures for fractional cointegration under MLMSV frame.
对多元长记忆随机波动进行建模,并给出了相应的谱似然估计方法以及在多元随机波动模型框架下分数维协整的检验步骤。
2) fractionally integrated
分数维单整
3) co-integration test
协整分析
1.
By applying the analysis of Co-integration test in a substantial research, the paper eliminates the unbalance of time series and reserves the longtime information included in the data.
从凯恩斯的货币需求函数结合目前中国货币需求现状出发,提出了上世纪90年代中期以来中国的货币需求函数,并运用协整分析方法进行实证研究,从而既可以消除时间系列的非平衡性,同时又保留了数据资料所包含的长期信息。
2.
Through three technical methods,Unit Root Test,Co-integration Test and Granger Causality Test,the paper gets some fruitful conclusions: there is one Co-integration among the excess liquidity,excessive currents,stock index and the trade structure,and all the four factors except trade structure can be regarded as the reasons leading to the e.
本文从宏观角度出发,选取银行存贷差等可以反映流动性过剩的指标,以2000年1月~2007年10月的相关数据为基础,采用协整分析、格兰杰因果关系检验等方法得出以下结论:流动性过剩同外汇占款、货币发行量、股票市场以及贸易结构存在协整关系,外汇占款、M2、股价可以视为导致存贷差不断扩大即流动性过剩的原因,但目前贸易结构并不是导致我国流动性过剩的直接原因。
3.
It is provided Johansen co-integration test and vector error correction model in this paper.
运用协整分析方法与误差纠正模型,考察了1991~2005年中国房地产价格与城市化水平之间的关系。
4) cointegration
协整分析
1.
The Cointegration Analysis between Foreign Trade and Economic Growth in Gansu Province;
甘肃对外贸易与经济增长关系的协整分析
2.
In thispaper,With cointegration analysis and Granger causal relation test,the causal relation of coal consumption and GDP of the world main coal consumption countries(China,US,India,Russia,Japan and South Africa) between 1981-2005 has studied in this paper.
本文运用协整分析、格兰杰因果关系,检验对世界主要煤炭消费国家(中国、美国、印度、俄罗斯、日本和南非)1981~2005年的煤炭消费与GDP之间因果关系及其内在规律,进行了分析和研究。
3.
Using methods of ADF Unit root test and cointegration analysis methods of Dynamics Econometrics and data in 1989～2004 of the Capital region,the relationship between technical market development and regional economic growth is analyzed.
采用单位根检验、协整分析以及Granger因果检验法对1989~2004年首都区域技术市场发展与经济增长之间的长期关系进行了动态协整分析。
5) co-integration analysis
协整分析
1.
The co-integration analysis on NSFI input and S&T paper s output;
自然科学基金投入与科技论文产出的协整分析
2.
Change of Urban-rural Income Gap and Economic Growth in Guangxi:Co-integration Analysis and Granger Causality Test
城乡收入差距变化与广西经济增长:协整分析及Granger因果检验
3.
Based on the time series dynamic equilibrium analysis method for co-integration analysis,Granger-causality test,and error correction model analysis of the relationship between R&D expenditure and economic growth in China according to the data of 1978-2005,the dynamic equilibrium relationship between R&D expenditure and economic growth was revealed.
采用时间序列动态均衡关系分析方法,选取中国1978~2005年R&D投入与GDP数据,对中国R&D投入与GDP变量间进行协整分析、因果关系检验和误差修正模型分析。
6) co-integration
协整分析
1.
Granger causality and co-integration test are employed to analyze the time series data formed by the thirty-year GDP s data on flow and the annual FDI data after China s reform and opening up.
在对数据进行处理之后对其进行了协整分析,对我国利用FDI与我国经济总量发展的关系进行模拟,模拟结果显示我国利用FDI流量与国民生产总值(GDP)的数量关系成正指数性关系,FDI的利用对我国经济的发展起到了拉动的作用;而反过来,我国经济的良好运行同时又吸引了FDI流入我国,两者呈互为因果、互相促进的关系。
2.
Based on the wealth effect theory,this study uses the quarterly data from 2000 to 2006 to test the wealth effect in China by co-integration analysis.
文章在对财富效应理论阐述的基础上,通过协整分析,采用2000年到2006年季度数据对我国股市财富进行的了经济计量检验。
3.
This article makes a co-integration analysis on R&D expenditure and hi-tech production export,and points out that co-integration relationship exists between them.
本文主要对中国R&D投入与高技术产品进行协整分析,得出两者之间存在协整关系;并且进行了Granger因果关系检验,R&D投入的变化是引起高技术产品出口的变化的原因。
补充资料：连分数的渐近分数
连分数的渐近分数
convergent of a continued fraction
连分数的渐近分数l阴ve吧e时ofa阴‘毗d五，比.;n侧卫xp口.坦”八卯6‘] 见连分数(con tinued fraction).
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