1) Markov Switching-Vector Error Correction Model
具有马尔可夫区制转移的向量误差修正模型
2) MS-VAR
马尔可夫区制转移向量自回归模型
3) Mokov regime switching model
马尔可夫体制转换模型
4) vector error correction model
向量误差修正模型
1.
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。
2.
The paper uses co-integration analysis and constructs a vector error correction model to reflect the dynamic relationship between expenditure for science & technology in agriculture and grain growth based on annual date from 1978 to 2003.
目前国内学者研究这一问题时大多采用多元统计方法,本文拟采用协整分析方法、向量误差修正模型及Granger因果关系等证实农业科技投入的变化导致粮食产量的重大变化这一结论。
3.
The paper uses multivariable integration test and Granger causality test based on vector error correction model and analyzes the relationship between China s energy consumption and economic growth.
利用多变量协整检验和基于向量误差修正模型(VECM)的因果关系检验,实证分析了中国能源消费与经济增长之间的关系;结果表明,GDP资本存量,劳动力以及能源消费之间存在着长期均衡关系,且短期内存在由能源消费至GDP增长的单向因果关系,能源消费每变动1个百分点,会带来0。
5) VEC model
向量误差修正模型
1.
From the view of financial development,the relations between financial development and urban-rural income gap in Jiangsu from 1978 to 2004 were empirical analyzed based on VEC model.
以金融发展为视角,基于向量误差修正模型,利用协整检验的方法,对1978—2004年的江苏省的金融发展和城乡收入差距的关系做了实证研究。
2.
By creating a commercial bank s demand model on preventive liquid assets,this paper exerts VEC model and variance decomposition method to make an empirical study on the causes of excessive liquidity in Chinese banking industry.
通过建立银行预防性流动资产需求模型,运用向量误差修正模型(VEC)和方差分解方法实证分析我国银行流动性过剩的原因。
3.
Results from a VEC model revealed that the growth of GDP and investment increased employment in Inner Mongolia (IM),although this effect was becoming weaker and weaker.
向量误差修正模型显示,内蒙古GDP增长和固定资产投资增加都带动了就业,但带动作用越来越弱。
6) VECM
向量误差修正模型
1.
The paper builds a VECM based on related monthly data from Jan 1995 to Dec.
本文采用相关指标1995年1月至2005年12月期间的月度数据,建立向量误差修正模型,运用一般脉冲响应函数,对人民币汇率变动与中德双边贸易的相互关系进行实证检验,发现中德双边贸易存在着J曲线效应。
2.
This paper discusses the long-run dynamic equilibrium relationship between exportation,importation and economic growth in China in the period of 1978-2004 by a series of modern econometrics means: ADF test,cointegration test,VECM,Granger causality test,variance decomposition and impulse responses.
本文采用ADF检验、协整检验、向量误差修正模型、Granger因果检验、方差分解和脉冲响应函数等一系列现代经济计量学方法,研究我国改革开放以来对外贸易与经济增长之间的长期动态均衡关系及信息传导机制。
3.
In this paper I use econometric methods to build up VAR model, VECM, ECM and Stepwise regression tax forecast model.
本文运用现代计量经济方法,分别建立了向量自回归(VAR)模型,向量误差修正模型(VECM),误差修正模型(ECM),逐步回归税收收入预测模型。
补充资料：马尔可夫链模型
见数理社会学。
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