Cointegration Tests的意思|示意

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协整检验


Cointegration Tests的网络常见释义

协整检验 协整检验(Cointegration tests):Pedroni, Kao, Maddala 和Wu

变量的协整方程分析 3.3 变量的协整方程分析(Cointegration Tests)------ 22-24 3.4 向量误差修正模型(ECM)分析------ 24-28

协整分析 ...协整分析;因果分析;Cholesky方差分解技术 [gap=957]Key words: banking industry structure; economic growth; cointegration tests; Granger Causality Tests; Cholesky Variance Decomposition ..

Cointegration Tests相关短语

1、 Panel cointegration tests 截面模型

Cointegration Tests相关例句

Cointegration tests and error correction model shows that: the relationship of China's housing and land prices in short or long-term is inconsistent.

协整检验和误差修正模型的结果表明:中国房价与地价的长短期关系是不一致的。

While we perform the regression analysis with stock return and inflation rates, we use the levels of stock prices and corresponding changes in inflation in our cointegration tests.

虽然我们执行与股票回归分析返回和通货膨胀率,我们利用股票价格和相应的水平变化在我们的协整检验的通货膨胀。

Chapter 4 tests integration and cointegration of a and B shares.

第四章做了沪深a、B股市场的单整及协整检验。

The empirical tests are conducted through the cointegration method and results show that the aluminum futures market, 7,14,28 days prior to the last trading day, supports the risk premium hypothesis;

结果显示:距最后交易日前7、14、28天的铝期货市场支持风险溢价假说,在风险溢价条件下具有长期效率;