门限协整模型(Threshold Cointegration)可以刻画这种考虑交易成本的沪深300和股指期货的动态价格关系。门限协整模型的核心是一个自激励门限自回归模型(SETAR)。
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分数协整模型 FIEC
But establish the co-integration model needs a large sample size, and co-integration model's veracity is low if the sample size is small.
但协整模型的建立需要很大的样本量,在数据量较小的时候,协整模型的准确性不高。
参考来源 - 协整理论在纺织品进出口分析中的应用研究We mainly studied long-run economic development through technological level under the condition of general equilibrium. We build a R&D model including financial department and use the most advanced econometric tools: Panel Cointegration model to demonstrate it.
关于长期经济增长,文章在一般均衡假设下,从长期经济增长的主要推动因素——技术进步出发,构造了一个含有金融部门的研发模型,并且采用国际计量经济学的最新研究——面板协整模型进行计量检验。
参考来源 - 内生框架下金融发展与经济增长的经济计量分析·2,447,543篇论文数据，部分数据来源于NoteExpress
使用协整模型评价现有国债规模。
Reviewing the government bond scale by setting up the cointegration equation model.
利用动态计量模型协整方法，得出影响农民家庭经营收入与工资性收入的主要影响因素和影响程度。
With the dynamic econometric models and cointegration approach, the extent and the influencing factors of farmers' household income and wage income are reached.
指出并非对任意非线性协整系统，都存在误差校正模型的表现形式。
The research results show that the error—correcting model may not exist in arbitrary non—linear cointegration system .
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