In this paper we use the variance decomposition of the vector error correction model(VECM) to perfectly and detailedly show the relationship between the housing price and the land price.
本文在基于向量自回归类模型的方差分解这一分析框架下将前人实证研究的方法和结论统一在一个新的分析框架内,并完整而细腻地描述了二者的相互关系。
With Vector Error Correction Model, impulse response analysis and variance decomposition, this paper analyzes the finance factors that cause the prompt rise of house price in China.
通过建立向量误差修正模型并借助脉冲响应分析和方差分解,重点对中国近年来住房价格上涨中的金融因素进行分析。
Basing on the var model, we use the impulse response function and variance decomposition method to analyzed the dynamic effect of the change of GDP and income on the housing price.
本文通过建立VAR模型,通过脉冲响应函数与方差分解的方法,研究了GDP与居民可支配收入变化冲击对房地产价格的动态影响。
Finally, by introducing into the impact on investor sentiment, the paper study the dynamic forms of the causal relation of them using impulse response function and variance decomposition.
最后结合了投资者情绪的影响,利用脉冲响应函数和方差分解对价量因果关系的动态表现形式作了进一步分析。
The variance of mercury concentration was related to the degree of the litters decomposition.
枯落物分解程度影响着汞浓度的变化。
Impulse response function and variance decomposition are used to analyze each influencing factor's effect of impact and influence degree on the consumption of energy dynamically.
脉冲响应函数和方差分解则动态分析了各影响因素对能源消费的冲击效果和影响程度。
We compare the spectral decomposition estimate by the analysis of variance estimate in the linear mixed model with two variance components.
对含两个方差分量的一般线性混合模型,我们给出其方差分量的改进估计,主要对组合谱分解估计进行改进。
It adopts the var method to get the co-integrated equation, and discusses the dynamic process with the techniques such as VECM, impulse response and variance decomposition.
具体的实证方法是采用VAR方法,在得出协整方程下,再进一步采用误差修正、脉冲响应、方差分解等技术来探讨汇率的动态变化过程。
It adopts the var method to get the co-integrated equation, and discusses the dynamic process with the techniques such as VECM, impulse response and variance decomposition.
具体的实证方法是采用VAR方法,在得出协整方程下,再进一步采用误差修正、脉冲响应、方差分解等技术来探讨汇率的动态变化过程。
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