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。
Traditional linear cointegration theory and ECM can be used widely in time series analysis.
传统的线性协整和ECM在现代时间序列分析中得到广泛应用。
This paper analyzes the income and consumption of Chinese countryside under cointegration theory.
文章利用协整理论对我国农村居民收入和消费进行了分析。
This study intends to find the Cointegration relations among the international stock indices, GDP.
本项研究试图建立各国股票市场指数之间、各国GDP之间的协整关系。
The research results show that the error—correcting model may not exist in arbitrary non—linear cointegration system .
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 house price development is investigated by panel cointegration techniques. Evidence is based on a data-set for 35 major cities.
本文利用板面协整技术和35个大中城市的数据， 考察房价变化， 以便了解泡沫的规模。
Chaper three has tested the qualitative conclusion quantitatively by the Cointegration Theory, Error Correction Model and Granger Causality test.
第三章运用协整理论，误差修正模型及格兰杰因果关系检验对定性分析结论进行了实证定量分析检验。
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。
This paper analyzes foreign exchange reserves using year data from 1979 to 2005 by the method of cointegration analysis, and answers the above questions.
利用1979年—2005年的年度数据，运用协整分析的方法对外汇储备及相关变量进行分析，并通过得出的结论对上述问题给出一个解答。
With the dynamic econometric models and cointegration approach, the extent and the influencing factors of farmers' household income and wage income are reached.
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。
The paper made empirical analysis on the influence of macroeconomic index on the regional difference based on panel data′s unit root test, cointegration test, etc.
利用面板数据单位根检验、协整检验等计量经济学方法，实证分析了宏观经济指标对财产保险业务规模和赔付水平区域差异性的影响。
Moreover, Chapter Three analyzes the effects of the foreign reserve on the money supply empirically through the cointegration theory and vector autoregression model.
第三章利用协整理论与向量自回归模型，从实证上分析了外汇储备对我国货币供给的影响。
M1 and M2 indirectly effect the stock market through GDP but no transmition mechanism is formed stock market is a weakly exogenous variable in the cointegration vector.
M2均通过GDP对股市产生间接影响，但没有形成利率传导机制，我国股市是关于协整向量的弱外生变量。
Based on the stationarity test of time alignment, it can be determined that there is no cointegration between foreign exchange earnings from tourism and economic growth.
依据时间序列的平稳性检验可以判定：旅游外汇收入和经济增长两时间序列之间应不是协整的。
The study also USES cointegration test, Granger causality test as measurement methods. It tries to study new perspective on clear ideas and use scientific research methods.
研究还采用了协整检验和格兰杰因果关系检验等计量方法，力求做到研究视角新颖、研究思路清晰、研究方法科学。
We adopt the idea of cointegration and apply the methods that are more generalized than cointegration regression to study the Statistical Arbitrage Models of the securities.
本文借鉴协整的思想，并采用比协整回归更一般化的方法来研究股票之间的统计套利模型。
Since the existence of structural shifts would bias the result of stationary test, which could lead to mendacious result in cointegration analysis and misleading conclusions.
由于结构突变的存在会影响数据平稳性的检验结果，导致在进行协整分析时得出错误的结论。
The results show that there is a cointegration relationship between urbanization and energy consumption of our country and error correction mechanism exists in the short term;
结果表明，我国城市化与能源消费存在协整关系，短期内存在误差修正机制；
Based on the locally kernel weighted least squares fit of the nonparametric regression models, this paper presents the nonparametric testing method for nonlinear cointegration.
本文基于非参数回归模型的局部核权最小二乘法提出变量间非线性协整的一种非参数检验方法。
Then performs cointegration test and causality test with the relative data, which shows the correlativity and the causality between the terms of trade and the influencing factors.
并对贸易条件及其主要影响因素进行了协整检验和因果关系检验，得出它们长期的相关关系，以及贸易条件与各因素间的因果关系。
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。
This paper uses the monthly data of the years 2005-2008 to analyze several factors and their influence on China's agricultural export and import trade through cointegration analysis.
文章基于2005～2008年间月度数据，通过协整检验分析了各相关因素对农产品进出口的影响程度。
Based on the local kernal weighted least squared fit of the nonparametric and additive regression model, this paper presents the nonparametric testing method for nonlinear cointegration.
本文基于非参数可加回归模型的局部核权最小二乘法提出变量间非线性协整的一种非参数检验方法。
Panel spurious regression and. cointegration , especially panel cointegration of dependence section, is noteworthy. How to test and estimate the panel cointegration is also a important question.
面板数据的不稳定性导致的伪回归、协整检验及协整方程估计，尤其是部门依赖的协整检验及估计是一个有待解决的重要问题。
As an important tool of testing time series stationarity, unit root test is always used, and cointegration test is also often implied for judging long equilibrium between nonstationary variables.
单位根检验是计量经济学中检验时间序列数据平稳性的最重要工具，而协整检验则是用来判断非平稳变量之间是否存在长期均衡关系的常用方法。
By using the cointegration testing and vector autoregression models, we examine the long-run equilibrium and short-run fluctuations in the growth-led roles of foreign aggregate supply and demand.
本文利用协整关系检验和向量自回归模型，从短期波动和长期均衡角度，描述和检验了国外总需求和总供给对中国经济增长的拉动作用。
The linear cointegration theory has been successfully applied on a hydraulic servo system condition monitoring. But the insensitivity to some types of system faults hammered its application prospect.
基于线性协整理论的液压舵面伺服系统状态监测，已经取得了积极的效果，但显示出对部分故障敏感性较弱的不足。
The linear cointegration theory has been successfully applied on a hydraulic servo system condition monitoring. But the insensitivity to some types of system faults hammered its application prospect.
基于线性协整理论的液压舵面伺服系统状态监测，已经取得了积极的效果，但显示出对部分故障敏感性较弱的不足。
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