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。
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。
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。
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。
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