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.
因此,在此基础上,对其进行协整检验。
fdi;出口;经济增长;面板数据;协整分析。
FDI; Export; Economic growth; Panel data; Co-integration analysis.
在协整检验的基础上,建立了各变量之间的长期均衡关系模型。
On the basis of co-integration test, the article sets up the model of the long-term relationship among variables.
本文借助协整检验等分析了小麦期货价格和现货价格之间的关系。
The paper also analyzes the co-integration test wheat futures prices and the relationship between the spot price.
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 .
结果表明,在货币和价格指标选择恰当条件下,二者存在协整关系。
The results show that there is a reliable co integration relationship between the true price level and currency in circulation.
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。
This study intends to find the Cointegration relations among the international stock indices, GDP.
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。
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.
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。
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.
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 locally kernel weighted least squares fit of the nonparametric regression models, this paper presents the nonparametric testing method for nonlinear cointegration.
本文使用1978~2003年数据,运用协整分析方法研究了我国经济增长与资本形成的关系。
The relationship between capital formation and economic growth in China is analyzed using the method of co-integration analysis and the data from 1978 to 2003 in this paper.
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.
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。
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.
在实证分析部分,笔者采用协整检验、格兰杰检验、聚类分析法对前文的观点予以了数据上的支持。
During the empirical studies, such approaches as the co-integration test, Granger-causality test and categorization are adopted to support the previous conclusions from the perspective of data.
文章采用协整分析方法对1982—2007年广西财政支农支出对农民收入的影响进行了实证分析。
This paper, adopting a co-integration analysis method, makes a positive analysis about the effects of public financial support to agriculture on farmers' income from 1982 to 2007 in Guangxi.
长期而言,经济增长与外贸依存度存在稳定的协整关系,而与外资依存度不存在协整关系相关性很低;
For a long time, there is a stable balanced relationship between the economic growth and foreign trade reliance, but is not between the economic growth and foreign investment reliance.
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。
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.
最后,根据协整关系的检验结果来建立VAR模型或者VEC模型,进而研究汇率变动对我国股市的影响。
Finally, establish VAR model or VEC model according to Co-integration results and then study exchange rate change to Our country Stock market's influence.
本文运用VAR模型协整关系的递归估计方法,对我国房地产金融结构和房地产经济增长的关联性进行了分析。
By using recursive estimation in cointegrated VAR model, we analyze the relationship between real estate financial structure and growth of real estate economy in China.
本文采用协整和因果检验方法,研究宏观经济变量、货币金融变量与我国债券市场价格波动的联动和因果关系。
This article applies causal testing method to study the correlation and causal relation between macro economic variation, monetary, financial variation and price movement of China bond market.
运用协整分析方法与误差纠正模型,考察了1991 ~ 2005年中国房地产价格与城市化水平之间的关系。
Using Johansen co integration test and vector error correction model, this paper investigates the relationship between price of real estate and urbanization in China over the period 1991-2005.
分析周期可以找出我国股市周期与经济周期之间关系,用协整检验,考察我国股市周期与经济周期之间长期关系。
We can find out the relationship between the two cycles. We adopt the co-integration test to examine a long-term relationship between China's stock market cycle and the economic cycle.
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。
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.
根据1952—2002年的统计数据,利用状态空间模型对中国电力消费与经济增长关系进行了变参数协整检验。
According to the statistic data from 1952 to 2002, the state space model is used to study the relationship between electricity consumption and China's economic growth.
利用协整检验方法,对我国股价指数和物价指数波动的关系进行分析,可知上证指数和深证成指在波动的延续性上不同;
This paper tests the relationship of fluctuation between Chinese stock price index and price index by using approaches of Johansens co integration test.
一个可行的方法是首先检验人力资本与经济增长之间的因果关系,然后再通过协整性检验对两者之间的数量关系进行分析。
A feasible method is firstly to test the causality between human capital and economic growth, and then to study their scalar relationship through co-integration test.
通过对香港地区1979~2007年间商业物业价格与租金关系的定量研究指出,房价与租金存在长期均衡的协整关系。
This study carries out a quantitative investigation on the relationship between prices and rentals of the Hong Kong commercial property during 1979-2007.
利用SAS的ETS模块做协整检验,不仅可以充分实现模型的设定和多样的估计,而且可以集成其他模块完善输出结果。
The SAS/ETS can completely specify model and achieve a variety of estimators, furthermore, it can perfect output show by combining other parts.
利用SAS的ETS模块做协整检验,不仅可以充分实现模型的设定和多样的估计,而且可以集成其他模块完善输出结果。
The SAS/ETS can completely specify model and achieve a variety of estimators, furthermore, it can perfect output show by combining other parts.
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