sub-cointegration model 降阶诊断协整模型法
Threshold cointegration model 门限同积模型
Cointegration and Error Correction Model 协整和误差修正模型
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It firstly arrives at the three conclusions in the theoretical analysis, then verifies these conclusions with such empirical ways as cointegration model, the granger causality test, ECM(error correction model).
首先在定性分析部分得出了三个结论与推测,然后在实证部分中采用协整分析、格兰杰因果关系检验、误差修正模型等计量分析方法对这三个结论与推测进行证明。
参考来源 - 进口贸易对我国经济增长影响的研究·2,447,543篇论文数据，部分数据来源于NoteExpress
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。
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。
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。
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