panel co-integration 面板协整
co-integration test 协整检验 ; ganger检验
co-integration 协整分析 ; 共同整合 ; 协整
Co integration Test 格兰杰因果检验 ; 协整检验
Co-integration Approach 运用协整方法
johansen co-integration johansen协整
co-integration model and arch model 协整模型与arch模型
以上来源于: WordNet
The results show that there is a reliable co integration relationship between the true price level and currency in circulation.
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。
This paper tests the relationship of fluctuation between Chinese stock price index and price index by using approaches of Johansens co integration test.
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;
Based on the wealth effect theory, this study USES the quarterly data from 2000 to 2006 to test the wealth effect in China by co-integration analysis.
文章在对财富效应理论阐述的基础上,通过协整分析,采用2000年到2006年季度数据对我国股市财富进行的了经济计量检验。
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