... - 毕业论文网 关键词： 结构突变 单位根检验 DF统计量 蒙特卡罗模拟 检验功效 [gap=666]Key Words: structural break; unit root test; DF statistics; Monte Carlo simulation; test power ..
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structural-break 结构断裂
Structural Break Cointegration 结构突变协整
structural slope-break 构造坡折带
structural slop break zone 构造坡折带
structural slope break zone 构造坡折带
structural slope-break zone 构造坡折带
The article also discussion the structural break about VAR models in detail, and extend to multi- variable situations, the structural break also extend to existence of standard drift, slope changes and the time trend cases in the same time.
文中还非常详细的讨论了VAR模型结构变化的建模问题,并将模型推广到多变量情形,而结构的变化也推广到同时存在水平漂移、斜率变化及时间趋势的情形。
参考来源 - 协整变结构问题研究·2,447,543篇论文数据，部分数据来源于NoteExpress
以上来源于: WordNet
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