他们利用追踪资料共整合检定 (panel cointegration test) 与 追踪资料短期回归 (panel short-horizon regression) 进行检定, 结果发现汇率 9 与市场基要确实具有共整合关系, 而市场基要的...
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The paper made empirical analysis on the influence of macroeconomic index on the regional difference based on panel data′s unit root test, cointegration test, etc.
利用面板数据单位根检验、协整检验等计量经济学方法，实证分析了宏观经济指标对财产保险业务规模和赔付水平区域差异性的影响。
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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