经典回归模型是建立在平稳数据变量的基础之上的,对于非平稳变量,不能使用经典回归模型,否则会出现虚假回归等诸多问题。
New Page 1 关 键 词 :时间序列;稳定性;协整关系;建筑业 [gap=1120]Key words : time series; stationarity; cointegration; construction
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文章详细信息 关键词: 城市化;;城市公共支出;;协整关系 [gap=659]Keywords: urbanization;urban public expenditure;cointegration relationship
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Using the co-integration analysis, we find that in the long term, China's FDI, export and economic growth has the long-term co-integration relationship.
在协整分析中,我们发现,在长期,中国吸收FDI、出口和经济增长存在长期的协整关系,且FDI和出口贸易对经济增长有着正向的促进作用,尤其是出口贸易对中国经济增长的弹性较大,而印度,巴西,俄罗斯由于变量的不稳定性,三者之间并不存在着长期的稳定关系。
参考来源 - FDI,出口与BRICs经济增长关系的比较研究 (研究生论文)·2,447,543篇论文数据,部分数据来源于NoteExpress
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.
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.
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