协整检验

采用MonteCarlo模拟方法，给出了小样本容量下协整检验临界值的响应面（ResponseSurface）方程。

In this paper , we develop the response surface equations for the critical value for cointegration test in small sample using Monte Carlo simulation .

文章通过协整检验发现，FDI流入分别对经济增长与国内投资产生正向、负向作用，除中部地区外，这一趋势还将在今后一段时间持续。

According to Cointegration Test , the influx of FDI has imposed positive and negative effect on economic growth and domestic investment respectively , except the central part .

FDI与中国产业结构变迁：协整检验与分析

FDI and China 's Industrial Structure Change : Co-integration Testing and Analysis

协整检验表明二者之间存在长期的均衡关系，农业FDI是农产品出口结构优化的格兰杰原因；

Co-integration test shows that a long-term equilibrium existed in both , and agriculture FDI is the Granger Causality of the export structures optimization of agricultural products .

第四章是重庆FDI、对外贸易与经济增长关系的实证分析，运用平稳性检验、协整检验和格兰杰因果关系检验法进行研究。

Chapter 4 is the empirical analysis of the relationships among FDI , foreign trade and economic growth , using the methods of cointegration test and Granger causality test .

本文通过VAR模型的协整检验，可发现我国的政府投资、私人投资、外商投资与GDP之间存在长期的均衡关系。

In this paper , the VAR model cointegration test of government investment , private investment , foreign investment and GDP in the presence of long-term equilibrium relationship .

对于第一种类型提出了基于ADF检验统计量的变结构协整检验和建模方法。

The paper developed the ADF-type statistic for testing of cointegration with coefficients shift and associated modeling procedure .

本文使用Granger协整检验方法对DCE（大连商品交易所）和CBOT（芝加哥商品交易所）大豆期货价格的平稳过程作了比较研究。

This paper studies stable process of soybean futures prices between DCE and CBOT by Granger co-integration test .

其次，本文通过建立计量模型，使用协整检验和格兰杰因果检验，对青岛市FDI与GDP之间的协整关系和因果关系进行分析。

Second , by establishing an econometrics model and using the cointegration test and Granger causality test , this paper makes causal analysis on the relationship between FDI and GDP of Qingdao .

面板数据协整检验实证分析结果表明RD和RD溢出与资本积累之间、RD和RD溢出与总产出增长之间分别存在显著的正面长期协整关联。

Empirical results from panel cointegration tests indicate that there is a strong positive long-run cointegrating relationship both between capital accumulation and R D R D spillovers and between output growth and R D R D spillovers .

利用Engle和Granger提出的协整检验方法研究2000-2009期间金价和通胀是否存在协整关系。

We examined the existence of cointegration during the period of 2000-2009 using Engle and Granger co integration test .

实证研究部分，对中国经济增长（以GDP为代表）与石油等能源消费量进行了协整检验和Granger因果关系检验，并建立了ECM模型。

The empirical research on the relationship between economic growth ( GDP ) and oil consumption in China was done by using the Co-integration test and Granger Causality test .

本文运用2004年5月～2006年8月的月度数据，通过协整检验和VAR方法分析了房地产新政下的上海市房价变动情况。

Monthly datum are handled through co-integrating and VAR to analyze influencing factors on Shanghai real estate price from May 2004 to Aug 2006 under ' new real estate policies ' .

区域经济增长的物流支持研究&基于湖南数据的协整检验和VEC模型分析

Analysis on Logistics Supporting in Regional Economic Growth & Co-integration Test and Vector Error Correction Model Based on Hunan Province

通过Johansen协整检验得出，我国的货币供应量和Solow残差之间存在长期内的协整关系。

Through the Johansen test , it proves that cointegration relation exists between money supply and the Solow Residual .

并通过协整检验分析得出，新疆GDP与出口和进口之间存在着长期稳定的关系，出口贸易对新疆的经济增长推动作用大于进口贸易。

And obtained through the analysis of cointegration test in Xinjiang between GDP and export and import of long-term stable relationship exists , the export trade to boost economic growth in Xinjiang , more than imports .

运用Engle和Granger（1987）提出的协整检验方法，推导出人民币均衡实际汇率协整方程。

Utilizing Engle and Granger ( 1987 ) two-step co-integration analysis , Renminbi equilibrium real exchange rate co-integration equation is worked out .

运用VAR模型、Granger因果检验、脉冲响应分析及协整检验对证券交易所国债指数和银行间国债指数的关联性进行检验和分析。

The paper tests and analyzes the linkage between bourse and inter-bank treasury bond index by using VAR ( model ,) Granger causal test , impulse response analysis and co-integration test .

并依据全国30个省、市、自治区1999-2007年的面板数据，构建模型并做出相关协整检验与Granger因果检验，对地方政府土地出让收入、财政支出与房地产价格的相关性展开研究。

Based on the panel data of 30 provinces from 1999 to 2007 , I will build models and make the relevant cointegration test and do Granger causality test .

在此基础上，我们运用Johansen协整检验对中国国际竞争力与其决定变量之间的关系进行了实证分析。

Then we study the relationship between China 's international competitiveness and the main variables using Johansen cointegration test .

第三章介绍了单位根检验、协整检验、误差修整模型、Granger因果关系检验，这些都是文中后面估计模型和进行模型分析要用到的一些计量方法。

Empirical results of the paper support this hypothesis . The third chapter introduces the theory of unit root examine , cointegration test , error correction model and Granger-causality examine .

从理论上分析它们之间的关系并采用相关性检验、协整检验、Granger因果检验等方法进行了实证分析。

It starts the analysis from the view of basic theories , and then makes a empirical study mainly by adopting relativity analysis , integrated test , Granger causality test .

然后，通过不同的样本数据，采用协整检验与Granger因果关系检验等方法实证研究中国财政货币政策相关工具变量对经济发展的影响；

Then , based on sample data , an empirical research on the effect of these policies on economy development is made by the methods of co-integration and Granger test .

通过Johansen协整检验和ECM模型进行分析，发现在长期内股票市场的发展对经济增长有稳定的促进作用，且是显著的；但是短期影响极其有限。

We find that the stock market development promote economic growth significantly in the long run . But it has very limited impact in the short-term .

介绍了中国FDI和GDP的发展趋势，利用单位根检验、协整检验以及Granger因果检验对FDI与GDP之间的关系进行了实证研究。

This paper introduces the developing trends of FDI and GDP in China , and researches empirically on the relationship between FDI and GDP by using the unit root test , co-integration test and Granger causality test .

对江苏省金融发展与经济增长的指标序列进行了向量协整检验并建立了向量误差修正模型（VEC）。

We establish the vector cointegration test and vector error correction model ( VEC ) for Jiangsu province financial development and economic growth series .

关于开展农村消费信贷的可行性，本文通过计量经济学方法，包括对GDP的弹性、滞后期以及协整检验，给予实证证明消费信贷的优越性。

As to the feasibility of consumer credit in rural areas , by econometric methods , including the flexibility of the GDP , lags and co-integration tests , this paper gives evidence to prove the superiority of consumer credit .

本文基于新颖的和交叉性统计数据，通过协整检验与Granger因果关系检验等方法，对中国货币政策的利率传导机制进行实证研究。

This paper conducts empirical study on the transmission mechanism of interest rate in China monetary policy , via co-integration and Granger causality test and based on new and cross statistics .

然后，运用AD方法检验数据时间序列的平稳性，接着对各宏观经济变量对上证指数进行协整检验和Granger因果关系检验。

Then stationarity of time series for the data has been examined by adopting AD method , followed by cointegration test and Granger causal relation test against each macroeconomic variable and Shanghai Stock Exchange index respectively .

进一步，本文将SUR的回归思想应用于横截面相关的面板单位根和面板协整检验。

Furthermore , we extend the SUR method to panel unit root test and panel cointegration test to accommodate dependence across the cross-section .