单位根

经过单位根检验、格兰杰因果检验，选择建立向量自回归模型。

After ADF test and Granger causality test , I establish a VAR model and forecast accordingly .

PANELDATA单位根和协整分析

Unit Root and Co - integrate Test Analysis of Panel Data

STAR模型中退势单位根检验的小样本性质研究

The Small Sample Properties for De-trending Unit Root Tests in STAR Frameworks

若E是F的重复根式塔，则E包含pi次本原单位根；

If E is a repeated radical tower , then E contains the p_i_th primitive roots of unity ;

单位根伪检验解析&以GDP时间序列为例

Analyzing Unit Root Spurious Test

q为偶数次本原单位根时量子群Uq（m，n）的区块结构

Block Structure of U_q ( m , n ) When q is a Primitive Root of Unity of Even Numbers

ADF单位根检验中联合检验F统计量研究

The Analysis of United Test of F Statistics in ADF Unit Root Test

在近单位根环境下，运用经验似然方法来检验或构造φn的置信区间是很有意思的课题，并且能起到很重要的作用。

Under the nearly unit root circumstance , applying empirical likelihood method to construct confidence intervals for φ n is an interesting topic and very useful .

定量分析方法采取的是现代计量经济学方法&ADF单位根检验、Granger因果关系检验法和最小二乘法。

Quantitative methods include ADF , Granger causality test and ordinary least squares .

单位根的DF、ADF检验与PP检验比较研究

The Research on the Comparison of Unit Root Test of DF , ADF and PP

本文使用含结构变化的单位根检验理论来分析上证综指、上证A指、上证B指和深证成指日收盘价格对数过程的特征。

This article adopts the unit root tests with structural change , and studies the characteristics of Shanghai composite index , Shenzhen ingredient index , Shanghai A-index , and Shanghai B-index .

通过单位根检验、F检验和协整检验我们得到混合模型和时间个体固定效应模型。

Through unit root test , F test and cointegration test , we obtain the pooled regression model and time and entity fixed effects regression model .

ADF检验是实际中最常用的单位根检验之一。

ADF test is the most common method of unit root test .

中国金融发展与城乡收入差距关系的再检验&基于面板单位根和VAR模型的估计

Reevaluation of the Relationships between Financial Development and Urban-Rural Income Disparity in China-an Empirical Study Based on Panel Unit Root and VAR Models

具有GARCH（1,1）-Normalerrors的单位根过程DF检验的可靠性研究

A Study on the Reliability of DF Tests for Unit Root Processes with GARCH ( 1,1 ) - Normal-errors

泛函中心极限定理渐进性与具有GARCH误差项的金融时序单位根检验

Functional Central Limit Theorem Approximations and ADF Unit Root Test of Financial Time Series With GARCH-GED Error Term

CEV模型的单位根检验新方法

New Method of Unit Roots Test in CEV Model

本文研究了ADF单位根检验中参数联合约束的拉格朗日乘数检验。

In this paper we propose Lagrange multiplier tests of joint hypotheses based on the ADF unit root tests .

Chang（2002）基于非线性工具变量估计，提出了对截面相关综列数据进行单位根检验的SN检验，在综列数据生成过程不含飘移和时间趋势时具有良好的表现。

The S_N unit roots test proposed by Chang ( 2002 ) for panels with cross-sectional dependency based on the nonlinear IV estimation performs better than the existing tests .

为探索中国经济波动的性质及影响因素，运用数理统计和回归分析方法对中国经济数据进行了单位根检验，揭示了中国经济增长加速度（GDP的二阶差分）具备随机游走性质；

Based on the work of unit root test of China 's GDP , the acceleration of China 's economic growth which is the second difference of GDP , is regarded as a random walk model .

高浓度CO2显著降低水稻和稗草单位根重根毛数，这可能是CO2浓度升高条件下根系活力显著降低的形态学原因之一。

Elevated CO_2 also decreased remarkably the number of root hair and per-unit dry root weight of rice and barnyardgrass , which might be one of morphological reasons why root activity decreased under FACE condition .

单位根检验中的Wald统计量研究

Research on Wald Statistics for Unit Root Test

本文第四章就是从第一个角度出发来研究SV模型的波动持续性，即对波动过程进行单位根检验。

We study the persistence from the former viewpoint in chapter 4 ; that is to say , we test for a unit root in volatility process .

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 .

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 .

在建立模型前，对各经济指标进行单位根检验和协整检验，作各变量对CPI的格兰杰因果关系分析。

Before modeling , first carry out unit root test and cointegration relationship test on each economic indicator and the make the variables granger causality analysis of the CPI .

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 .

尽管，在大样本下，传统的时间序列单位根检验（DF检验、ADF检验和PP检验）具有较好的功效。

Although , in big sample , the traditional unit root test of the time series ( for example , DF test , ADF test and PP test ) has a better power .

在制造业中，通过用NP检验和ADF检验对负债率的行业均值进行单位根检验，揭示了负债率的行业均值具有非平稳性。

In the manufacturing industry , the unit root test is done for debt / asset mean by using NP and ADF test , which reveals that mean is not stationary .

对非线性时间序列的研究，近几十年来，有两条研究路线非常活跃，其一是自回归条件异方差（ARCH）模型，其二是非平稳（单位根）时间序列模型。

In the last decade , there exist two active lines on the investigation of nonlinear time series . One is the autoregressive conditional heteroscedasticity ( ARCH ) model , the another is the nonstationary ( unit root ) time series model .