单位根检验

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 .

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

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

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 .

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 .

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 .

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 .

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 .

在实证方法方面，本文使用ADF单位根检验、Johansen协整关系检验、向量误差修正模型以及格兰杰因果关系就货币政策对河南房地产价格的传导效应进行实证分析。

In the empirical process , this paper uses ADF unit root test , Johansen co-integration relationship test , vector error correction model and Granger causality test .

本文通过蒙特卡罗模拟，分析了DF检验式中联合检验F统计量的分布特征，在此基础上给出了有限样本条件下各检验统计量的响应面函数，从而使得单位根检验进一步完善。

This paper analyzes the properties of the small sample distributions of F-statistics and present the response surface functions for various finite sample sizes using Monte Carlo simulations . It helps to make unit root test result impeccable as well .

以统计量的实际分位数为临界值，在选择滞后截断参数使单位根检验具有最高势的前提下，通过比较检验的势给出了ADF检验和PP检验可靠性的比较结果及其适用范围。

Taking the real differential digit as critical value and selecting lag truncation parameter to make root test have maximum power , the author compares the reliability of ADF test and PP test through their theoretical power .

在此基础上，本文通过构建模型实证分析了FDI对三大区域经济增长的影响，其中采用的实证分析方法包括时间序列数据的单位根检验、协整检验、格兰杰因果关系检验和面板数据模型分析。

On this basis , this article establishes a model to analyze the FDI-growth effects among three regions . The empirical analysis methods include unit root test , cointegration test as well as Granger causality test of time series data and panel-data model analysis .

并且先对选取的汇率和股价数据采用ADF单位根检验，进行数据平稳性检验，避免出现伪回归结果。

Researcher use ADF unit root test for data stationary test to the selected exchange rates and stock price data , with the aim of avoiding " pseudo regression " results .

具有GARCH-SGED误差项的时序的单位根检验

Unit root tests on time series with GARCH-SGED error term

在利用ADF单位根检验对原始数据进行平稳性检验后，根据协整检验和Granger因果关系检验分析了交通运输与当地经济发展的关系。

First , the original data in ADF unit root test is conducted , and then the relationship between transport and local economic is analyzed according to the results of co-integration and Granger causality test .

选取代表性变量后，通过单位根检验、Johansen协整分析，发现污染变量均与经济、贸易存在长期稳定的协整关系。

After selecting the representative variables , we found that the pollution variable has the long-term stable cointegration with economy and trade by unit root test and cointegration test .

文章以浙江省各县市为样本，运用单位根检验、OLS等方法从区位条件角度对城市化与经济发展之间的互动关系进行了实证研究。

Using all the counties of Zhejiang province as samples , the study examines the relation between urbanization and economic development with Unit Root and OLS methods , which is based on location perspective .

因此本文再通过单位根检验、协整分析、向量误差修正模型、granger因果关系检验、脉冲响应和方差分解进一步查证热钱以何种路径、方式来影响通胀。

Therefore , this article verify further hot money affect inflation in what path , the way through the unit root test , cointegration analysis , vector error correction model , granger causality test , impulse response and variance decomposition .

最后，运用协整建模方法建立起了信号特征与刀具磨损量之间的协整模型，这其中包括单位根检验和Johansen检验等过程。

Finally , the cointegration model is constructed to reflect the relationship of tool wear and signal features by a series procedures such as unit root test and Johansen test .

采用扩充迪基-富勒（ADF）方法以及恩格尔-葛兰杰（EG）方法进行单位根检验和EG协整检验，可判别我国实际汇率是否为平稳时间序列，从而推断人民币汇率是否符合购买力平价。

Taking ADF method and EC mothod to test unit root and test EG harmonization and adjustment can judge that if our country 's actual rate was the stable time alignment , and infer that if RMB rate fit purposing power parity .