CointegratedVAR
- cointegration analysis中文
- cointegration test中文
- Cointegrated VAR
- cointegration analysis中文
- Cointegrated VAR
- cointegration檢定
- cointegration統計
- cointegration中文
- Johansen test
- Johansen test
- engle granger test
- Cointegrated VAR
- I 1 process
- vecm向量誤差修正模型
- cointegration test中文
- engle granger test
- I 1 process
- cointegration中文
- 共整合檢定
- engle granger
- engle and granger共整合
- cointegration中文
- cointegration test
- 共整合檢定stata
- cointegrating中文
,Abstract:ThepaperconsidersaBayesianapproachtothecointegratedVARmodelwithauniformprioronthecointegrationspace.Buildingonearlierworkby ...,由KJuselius著作·2018·被引用2101次—ThecointegratedVARapproachcombinesdifferencesofvariableswithcointegrationamongthemandbydoingsoallowstheusertostudybothlong ...,Cointegration.•TheVARmodelsdiscussedsofareareappropri-ateformodelingI(0)data,likeassetreturnsorgr...
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