cointegration

cointegration怎么读

英式音标：[kəʊaɪntɪɡ\'reɪʃn]

美式音标：[koʊaɪntɪɡ\'reɪʃn]

cointegration的意思释义

n.

共整合现象；

英英释义

Cointegration is a statistical property of time series variables. Two or more time series are cointegrated if they share a common stochastic drift.

cointegration用法及例句

例句参考

Statistical analysis of cointegration vectors

Statistical analysis of cointegration vectors

Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors

Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors

Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS

Panel cointegration: Asymptotic and finite sample properties of pooled time series tests with an application to the ppp hypo thesis:...

MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY

Maximum Likelihood Estimation and Inference on Cointegration — with Applications to the Demand for Money. Oxford Bulletin of Econom...