ahamster是什么意思 hamster is any meaning[translate] alinda sister linda sister[translate] aEconometrics: Non-linear Cointegration 计量经济学: 非线性Cointegration[translate]
This approach relates directly to the simultaneous equations models methodology, with long tradition in econometrics. Within this setting, different estimation methods have been proposed and, notic...
Number of lags in the residual regression, specified as a nonnegative integer or vector of nonnegative integers. The meaning ofLagsdepends on the value of theRRegname-value argument. For more details, see theLagsargument of theadftestandpptestfunctions. ...
Check access to the full text by signing in through your organization. Access through your organization Section snippets Penalized maximum likelihood Let yt be a q-dimensional multivariate time series. We assume that the vector process yt is integrated of order one I(1), meaning that its firs...
Its principle is that under normal conditions, the energy variation in the cointegration coefficient between adjacent height sensors remains small, meaning that 𝐷D approaches zero. However, after an impact occurs, the energy of the cointegration coefficient near the impact location undergoes a sudden...
Its principle is that under normal conditions, the energy variation in the cointegration coefficient between adjacent height sensors remains small, meaning that 𝐷D approaches zero. However, after an impact occurs, the energy of the cointegration coefficient near the impact location undergoes a sudden...
Most economists agree that many economic series have a unit-root characteristic at their level-forms, meaning that means and variances are all dependent on a time scale. As a result, after the first or second differencing, these variables should be integrated and denoted as I(0). 3.1. Model...
In Econometrics and Economic Theory in the 20th Century: The Ragnar Frisch Centennial Symposium; Strom, S., Ed.; Cambridge University Press: Cambridge, UK, 1999. 67. Pesaran, H.M.; Pesaran, B. Working with Microfit 4.0: Interactive Econometric Analysis; Oxford University Press: Oxford, UK,...