cointegration
英：[kəʊaɪntɪɡ'reɪʃn] 美： [koʊaɪntɪɡ'reɪʃn]
cointegration 基本解释
n.共整合现象；
英英释义
Cointegration
Cointegration is a statistical property of time series variables. Two or more time series are cointegrated if they share a common stochastic drift.以上来源于:Wikipedia
cointegration 相关例句
权威例句
Critical Values for Cointegration TestsStatistical analysis of cointegration vectorsStatistical analysis of cointegration vectorsCritical Values for Cointegration Tests in Heterogeneous Panels with Multiple RegressorsCritical Values for Cointegration Tests in Heterogeneous Panels with Multiple RegressorsEstimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive ModelsPANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESISPanel 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 MONEYMaximum Likelihood Estimation and Inference on Cointegration — with Applications to the Demand for Money. Oxford Bulletin of Econom...
