搜索结果: 1-1 共查到“数量经济学 Wold representation”相关记录1条 . 查询时间(0.031 秒)
The Wold Representation, Degree of Non-Cointegration and the Johansen Trace Test
Cointegration trace test simulation vector moving average vector auto-regression
2010/9/7
The empirical size and power properties of the Johansen vector autoregression based trace test for cointegration are considered in the case where the data is generated by a sequence of vector moving a...