cointegration
英 [kəʊaɪntɪɡ'reɪʃn] 美 [koʊaɪntɪɡ'reɪʃn]

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

权威例句

Critical Values for Cointegration Tests
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...