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LAG LENGTH SELECTION
2 个回复 - 1159 次查看 It is widely known that when there are errors with a moving-average root close to -1,a high order augmented autoregression is necessary for unit root tests to have good size, but ...2017-7-16 20:38 - accumulation - 金融学(理论版)
Lagarde selected as IMF’s next managing director
4 个回复 - 1254 次查看 Lagarde, 55, was selected by consensus without a formal vote. Earlier Tuesday, the U.S. government threw its official support behind her, effectively taking any drama out of the race. “The IMF has ...2011-6-29 05:09 - zdshitiaogou - 真实世界经济学(含财经时事)
求助:Lag-Length Selection and Tests of Granger Causality Between Money and Inco
3 个回复 - 734 次查看 【作者(必填)】Daniel L. Thornton and Dallas S. Batten 【文题(必填)】Lag-Length Selection and Tests of Granger Causality Between Money and Income 【年份(必填)】 【全文链接或数据库名称(选填)】2016-12-1 22:14 - 2行者8805 - 求助成功区
Lag-Length Selection and Tests of Granger Causality Between Money and Income
2 个回复 - 494 次查看 【作者(必填)】Daniel L. Thornton and Dallas S. Batten 【文题(必填)】Lag-Length Selection and Tests of Granger Causality Between Money and Income 【年份(必填)】Journal of Money, Credit and Banking ...2016-12-1 22:16 - 2行者8805 - 求助成功区
求助:The optimal lag selection and transfer function analysis in Granger causal
2 个回复 - 704 次查看 【作者(必填)】Heejoon Kang[/backcolor] 【文题(必填)】The optimal lag selection and transfer function analysis in Granger causality tests 【年份(必填)】 【全文链接或数据库名称(选填)】2016-12-1 21:46 - 2行者8805 - 求助成功区
unit root test 里selected lag 有什么用吗?之后的regression 可以不用这个lag 吗?
0 个回复 - 911 次查看 在做单方程回归 之前,分别对dependent 和independent 变量做unit root tests. 比如dependent variable "RRG1200" 的 unit root test 得到这样的结果: Dickey-Fuller Unit Root Test, Series RRG1200[/backcolor] ...2016-11-26 01:58 - gnim - 计量经济学与统计软件
求文献Model boosting for spatial weighting matrix selection in spatial lag model
0 个回复 - 907 次查看 “Model boosting for spatial weighting matrix selection in spatial lag models”连接地址:http://www.envplan.com/abstract.cgi?id=b35137 Kostov P. Model boosting for spatial weighting matrix selection ...2013-3-21 20:39 - kylili - 论文版