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- 2005年7月至2008年12月的人民币汇率、GDP与外汇储备的数据以及他们的回归分析，协整检验-From July 2005 to December 2008 of RMB exchange rate, GDP and foreign exchange reserves data and their regression analysis, cointegration test
adf
- 用于金融计量学上，对数据进行单位根检验，也可以用来作为金融计量学上协整关系检验的基础-Used in financial econometrics, the pairs of the data unit root test can also be used as a financial econometrics cointegration relationship on the basis of test
threshold-VECM
- 门限协整预测的MATLAB代码，非常新，国外大学实验室课题里面找到。-Threshold cointegration forecast MATLAB code, very new, foreign university laboratory subjects to find something.
two-regime
- 一篇很经典的关于两阶段法门限协整的英文论文，索引次数很高。-A classic two-stage Famennian restrictions on cointegration English papers, the number of high index.
cointegration
- Cointegration with Matlab
read818
- 2列数的cointegration检验,其中数列为系统自动生成符合正态分布的随机数，并做了误差项只有一项滞后的假设-testing against the integration of two series
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- 非线性协整关系及其检验方法研究.Non-linear cointegration and test method.-Non-linear cointegration and test method.
joe_99m
- 汉森1990年发表的协整检验以及面板门限模型的源代码,具有相当大的参考意义-Published in 1990, Hansen cointegration test and panel threshold model of source code, with considerable reference value
Cointegration-and-Pairs-Trading-with-Econometrics
- Cointegration and Pairs Trading with Econometrics Toolbox video-Cointegration and Pairs Trading with Econometrics Toolbox video.....
matlab-example
- 基于matlab开发的协整套利策略测试模型-matlab cointegration arbitrage
Cointegration-pairtrading
- 利用计量经济工具箱开发协整配对交易的案例共（共8个代码文件）-Cointegration and Pairs Trading with Econometrics Toolbox
cointegration-arbitrage
- 本程序运用matlab编程进行协整统计套利-cointegration arbitrage
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- 此程序用于对时间序列数据做协整性检验以及granger因果检验-This program is used to cointegration tests and Granger tests
matlab-econometric-toolbox
- “Applied Econometrics using MATLAB”配套的计量经济Matlab包-MATLAB code for: 1. least-squares, simultaneous systems (2SLS,3SLS, SUR) 2. limited dependent variable (logit, probit, tobit) and Bayesian variants 3. time
baohaoyanjiusheng
- 摘 要：近年来考研形势呈现出激烈的竞争局面，每年的报考研究生人数众多，与上年的录取人数有重要关系。同样作为人力资源投资方式的就业也对报考研究生人数有重大影响。本文通过协整分析，并利用线性函数建立的计量经济模型，通过实证研究，得出报考研究生人数和上一年的录取人数，及当年就业人数之间有协整关系，并根据研究结论提出了相应的建议。-Abstract: In recent years Kaoyan situation showing a fier
analysis-of-cointegration-vectors
- 统计分析类的论文：协整向量的统计分析方法-Statistical analysis of class papers: statistical analysis of the cointegration vector
FCVAR-Matlab-v1.2
- This is matlab toolkit for testing fractional cointegration. Detailed descr iption is included in the .zip file.-This is matlab toolkit for testing fractional cointegration. Detailed descr iption is included in the .zip
test2
- 检验股票价格是否存在协整关系，并作出价差的走势图以及各种参数-The inspection stock price cointegration relationship exists, and to make the charts as well as a variety of parameters of the spread
Cointegration-toolbox
- This a Cointegration Toolbox for Matlab developed by James LeSage. -This is a Cointegration Toolbox for Matlab developed by James LeSage.
panel-cointegration-matlab-program
- 一个自编的可用于面板协整的matlab程序，该程序包括源代码和可运行的word数据。-A self can be used for panel cointegration matlab program, which includes source code and word data can be run.