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因果性检验
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  causality test
     A Comment on Granger Causality Test
     格兰杰因果性检验评述
短句来源
     Thirdly, by using advanced analyzing method, such as Granger Causality Test, this dissertation performs causality test on the relationship between the two variables to verify whether RMB real exchange rate is the cause of inflow of FDI into China.
     在此基础上,运用格兰杰因果关系检验(Granger Causality Test)这种比较先进的分析方法和技术,对人民币实际汇率与外商对华直接投资的关系进行因果性检验,试图验证人民币实际汇率与外商对华直接投资之间是否存在格兰杰意义上的因果关系。
短句来源
     By the way, it uses Granger Causality Test, Cointegration Test, Factor Analysis, Principal Components Analysis of SPSS and Eviews in the part of
     实证部分采用了主成分分析法、因子分析法、协整性检验以及Granger因果性检验,并以SPSS和Eviews为软件支持。
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  “因果性检验”译为未确定词的双语例句
     The Causal Test of Global CO 2 Emission and Global Warming
     全球CO_2排放量与地表气温升高的因果性检验
短句来源
     This study deals with the dynamic relationship between liquidity and return in Chinese stock market.
     应用向量自回归(VAR)方法和格兰杰非因果性检验等计量经济方法,研究了中国股票市场流动性和收益的动态关系.
短句来源
     The Cause and Effect Test of Tax Inducing Cash Holding Model and the Estimation of Underground Economy Amount of China
     税收诱致性现金持有量模型因果性检验及对我国地下经济规模的估测
短句来源
     In the third chapter, causality tests are used to examine the relationship between the return rate and trading volume.
     第三章主要研究了交易量与价格变动之间的动态关系,主要研究方法是格兰杰因果性检验
短句来源
     This article carried on the simple summary to the analysis on the domestic and foreign life insurance demand. Based on the data of 30 provinces of China from1998 to 2003, we adopted the kneading board data model and made the Granger casuality examination analysis on life insurance demand influence factors such as the income, inflation, social security, bank rate and mortality rate to the insurance premium income.
     本文对国内外的寿险需求分析研究进行了简单综述,在此基础上抽取全国30省市1998-2003年的数据,采取面板数据模型就收入、通货膨胀、社会保障、银行利率、死亡率等寿险需求影响因素与保费收入相关性作了Granger因果性检验分析。
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  相似匹配句对
     A Comment on Granger Causality Test
     格兰杰因果性检验评述
短句来源
     Inspection on Hydrogenation Reactor
     加氢反应器的检验
短句来源
     Check of the Topographic Map
     地形图的检验
短句来源
     The Causal Test of Global CO 2 Emission and Global Warming
     全球CO_2排放量与地表气温升高的因果性检验
短句来源
     and the relationship between cause and effect and probability.
     因果性和概率的关系。
短句来源
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  causality test
This paper analyzes the role of price discovery of Shanghai fuel oil futures market by using methods, such as unit root test, co-integration test, error correction model, Granger causality test, impulse-response function and variance decomposition.
      
Correlation analysis and causality test between Ludong-Huanghai block and South Japan
      
The work represents the basic support to an experimental causality test now in progress in our laboratory.
      
This paper uses the Wald variant of the Granger direct causality test recently prescribed by Geweke, Meese, and Dent (1983) to assess the causal nature of the pairwise relationship between U.S.
      
A bootstrap-corrected causality test: another look at the money-income relationship
      
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In this article, we analyze the basic situation and the structure of foreign investment in China. Moreover we use the Granger Causality to inspect the effect of foreign investment on regional economic growth, and find that there's not an causality relationship between the foreign investment and economic growth in all china, but this causality relationship exist in some east region of china, such as Guangdong Province, Tianjin City, Jiangsu Province and Zhejiang Province. Also we find that the foreign investment...

In this article, we analyze the basic situation and the structure of foreign investment in China. Moreover we use the Granger Causality to inspect the effect of foreign investment on regional economic growth, and find that there's not an causality relationship between the foreign investment and economic growth in all china, but this causality relationship exist in some east region of china, such as Guangdong Province, Tianjin City, Jiangsu Province and Zhejiang Province. Also we find that the foreign investment in China has not critical effect on regional economic growth. But in comparison with the east coastal region, foreign investment has some distinct effect on regional economic growth in west region. According to this, author tries to give some explanation by the status of regional economic growth and the effect of different type of foreign investment.

本文分析了我国利用外资的基本形势和区域分异 ,并利用Granger因果性检验法检验了我国各区域外资对区域经济增长的影响 ,发现外资对我国区域经济增长并没有决定性的影响 ,而西部地区较之东部沿海地区 ,外资对区域经济增长有着较为显著的影响。据此 ,笔者从改革开放后我国区域发展的基本格局和外资的经济影响的角度给予了初步的解释

This study deals with the dynamic relationship between liquidity and return in Chinese stock market. It is found that the character of liquidity changes with the development of Chinese stock market, and also found is the empirical evidence consistent with the notion of "illiquidity premium" in 2002, using such econometric methods as VAR model, Granger causality test etc.

 应用向量自回归(VAR)方法和格兰杰非因果性检验等计量经济方法,研究了中国股票市场流动性和收益的动态关系.研究表明,随着中国证券市场的发展,市场流动性特征也在发生变化,2002年中国股票市场出现了"非流动性溢价"现象.

Granger causality test is the most useful concept in Econometrics. However, there are many misunderstandings and misuses of the concept in practice. This paper clarified this important concept via a relatively detailed survey of the development of Granger causality test. Some criteria of using Granger causalitytest are discussed as well.

格兰杰因果性检验是计量经济学中最常用的因果性检验方法,但是因为种种原因,目前很多实证研究存在着对该检验方法的模糊认识和不正确运用。本文回顾了格兰杰因果性检验的发展脉络,对国内目前在实际运用格兰杰因果性时存在的一些问题进行了讨论。

 
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