单整、协整检验的几种实用方法

Testing for Integration and Cointegration

协整理论是当今计量经济学中的一个热点问题,国外的ADF检验、JJ检验是关于单整、协整检验的比较著名的检验,在本文中我们指出单整检验的一点不足之处,并在改进的基础上介绍几种简单、实用的单整、协整的检验方法.

Now the cointegrate theory i s an important problem in econometrics. ADF and JJ testing is famous testing of integration and cointegration in abroad. In this paper we point a shortcoming of integration. At the base Of giving it improvement we introduce several simple and practical methods Of hypothesis testing for integration and cointegration.