摘要
中国的能源需求是理论界研究的一个热点。本文基于结构突变理论,研究了数据生成过程中的几种不同结构突变模式,并对结构突变的单位根过程和结构突变的趋势稳定过程给出了不同结构突变模式的检验方法。文章还对中国能源需求的数据生成过程进行了实证研究。我们的研究表明,中国能源需求的数据生成过程是带有结构突变的趋势稳定过程,这说明中国能源需求将会沿着确定的均衡增长路径平稳增长。
The energy demand of China is the hotspot in theory research. Based on the theory of structural breaks, we studied on the different structural breaks models in DGP, and proposed its test methods, which can distinguish unit root with structural breaks from trend stabilization with structural breaks. An empirical study for testing for DGP with a structural break in the time series of energy demand of China was provided. The result indicates that the DGP of energy demand of China is trend stabilization with a structural break, and the energy demand of China will increase reposefully with statuesque increase route determinately.
出处
《系统工程》
CSCD
北大核心
2005年第11期116-121,共6页
Systems Engineering
基金
新世纪人才计划资助项目(NCET-04-0771)
关键词
能源需求
数据生成过程
结构突变
Energy Demand
Data Generating Proeess(DGP)
Structural Break