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向量误差修正模型的建立及实证 被引量:4

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摘要 文文章介绍了四种向量自回归模型识别的方法;分析了每种识别方法的输出形式,并给出变量间协整检验的方法;分析了五种不同的向量误差修正模型;最后利用SAS统计软件对建立误差修正模型进行了实例验证。
作者 秦建群
出处 《统计与决策》 CSSCI 北大核心 2008年第17期37-40,共4页 Statistics & Decision
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