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协整理论、误差修正模型与葛兰杰因果性检验 被引量:5

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摘要 文章首先对葛兰杰因果性及检验的含义进行了讨论,其次提出时间序列变量为非平稳变量时,葛兰杰因果性检验所面临的困难,并针对该情况下,如果非平稳变量间存在协整关系时,就如何进行葛兰杰因果性检验及方法与含义进行了探讨。
出处 《统计与决策》 CSSCI 北大核心 2009年第18期157-158,共2页 Statistics & Decision
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参考文献7

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二级参考文献30

  • 1曹永福.格兰杰因果性检验评述[J].数量经济技术经济研究,2006,23(1):155-160. 被引量:92
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