This paper USES Granger causality tests verify above conclusions.
利用格兰杰因果关系检验证实了以上结论。
For multiple stationary time series Granger causality tests and vector autoregressive models are presented.
多平稳时间序列,“格兰其”成员因果律测试和自回归模式给的矢量。
The results of Granger Causality Tests and Impulse Response Function in VAR model have proved that conclusion further.
格兰杰因果检验和VAR模型中的脉冲响应函数则进一步印证了上述结论。
It is applies Granger causality tests to test the causes of China technology markets growth according to technology demand pull and technology push theories.
采用格兰杰因果分析法,依据需求拉动和技术推动理论,对中国技术交易规模扩张的原因进行了实证检验。
The paper makes use of Granger causality test and GARCH model to tests the return spillover and volatility spillover effect.
本文将利用两步法的GARCH模型对股票市场和权证市场的均值溢出和波动溢出进行检验。
The paper makes use of Granger causality test and GARCH model to tests the return spillover and volatility spillover effect.
本文将利用两步法的GARCH模型对股票市场和权证市场的均值溢出和波动溢出进行检验。
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