공적분
비정상 (I(1)) 변수들 간 선형 결합이 정상이 되는 관계. Engle-Granger·Johansen·Pedroni 등의 검정법으로 식별. 장기 균형 관계의 식별 도구.
See also
인접 그래프
1-hop 이웃 14개
- 인물 1
- 개념 5
- 주제 1
- 분류 1
- 논문 6
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논문 (6)
- Analysis of causality between energy consumption and economic growth in Indonesia
- Causal relationship between renewable energy consumption and economic growth: comparison between developed and less-developed countries
- Convenience yield of accessible inventories and imports: A case study of the Chinese copper market
- Do oil price changes have symmetric or asymmetric effects on Korea's demand for imported crude oil?
- Energy and economic growth: causality analysis using decomposed energy consumption
- Estimating Long-Run Relationship among Crude Oil Spot Prices, U.S. Inventory, and OPEC Production: An Error Correction Model Approach