首页 | 本学科首页   官方微博 | 高级检索  
相似文献
 共查询到20条相似文献,搜索用时 171 毫秒
1.
《数理统计与管理》2019,(3):460-472
为了避免伪检验结果,本文分析了多种共同因子结构下非平稳面板数据检验的一致性问题,发现相抵共同因子时面板单位根检验与协整检验存在不一致,进而构建了因子互冲面板协整模型,从模型分析、参数估计和假设检验等方面提出解决一致性问题的方法步骤,最后通过实证研究论证了因子互冲面板协整模型的可行性和实用性。  相似文献   

2.
在贝叶斯框架下检验含有多个均值与趋势双突变点的时间序列的平稳性。引入标号随机变量表示观测值所处的位置,运用贝叶斯因子模型选择的方法判断结构变点数目,对待检参数的先验设定为混合分布,采用可信区间检验序列是否存在单位根,并用蒙特卡罗模拟验证该方法的有效性,且以中国居民消费价格指数为对象进行实证研究,进一步印证了贝叶斯单位根检验在结构突变时间序列单位根检验中的优越性。研究发现:判断序列是否存在单位根时,不能忽视结构突变问题,否则会产生误判;先验设定对单位根检验影响较大,混合先验优于单一先验;中国居民价格消费指数序列在不考虑结构突变时是不平稳的,若考虑结构突变则该序列平稳;贝叶斯单位根检验克服了经典方法在有限样本单位根检验时存在有偏的问题,提高了单位根检验的功效。  相似文献   

3.
以中国世界遗产资源下国际旅游外汇收入对经济的影响为研究对象,搜集中国31省市的数据,借助位序计分法计算出世界遗产资源丰度,确定丰富区、中等区和匮乏区,利用EViews9.0软件对面板数据进行单位根单位根检验和协整检验,最后进行协整方程估计,分析中国世界遗产资源的国际旅游经济效应.结果发现:1)世界遗产资源丰富区、中等区、匮乏区的国际旅游外汇收入对地区经济具有积极的促进作用,但影响效应略有差异;2)世界遗产资源丰富区、中等区、匮乏区的GDP、第三产业增加值DTC、国际旅游外汇收入TRJ的对数一阶单整且具有长期协整关系;3)世界遗产资源丰富区国际旅游外汇收入对GDP和DTC影响最大,其次为匮乏区,最后为中等区.  相似文献   

4.
本文介绍了面板数据的单位根检验和协整检验,实证分析西部九省市固定投资和工业增加值的关系,Engle-G ranger检验拒绝部分省市具有均衡增长关系,面板协整检验接受西部地区具有均衡增长关系。  相似文献   

5.
中国人口增长与粮食生产的协整研究   总被引:2,自引:0,他引:2  
周四军  谢腾云 《经济数学》2006,23(4):380-385
本文以1978-2004年为样本数据,对中国人口和粮食产量进行了单位根检验、协整检验和Granger因果关系检验.结果表明,样本期内人口因素不是粮食生产的Geanger原因,人口增长和粮食生产发展并不协调.通过建立中国粮食生产模型,预测了2006-2010年的人口增长与粮食生产趋势,提出了实现中国人口增长与粮食生产和谐发展的几点建议.  相似文献   

6.
利用1991-2007中国29个省市的面板数据,对经济增长与环境污染的长期均衡关系进行了研究,对人均实际GDP及代表环境污染的五类污染物排放指标进行了面板单位根检验和面板协整分析。结果表明,在五类污染物排放指标中,只有工业固体废弃物排放量与人均GDP之间符合EKC特征,工业废水排放量随经济增长而逐渐减少,而工业废气排放量与经济增长不存在协整关系。  相似文献   

7.
Brent原油期货市场的协整性分析   总被引:7,自引:0,他引:7  
本文利用单位根检验和协整关系检验验证了Brent原油期货市场的有效范围,发现其在5个月内是有效的。在市场有效范围内,对现货价格和期货价格建立了向量误差修正模型,具有良好的预测效果。同时发现该期货市场某时刻价格的影响可以持续2个月。  相似文献   

8.
考察了上海股票市场A股的回报率与人民币汇率的关系.首先,经过单位根检验发现:股票回报率与人民币名义汇率是一阶单整。接着,利用Engle—Granger协整检验得到:在5%的显著性水平下,股票回报率与人民汇率没有长期均衡关系,但不能够拒绝短期单方向的Granger因果关系,即人民币名义汇率是股票回报率的Granger原因.  相似文献   

9.
本文通过实证检验,运用eviews计量工具研究了1978-2009年外汇储备量、金融机构贷款额和固定资产投资额对我国CPI的影响.本文在单位根检验、协整检验的基础上建立了向量误差纠正模型,使用Granger因果检验方法对上述几个影响可能CPI的因素进行了研究.得出的结论是:每年的金融机构贷款额以及固定资产投资额与CPI存在协整关系,而且是影响CPI的Granger原因,并且对CPI滞后影响比较显著;而外汇储备额与CPI根本不存在协整关系,可以认为其对CPI影响甚微,模型中忽略不计.  相似文献   

10.
温州民间借贷利率与金融信贷传导机制分析   总被引:1,自引:0,他引:1  
温州民间借贷利率走势进行结构突变单位根检验,发现它属于结构突变的趋势平稳过程,并确定其突变发生的时间点及结构突变形式,得出温州民间借贷利率在2004年7月间出现结构突变结论.接着运用VAR模型及相关分析技术,结合结构突变思想,分析了民间借贷利率与金融信贷间相互作用关系,最后给出相关经济结论.  相似文献   

11.
Estimation in a first order autoregressive process with trend isconsidered. Integral expressions for the asymptotic bias of the estimatorunder a unit root and for the expectation of the limit distribution of thelog likelihood ratio test for a unit root are given, and evaluatednumerically.  相似文献   

12.
Research indicates there is a need for teachers to experience multiple mastery experiences with engineering teaching in order to improve teaching engineering self‐efficacy. To prepare future K–5 teachers to teach the engineering design process, one science methods course integrated 2‐day engineering mini‐units into the class meeting and school‐based field experience. The preservice teachers participated as students in an exemplar mini‐unit and then designed their own mini‐unit, which they later taught to K–5 students. Pre‐ and post‐testing of the preservice teachers indicated significant improvement in engineering pedagogical content knowledge self‐efficacy, engagement self‐efficacy, and disciplinary self‐efficacy. Significant improvement was not observed in engineering outcome expectancy.  相似文献   

13.
This paper investigates the asymptotics of the log likelihood ratio test for a unit root in an autoregressive (AR) process of general order. The main result is that the expectation and variance (in fact, all moments) of the test statistic may, to the order of T-1, where T is the number of observations, be approximated by the expectation and variance of the corresponding test in an AR(1) process. This result has obvious implications for the asymptotics of unit root tests for panels. An explicit formula for the approximation error of a test in an AR(2) process is also given.  相似文献   

14.
图和色多项式根2的阶   总被引:2,自引:0,他引:2       下载免费PDF全文
本文证明了3-连通非偶图的色多项式根2的阶为1;满足一定条件的非3-连通非偶图的色多项式根2的阶是图的非偶块和非偶可分块数.从而,把色多项式P(G)中1的阶是图G的非平凡块数这一结果进一步加以推广.  相似文献   

15.
Solution representations can reveal how problem solvers communicate mathematical thinking and reasoning in problem-solving process. The present study examined the solution representations used by 20 pre-service teachers for the percentage change problems. The pre-service teachers were invited to solve a combination of simple and complex percentage change problems. The score for the majority of simple problems was 75% or above, but the score for the complex problems was below 75%. The highest percentage error occurred when the pre-service teachers encountered a percentage greater than 100% in the percentage change problems. Irrespective of their level of mathematics qualifications, the equation approach demonstrating two-step problem-solving process was the predominant strategy adopted by the pre-service teachers. The equation approach imposes low cognitive load and, therefore, is more accessible and efficient than the unitary approach. A few pre-service teachers used the unitary approach. The findings indicate that the pre-service teachers possessed relevant mathematical knowledge for percentage change problems. Furthermore, the inclusion of the equation approach in mathematics textbooks would provide an alternative perspective regarding the teaching and learning of percentage change problems.  相似文献   

16.
Forming part of a wider research study, the current study investigated prospective middle school mathematics teachers’ ways of covariational reasoning on tasks involving simultaneously changing quantities. As the introductory theme of a larger unit on derivative, a model development sequence on covariational reasoning was designed and experimented with 20 participants in a mathematical modeling course offered to prospective teachers. The participants’ developing abilities of covariational reasoning were documented under three categories: (i) identifying the variables, (ii) ways of coordinating the variables, and (iii) ways of quantifying the rate of change. The results revealed significant improvement in the prospective teachers’ ways of identifying and coordinating the variables, and in quantifying the rate of change. Moreover, the results indicated that preference for a particular way of thinking in identifying and coordinating the variables determined the prospective teachers’ way of quantifying the rate of change and thereby their level of covariational reasoning.  相似文献   

17.
判断股市收益率波动的持续性问题通常归结为检验波动过程中是否存在着单位根。针对传统的单位根检验方法功效偏低,且检验的真实显著性水平容易失真的问题,本文采用随机波动率模型并利用改进的PP检验、KPSS检验,以及SIMEX检验方法对中国上证综合指数进行了实证研究.三种检验方法的结果都表明,股权分置改革后的上证综指收益率波动过程有单位根,波动呈现出很强的持续性.  相似文献   

18.
高等数学教学现状调查分析   总被引:3,自引:0,他引:3  
高等学校扩大招生后,非数学专业的数学教育面临很多问题,大部分人把这些问题归结为学生质量的下降造成的,这是不公正的.教学过程是一个系统的过程,从对1995级和2005级同一份高等数学(下册)试卷的考试情况进行分析,虽然可以显现出学生的差异,但这些差异不全是学生的质量的问题,应该与教学环境、教学要求、教学方法、师资条件以及社会发展环境等相关联,同时与学生的学习兴趣、学习能力是密不可分的.调查分析这些因素对当代学生的学习和数学教学的影响程度到底有多大,是有效提高大学数学教学质量的前提.  相似文献   

19.
20.
The aim of the study is to examine prospective mathematics teachers’ pedagogical content knowledge in terms of knowledge of understanding students and knowledge of instructional strategies which are the subcomponents of pedagogical content knowledge. The participants of this research consist of 98 prospective teachers who are studying in two universities in Turkey. The participants were selected with the purposive sampling method which is one of the non-random sampling methods. Case study method, which is based on the qualitative research approach, was used. The answers given by secondary school students to fraction-related open-ended questions in the study of Soylu and Soylu were used as the data collection tool. The obtained data were analyzed via the content analysis technique. The analyses showed that the prospective mathematics teachers’ pedagogical content knowledge on fractions was not at an adequate level in identifying and correcting students’ errors. However, it was observed that the prospective teachers experienced more difficulty in the knowledge of instructional strategies compared to the knowledge of understanding students.  相似文献   

设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号