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Johansen’s cointegrated tests by maximum trace statistic.
Johansen’s cointegrated tests by maximum trace statistic.
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Figshare
2023-11-16 更新
2026-04-28 收录
协整分析
时间序列计量经济学
数据链接:
https://figshare.com/articles/dataset/Johansen_s_cointegrated_tests_by_maximum_trace_statistic_/24577059
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资源简介:
Johansen’s cointegrated tests by maximum trace statistic.
采用最大迹统计量的约翰森协整检验
应用场景:
创建时间:
2023-11-16
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