具有高阶单整分量的协整系统  

COINTEGRATED SYSTEMS WITH HIGHER ORDER INTEGRATED COMPONENTS

作　　者：张喜彬[1] 张世英[1] 杨宝臣[1] 

机构地区：[1]天津大学管理学院

出　　处：《系统工程学报》1997年第4期101-104,共4页Journal of Systems Engineering

基　　金：国家教委博士点专项科研基金;国家自然科学基金青年基金

摘　　要：在计量经济学领域，协整的概念被广泛地应用于非平稳时间序列的分析．关于具有高阶单整分量的非平稳时间序列分析问题，本文提出了广义协整的概念，并对广义协整条件下的表现定理进行了讨论．The idea of using cointegration vector in the analysis of non stationary time series has been widely studied in econometrics.Based on the analysis of non stationary vector time series whose components are integrated of higher orders,the paper presents the definition of generalized cointegration.Furthermore,the representation theorem on the basis of generalized cointegration is also discussed in this paper.

关 键 词：协整 广义协整 经济系统 计量经济学 

分 类 号：F224[经济管理—国民经济]