摘要
基于协整理论的因果关系研究,是现代计量经济学具有划时代意义的发展。文章对几种主要的因果关系检验方法进行了评析,并针对这些检验方法存在的问题作了深入分析。其主要目的是为进行因果关系实证研究,提供理论依据和方法优化选择。
Research on causality based on the theory of co-integratioon is a great progress of epoch-making significance for modern econometrics. In the paper,some remarks are made on several primary testing methods of causality, and the existent problems in these testing methods analyzed thoroughly. The purpose of this paper is to provide a theoretic basis and optimization techniques for demonstration research on causality.
出处
《合肥工业大学学报（自然科学版）》
CAS
CSCD
北大核心
2005年第4期430-434,共5页
Journal of Hefei University of Technology：Natural Science
基金
广东省教育厅人文社会科学研究基金资助项目(02SZA630005)
