我国期货市场与国际期货市场关联度分析与协整检验

[1] The Power of Cointegration Tests. Kremers,J.J.M.,Ericsson,N.R.,Dolado,J.J. Oxford Bulletin of Economics and Statistics . 1992

[2] Co-integration and Error Correction: Representation, Estimation and Testing. Engle,R. F. and Granger,C. W. J. Econometrica . 1987

[3] Cointe gration, Seasonality, Encompassing, and the Demand for Money in the United Kingdom. Ericsson, N. R,Hendry, D. F,Hong Anh Tran. International Finance Discussion Papers.Number457 . 1994

[4] Testing for Cointegration in Linear Quadratic Models. Gregory,A.W. J. of Business & Economic Statistics . 1994

[5] Optimal Inference in Cointegated Systems. Phillips,P. C. B. Econometrica . 1991

[6] Testing for Cointegrating Rank of a VAR Process with a Time Trend. Lutkepohl,H. and Saikkonen,P. Journal of Econometrics . 2000

[1] The Power of Cointegration Tests. Kremers,J.J.M.,Ericsson,N.R.,Dolado,J.J. Oxford Bulletin of Economics and Statistics . 1992

[2] Co-integration and Error Correction: Representation, Estimation and Testing. Engle,R. F. and Granger,C. W. J. Econometrica . 1987

[3] Cointe gration, Seasonality, Encompassing, and the Demand for Money in the United Kingdom. Ericsson, N. R,Hendry, D. F,Hong Anh Tran. International Finance Discussion Papers.Number457 . 1994

[4] Testing for Cointegration in Linear Quadratic Models. Gregory,A.W. J. of Business & Economic Statistics . 1994

[5] Optimal Inference in Cointegated Systems. Phillips,P. C. B. Econometrica . 1991

[6] Testing for Cointegrating Rank of a VAR Process with a Time Trend. Lutkepohl,H. and Saikkonen,P. Journal of Econometrics . 2000