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碩士 === 東吳大學 === 經濟學系 === 99 === Linear models imply residual of model adjust to equilibrium by fixed speed. If dynamic adjustment of nonlinear model exists, linear model is hard to capture dynamic adjustment. Ender(1995) also mentioned that cointegration was long linear relationship in variables. Th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/67775126245821989951 |