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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...

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Bibliographic Details
Main Authors: Chia-i Lin, 林佳宜
Other Authors: none
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/67775126245821989951
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