自举法与协整参&ae

自举法与协整参&ae

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Unformatted text preview: 2 10299 FMOLS 450002 1979 10 80 450002 yefanxi@sina.com ,13937163663 FMOLS FMOLS(Full Modified Ordinary Least Square) FMOLS OLS Stock(1987) OLS Banerjee (1986) OLS Johansen(1988) Johansen Phillips Hansen(1991) OLS FMOLS OLS Johansen FMOLS Li Maddala(1997)...
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自举法与协整参&ae

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