| 协整在产业组织学中的应用 |
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| 引用本文： | 王建林,薛建强,杨江敏.协整在产业组织学中的应用[J].山东工商学院学报,2004,18(4):11-16. |
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| 作者姓名： | 王建林 薛建强 杨江敏 |
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| 作者单位： | 东北财经大学,研究生部,辽宁,大连,116025 |
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| 摘 要： | 首先从协整的原理着手,结合产业组织学学科特点,分析了协整在产业组织学中的可用性。随后利用协整理论分析了LydiaPinkam公司的数据,给出了一个产业组织命题的经验证据,用实例说明将协整应用于产业组织学领域是一种有益的尝试。
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| 关 键 词： | 协整 平稳性 单位根 产业组织 多夫曼—斯坦纳法则 |
| 文章编号： | 1672-5956(2004)04-0011-06 |
| 修稿时间： | 2004年4月8日 |
Application of Cointegration Method to Industrial Organization |
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| WANG Jian-lin,XUE Jian-qiang,YANG Jiang-min.Application of Cointegration Method to Industrial Organization[J].Journal of Shandong Institute of Business and Technology,2004,18(4):11-16. |
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| Authors: | WANG Jian-lin XUE Jian-qiang YANG Jiang-min |
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| Abstract: | Starting with the principle of cointegration, combined with the subject characteristics of industrial organization science and analyzed the usability of cointegration in industrial organization .Then the author analyzed the data of Lydia Pinkam Company by using cointegration method .This research gave us an experience evidence of an industrial organization proposition .All of these showed that the application of cointegration method to industrial organization is a useful attempt. |
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| Keywords: | cointegration stationary unit root industrial organization Dorfman-Steiner rule |
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