悬赏 5 个论坛币 未解决
最近看一篇外文,是这样说的:
To be consistent with the existing studies as well as due to the low power problem of unit-root tests, we chose to include the level of z in a VAR model.
说明一下:这是做三变量的SVAR模型,长期约束已经设置好了
问你是作者引入的这三个变量 x y z,前两个变量x和y都是对数差分后是平稳的,第三个变量z是取水平值,
作者给出的理由是
To be consistent with the existing studies as well as due to the low power problem of unit-root tests, we chose to include the level of z in a VAR model.
哪位高手请给出理解解释这段英文的意思?
当然不是翻译这段话
难道水平值的加入就能解决单位根检验的低效率?
是否有理论支持?
如果能解决,论坛币再送100