The results reveal that deviations from PPP is a nonlinear mean reversion, exponential smooth transition autoregression (ESTAR) model can describe this nonlinear nature.

 
  • 结果表明偏离购买力平价呈非线性的均值回复 ;指数平滑转换自回归 (ESTAR)模型描述了这种非线性特性 .
今日热词
目录 附录 查词历史