Nonlinear and Nonstationary Time Series Econometrics: Theory and Applications

非线性和非平稳时间序列计量经济学：理论与应用

• 批准号: DP0558602
• 负责人: Prof Jiti Gao
• 金额: $ 24.65万
• 依托单位: The University of Western Australia
• 依托单位国家: 澳大利亚
• 项目类别: Discovery Projects
• 财政年份: 2005
• 资助国家: 澳大利亚
• 起止时间: 2005-04-14 至 2008-06-22
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DP0558602
• 关键词: Nonlinear; Nonstationary; Time; Series; Econometrics

The outcomes of this project will not only complement but also enhance the existing research strengths of Australian researchers in time series econometrics. Such a research goal falls within the National Research Priority 3 (PG1). In addition, our models will be applicable in stablizing the national financial market for more accurate forecasts. This falls within the National Research Priority 3 (PG5). The research outcomes will also provide novel models to respond to climate change and variability and to provide accurate warming estimates for improving the policy making process. This falls within the National Research Priority 1 (PG7)

该项目的成果不仅将补充而且将加强澳大利亚研究人员在时间序列计量经济学方面的现有研究优势。这一研究目标福尔斯国家研究重点3（PG1）。此外，我们的模型将适用于稳定国家金融市场更准确的预测。这福尔斯国家研究重点3（PG5）。研究成果还将提供新的模型来应对气候变化和变异性，并提供准确的变暖估计，以改善政策制定过程。这属于国家研究优先级1（PG7）的福尔斯。