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引用次数: 4
摘要
本文采用EngleGranger检验(EG)、Cointegration Regression for Durbin Watson检验(CRDW)和Error Correction Methods (ECM)检验了孟加拉国马铃薯市场的定价效率。为了检验马铃薯市场的定价效率，我们使用1993年1月至2005年12月的批发价格进行协整检验，共得到676个观察值。采用恩格尔-格兰杰检验估计了孟加拉国马铃薯市场之间的整合程度。在协整设置中，误差修正方法估计了参考市场(达卡)与选择市场之间的长期关系。Durbin Watson检验的协整回归表明，孟加拉国的马铃薯批发市场是整合的
The paper examined the pricing efficiency of potato markets in Bangladesh using EngleGranger test (EG), Cointegration Regression for Durbin Watson (CRDW) test and Error Correction Methods (ECM). For the test of pricing efficiency of potato markets, the wholesale prices were used to test cointegration using data from January 1993 to December 2005 yielding a total of 676 observations. Engle-Granger test was used to estimate the integration among the potato markets in Bangladesh. In the cointegrating set up, error correction method estimated the long-run relationship between reference markets (Dhaka) and selected markets. The cointegration regression for Durbin Watson test revealed that the wholesales potato markets in Bangladesh were integrated
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