M hnh thng k kinh t

1.Bng A ca bng 2 bo co kt qu t Kim nh nghim n v tr n !" #iu !$ng mng %&t ' (') th hin th*ng k +m,-./.ran v0 1hin, c&t (2) 2h*ng k tim c3n 4h5n 4h*i t6 !o (A78) 8i/h.r %hi9/quar., %&t : (:) 2h*ng k -hi##i4/9-.rron 8i/h.r %hi9/quar., %&t ; (;) th*ng k t ca <.vin, <in, an! %hu t9/tati/tic, v0 c&t = (=) th. >a!iri h.t.ro/c.!a/tic con/i/t.nt ?9 /tati/tic. @Ai ; h0m kim thB Cu, gi thit bin #0 m&t n v g*c trong khi kim nghim thD = thE !uF trE gi thit #0 m&t bin tGnh. 2rong 4hCn #An trHIng hJ4 chK ra rLng kt qu #0 m&t chuMi cc n v. Bng kim nghim n v tr n /* #iu !$ng mng khNng HJc tin h0nh th.o chuMi thIi gian m0 khNng cO !" #iu chPo n0o( nhH 4hCn v*n 2rung Qu*c, 87+ v0o 2rung Qu*c v0 thu nh34 2rung Qu*c). Table 2: Unit Root and Cointegration Tests Bng A. Rnit Soot (') (2) '.: ;X.Y; Z Z.Z =Y.YX ; 'Y.[[ ;.[ :.2 =;.[_ _

Bin /* TuUt khVu h0ng hOa W gia cNng ]h34 khVu nguF n #iu 2^ gi chung 2hu nh34 ca th giAi (tr 2Q)

(:) =Z.[= =[. ' '=.Y_ 2Y.2[

(;) 9;.';\\ 9=.XZ\\ ;.'= 9;.X:\\

(') -- t./t ` 8i/h.r %hi9/quar. /tati/tic (nu## hF4oth./i/a unit root) (2) +m, -./aran, an! 1hin b9/tati/tic (nu## hF4oth./i/a unit root) (:) A78 ` 8i/h.r %hi9/quar. /tati/tic (nu## hF4oth./i/a unit root) (;) <.vin, <in, an! %hu t9/tati/tic (nu## hF4oth./i/a unit root) (=) >a!iri >.t.ro/c.!a/tic %on/i/t.nt ?9/tati/tic (nu## hF4oth./i/a /tationaritF) %hc da #6a chen & trf !6a v0o ti u chuVn 1chgarth +niormation .

(=) ':.2;\ \ ':.22\ \ 'Z.ZZ\ '2.;=\ \

\\@Ai mDc d nghGa #0 =j.

2. Bng B ca bng 2 bo co kt qu ca kim nh kng #i n kt K.i. %ho c h0m nh34 khVu v0 h0m luUt khVu, kt qu chK ra rLng gi thit ca h&i nh34 b #o$i bm.. Bng HAc #HJng !"#,$%& l$'ng ()ng lin kt, !o O HJc /B !nng. *anel B+ ,ao Resid-al Cointegration Test >0m luUt khVu X.'X\\ >0m nh34 khVu 9:.'Y\\
(') t9/tati/tic irom Kao S./i!ua# %oint.gration t./t oi th. nu## hF4oth./i/ oi no co int.gration. %hc da #6a chen & trf !6a v0o ti u chuVn 1chgarth +niormation . \\@Ai mDc d nghGa #0 =j.

!"# bao gkm hki quF bin b n taF tri #0 hLng /*, bin b n taF 4hi v0 bin !on !pt v0 & trf b n v 4hi >0m nh34 khVu ri ng #q cO !$nga

Trong : exi,t biu th luUt khVu h0ng hOa W qua gia cNng ca 2rung Qu*c tAi nHAc i irer i,t biu th tK gi h*i oi chung. rgdpC,t #0 thu nh34 th6c ca nHAc nh34 khVu.

Kt #0 4hCn v*n /n luUt ca 2rung Qu*c. FDI t biu th 4hCn v*n Cu tH nHAc ngo0i tr6c ti4. WTO #0 bin gi . .i #0 nh hHrng c* nh ca nHAc i / #0 bin !on v0 & trf(VF m$nh haF trE hoWn) ca im i,t, ir.ri,t, rg!4,t,i,Kt v0 0 1t #0 /* !Hng trong #ogarit t6 nhi n. e2t31 v0 ireri3t thaF si th.o thIi gian v0 gi"a cc qu*c gia. ,t v0 0 1 l chK thaF si th.o thIi gian.