定价机制转型对铁矿石价格波动的影响
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尤喆, 成金华, 吴桐, 王然
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Influence of pricing mechanism transferring on iron ore price volatility
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YOU Zhe, Cheng Jinhua, WU Tong, WANG Ran
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表9 国际铁矿石价格影响机制的非参数检验结果
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Table 9 Results of Non-parametric test for international iron ore price impact mechanism
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| (1) | (2) | (3) | (4) | (5) | (6) | Conventional | 0.113 (0.1082) | 0.0969 (0.0933) | 0.103 (0.1007) | 0.289* (0.1316) | 0.208* (0.0998) | 0.247* (0.1067) | Bias-corre~d | 0.0628 (0.1082) | 0.0622 (0.0933) | 0.0642 (0.1007) | 0.252 (0.1316) | 0.185 (0.0998) | 0.220* (0.1067) | Robust | 0.0628 (0.1245) | 0.0622 (0.1200) | 0.0642 (0.1296) | 0.252 (0.1433) | 0.185 (0.1168) | 0.220 (0.1241) | N | 164 | 164 | 164 | 164 | 164 | 164 |
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