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jqte-econometric-methods

Use when the empirical core of a 《数量经济技术经济研究》 (JQTE) manuscript is an econometric model — time series, cointegration, mixed-frequency, VAR/SVAR, state-space, or panel / macro-econometrics. Enforces correct model setup, stationarity / unit-root and cointegration diagnostics, and lag/specification justification. Use when the method itself is the contribution rather than a causal identification claim.

Journal-of-Quantitative-and-Technological-Economics-Skills/skills/jqte-econometric-methods/SKILL.md

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# 计量方法(jqte-econometric-methods)

## 触发时机

- 实证主体是时间序列 / VAR / 协整 / 混频 / 状态空间 / 宏观面板
- 模型设定、平稳性、滞后阶交代不清,或被质疑"伪回归"
- 方法本身是贡献(把某模型用到中国数据),而非干净因果

## 设定前必查:数据性质决定模型

| 数据性质 | 必做诊断 | 建模含义 |
|----------|----------|----------|
| 单一时间序列 | 单位根(ADF/PP/KPSS)、结构突变(Zivot-Andrews/Bai-Perron) | 非平稳需差分或协整建模 |
| 多变量时间序列 | 单位根 + 协整(Johansen / EG / ARDL 边界) | 协整存在用 VECM,否则差分 VAR |
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