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结果：找到“auto correlation”相关内容85个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”

基于stata异方差与自相关：课件+代码，Heteroskedasticity and Autocorrelation
0 个回复 - 585 次查看基于stata异方差与自相关：课件+代码，Heteroskedasticity and Autocorrelation 基于stata异方差与自相关：课件+代码，Heteroskedasticity and Autocorrelation 基于stata异方差与自相关：课件+代码，Hetero ...2022-6-22 15:54 - Mama-2022 - 现金交易版

空间自相关和空间滤波教学讲义Lecture Notes on Spatial Autocorrelation and Spati
1 个回复 - 579 次查看空间自相关和空间滤波教学讲义Lecture Notes on Spatial Autocorrelation and Spatial Filtering，P200+ 空间自相关和空间滤波教学讲义Lecture Notes on Spatial Autocorrelation and Spatial Filtering =Ad ...2022-4-23 16:09 - lily-2021 - 现金交易版

Asymptotics of sample tail autocorrelations for tail-dependent time series: phas
1 个回复 - 346 次查看【作者(必填)】 23 【文题(必填)】Asymptotics of sample tail autocorrelations for tail-dependent time series: phase transition and visualization 【年份(必填)】 23 【全文链接或数据库名称(选填)】ht ...2022-7-30 23:56 - internet.hzx - 求助成功区

Quantile Correlations and Quantile Autoregressive Modeling
1 个回复 - 815 次查看【作者(必填)】 23 【文题(必填)】 Quantile Correlations and Quantile Autoregressive Modeling 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/full/10.1080/01621459. ...2022-3-19 22:38 - internet.hzx - 求助成功区

Asymptotics of Sample Tail Autocorrelations for Tail Dependent Time Series: Phas
2 个回复 - 586 次查看【作者(必填)】 2323 【文题(必填)】 Asymptotics of Sample Tail Autocorrelations for Tail Dependent Time Series: Phase Transition and Visualization【年份(必填)】 2323 【全文链接或数据库名称(选填)】 ...2021-9-17 10:51 - internet.hzx - 求助成功区

空间计量开山经典：Cliff, A.D. and Ord, J.K. (1973). Spatial autocorrelation
1 个回复 - 1805 次查看国家图书馆有1981年再版之作：Cliff, A. D., and Ord, J. K. (1981). Spatialprocesses: models & applications. Taylor & Francis.我请国外的师兄帮忙复制了一下影印版，分享给大家2019-6-24 09:13 - urbanxyz - 计量经济学与统计软件

Asymptotics of Sample Tail Autocorrelations for Tail Dependent Time Series: Phas
1 个回复 - 708 次查看【作者(必填)】 232 【文题(必填)】 Asymptotics of Sample Tail Autocorrelations for Tail Dependent Time Series: Phase Transition and Visualization【年份(必填)】 2323 【全文链接或数据库名称(选填)】h ...2021-9-13 08:35 - internet.hzx - 求助成功区

异方差和自相关分析 in stata,Heteroskedasticity and Autocorrelation,do文件
0 个回复 - 667 次查看异方差和自相关分析 in stata,Heteroskedasticity and Autocorrelation,do文件+课件异方差和自相关分析 in stata,Heteroskedasticity and Autocorrelation,do文件异方差和自分析 in stata,Heteroskedastic ...2021-8-8 20:36 - lily-2021 - 现金交易版

Trading Volume and Cross‐Autocorrelations in Stock Returns
2 个回复 - 813 次查看【作者(必填)】 23 【文题(必填)】 Trading Volume and Cross‐Autocorrelations in Stock Returns【年份(必填)】 232 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/abs/10.1111/0022-1 ...2019-7-11 23:19 - internet.hzx - 求助成功区

Trading Volume and Cross-Autocorrelations in Stock Returns
3 个回复 - 742 次查看【作者(必填)】 23 【文题(必填)】 Trading Volume and Cross-Autocorrelations in Stock Returns【年份(必填)】 232 【全文链接或数据库名称(选填)】https://www.jstor.org/stable/2225272019-10-23 01:53 - internet.hzx - 求助成功区

Asymptotics of sample tail autocorrelations for tail-dependent time series: phas
0 个回复 - 438 次查看【作者(必填)】 232 【文题(必填)】 Asymptotics of sample tail autocorrelations for tail-dependent time series: phase transition and visualization 【年份(必填)】 2323 【全文链接或数据库名称(选填)】 ...2022-1-8 20:18 - internet.hzx - 文献求助专区

有大神可以讲下autocorrelation t value这些嘛
0 个回复 - 847 次查看在家现在上国外网课，又是转专业，听起来比较费解。想找个大神中文手把手教下r studio入门。有偿：1小时150 三小时4002021-6-19 11:26 - 天然气的饼干 - 计量经济学与统计软件

做ols的时候可以用regress命令，但是autocorrelation检测就出现了no observations
0 个回复 - 903 次查看做ols的时候可以用regress命令，但是autocorrelation检测就出现了no observations r(2000),heteroscedasticity检测出现了 r(199)；用hausman test的时候只能输入前两个fixed的command，输入后面两个random的command就 ...2020-8-5 23:20 - 只想到处逛吃逛吃 - Stata专版

Autocorrelation of daily index returns: Intraday-to-intraday versus close-to-clo
1 个回复 - 422 次查看【作者(必填)】 McInish, T.H. and Wood, R.A.[/backcolor] 【文题(必填)】 Autocorrelation of daily index returns: Intraday-to-intraday versus close-to-close intervals[/backcolor] 【年份(必填)】 1991 ...2020-7-5 14:49 - pan1111111 - 求助成功区

Momentum and Autocorrelation in Stock Returns
1 个回复 - 500 次查看【作者(必填)】https://doi.org/10.1093/rfs/15.2.5332019-10-7 20:28 - huangxiaofen - 求助成功区

On the residual autocorrelation of the autoregressive conditional duration model
3 个回复 - 527 次查看【作者(必填)】W.K.Li[/backcolor] p[/backcolor]hilip L.H.Yu[/backcolor] 【文题(必填)】On the residual autocorrelation of the autoregressive conditional duration model 【年份(必填)】Volume 79, Issu ...2019-7-20 11:36 - Yuhanjlu - 求助成功区

The Durbin-Watson Test for Autocorrelation in Nonlinear Models
2 个回复 - 767 次查看【作者(必填)】Kenneth J. White 【文题(必填)】The Durbin-Watson Test for Autocorrelation in Nonlinear Models 【年份(必填)】1992 【全文链接或数据库名称(选填)】http://www.jstor.org/stable/21096 ...2016-8-7 18:40 - lipj - 求助成功区

自相关图（Autocorrelation）与偏相关图(Partial Correlation)
18 个回复 - 77687 次查看这在时间序列分析中非常重要！ AC为序列的自相关系数，即t期序列与t-k期序列的相关系数；PAC为序列的偏相关系数，即t期序列对t-1，t-2，……，t-k期序列做回归时的偏回归系数。Q统计量服从卡方分布，从 ...2014-6-19 09:23 - 胖胖小龟宝 - EViews专版

求一本书： Spatial autocorrelation and spatial filtering
12 个回复 - 2267 次查看【作者(必填)】Griffith, Daniel A. 【文题(必填)】Spatial Autocorrelation and Spatial Filtering：Gaining Understanding Through Theory and Scientific Visualization 【年份(必填)】2003 【全文链接或 ...2012-5-2 17:16 - sunlet - 求助成功区

求书一本：Spatial Autocorrelation and Spatial Filtering
2 个回复 - 504 次查看【作者(必填)】Daniel A. Griffith[/backcolor] 【文题(必填)】Spatial Autocorrelation and Spatial Filtering: Gaining Understanding Through Theory and Scientific Visualization 【年份(必填)】2003 ...2019-3-26 12:23 - hawkman7 - 求助成功区

求wiley文献PROBIT WITH SPATIAL AUTOCORRELATION
1 个回复 - 420 次查看【作者(必填)】Daniel P. McMillen 【文题(必填)】PROBIT WITH SPATIAL AUTOCORRELATION 【年份(必填)】1992 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/pdf/10.1111/j.1467-9787.1 ...2018-12-14 17:07 - mgymgy - 求助成功区

Monte Carlo Program for OLS and GLS under Autocorrelation的gauss code
9 个回复 - 8193 次查看一个程序： Monte Carlo Program for OLS and GLS under Autocorrelation: AR(1) 建议：会的话可以不下，有的话可以不下。来源：PREPARED BY S.C. AHN2007-10-6 11:19 - xuelida - Gauss专版

On the squared residual autocorrelations in non‐linear time series
1 个回复 - 720 次查看【作者(必填)】WK Li， TK Mak 【文题(必填)】On the squared residual autocorrelations in non‐linear time series with conditional heteroskedasti ...2018-7-25 09:54 - 我来了 - 求助成功区

Spatial Autocorrelation and Spatial Interaction Gravity Models
2 个回复 - 709 次查看【作者(必填)】 [*]Daniel A. Griffith [*]Jean H. P. Paelinck 【文题(必填)】Spatial Autocorrelation and Spatial Interaction Gravity Models 【年份(必填)】2018 【全文链接或数据库名称(选填)】h ...2018-5-10 23:06 - salinasu - 求助成功区

Distribution of residual autocorrelations in autoregressive-integrated moving av
2 个回复 - 1045 次查看【作者(必填)】 ox G, Pierce D 【文题(必填)】 Distribution of residual autocorrelations in autoregressive-integrated moving average time series models 【年份(必填)】 1970 【全文链接或数据库名称(选 ...2017-12-30 02:40 - internet.hzx - 求助成功区

Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Av
1 个回复 - 641 次查看【作者(必填)】 G. E. P. Box and David A. Pierce 【文题(必填)】 Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models【年份(必填)】 1970 【全文链 ...2017-10-5 00:48 - internet.hzx - 求助成功区

Testing for Autocorrelation in Dynamic Linear Models
1 个回复 - 1130 次查看【作者(必填)】TS Breusch 【文题(必填)】Testing for Autocorrelation in Dynamic Linear Models 【年份(必填)】1978 【全文链接或数据库名称(选填)】2017-7-19 22:32 - Nelsh--Deng - 求助成功区

Dynamic autocorrelation of intraday stock returns
2 个回复 - 718 次查看【作者(必填)】 Xi Dong, Shu Feng, Leng Ling, Pingping Song 【文题(必填)】 Dynamic autocorrelation of intraday stock returns 【年份(必填)】 2016 【全文链接或数据库名称(选填)】 http://www.scien ...2017-4-12 17:12 - forrest_zhukun - 求助成功区

Estimating spatial autocorrelation with sampled network data
1 个回复 - 761 次查看【作者(必填)】王汉生【文题(必填)】Estimating spatial autocorrelation with sampled network data 【年份(必填)】2015 【全文链接或数据库名称(选填)】求MATLAB编得的Table 1 参数结果。2017-6-1 11:38 - vsxiaotgua - 文献求助专区

请教如何用GLS做spatial autocorrelation分析
0 个回复 - 1420 次查看请教大家如何在R里用GLS做spatial autocorrelation分析，目前对gls()里"correlation"这个argument有疑问，不知道该如何建立，请教大神们，多谢多谢！2017-5-28 01:30 - Brigitte.Yang - R语言论坛

Time Series Momentum Trading Strategy and Autocorrelation Amplification
4 个回复 - 2451 次查看 This article assumes general stationary processes for prices and derives the autocorrelation function for a general Moving Average (MA) trading rule to investigate why this rule is used. The resul ...2016-9-13 14:12 - hqmf2016 - 金融学（理论版）

A Gentle Introduction to Autocorrelation and Partial Autocorrelation
3 个回复 - 1679 次查看 **** 本内容被作者隐藏 ****2017-2-13 15:54 - oliyiyi - LATEX论坛

【求助】想问下stata中GLM怎么做autocorrelation test(自相关检验)
0 个回复 - 1529 次查看想问下stata中 GLM model怎么做自相关检验和DW检验另外想问如果GMM model下autocorrelation test 一阶差分之后依然过不了怎么办2016-12-7 14:26 - 麦圈 - Stata专版

[求助]stationarity time series 和 autocorrelation问题。
2 个回复 - 3777 次查看 stationary和autocorrelation之间什么关系？是不是只要是有autocorrelation问题的model都是nonstationary的？我知道q statistics 和Ljung box text都是检测stationarity的。是否也可以检验autocorrelation呢？（我很 ...2007-3-1 06:32 - kylefran - 计量经济学与统计软件

A Comparison of the Autocorrelation and Variance of NFL Team
1 个回复 - 446 次查看【作者(必填)】Joseph S. Koopmeiners 【文题(必填)】A Comparison of the Autocorrelation and Variance of NFL Team Strengths Over Time using a Bayesian State-Space Model 【年份(必填)】2012 【全文 ...2016-4-12 10:17 - dliangfranklin - 求助成功区

Autocorrelation in Time Series Data
0 个回复 - 1641 次查看 t Ut Et Xt Yt 0 3 0 5 1 0.5 3.5 1 6 2 -0.7 2.8 2 5.8 3 0.3 3.1 3 6.6 4 0 3.1 4 7.1 5 -2.3 0.8 5 5.3 6 -1.9 -1.1 6 3.9 7 0.2 -0.9 7 4.6 8 -0.3 -1.2 8 4.8 9 0.2 -1 9 5.5 10 -0.1 -1.1 10 5.9 ...2016-3-25 13:15 - followsuit - Forum

Spatial Correlation: A Suggested Alternative to the Autoregressive Model
3 个回复 - 808 次查看【作者(必填)】Harry H. Kelejian, Dennis P. Robinson 【文题(必填)】Spatial Correlation: A Suggested Alternative to the Autoregressive Model 【年份(必填)】1995 【全文链接或数据库名称(选填)】htt ...2016-3-23 15:51 - 落叶无雨 - 求助成功区

getis-2010-Spatial autocorrelation. In Fischer,M.M., Getis,A.(Eds), Handbook of
0 个回复 - 1033 次查看帮助大家学习空间计量相关应用与软件学习2015-11-30 10:53 - gxtal - 国际商务

Getis-2010-Spatial autocorrelation. In Fischer,M.M., Getis,A.(Eds), Handbook of
1 个回复 - 1209 次查看帮助大家学习空间计量相关的应用2015-11-30 10:50 - gxtal - 国际商务

MODELING SPATIAL AUTOCORRELATION IN SPATIAL INTERACTION DATA: AN APPLICATION TO
2 个回复 - 488 次查看【作者(必填)】Manfred M. Fischer andDaniel A. Griffith 【文题(必填)】MODELING SPATIAL AUTOCORRELATION IN SPATIAL INTERACTION DATA: AN APPLICATION TO PATENT CITATION DATA IN THE EUROPEAN UNION 【 ...2015-10-27 10:19 - 24578901 - 求助成功区

Heteroskedasticity and Autocorrelation Consistent Covariant Matrix Estimation
2 个回复 - 680 次查看 Heteroskedasticity and Autocorrelation Consistent Covariant Matrix Estimation2015-10-15 20:36 - lucky187 - 求助成功区

[经验分享] 自相关图（Autocorrelation）与偏相关图(Partial Correlation)
7 个回复 - 10907 次查看申明：本帖转自Eviews版块：http://bbs.pinggu.org/thread-3096618-1-1.html，感谢胖胖小龟宝[/backcolor]坛友的无私奉献，希望对需要的坛友有帮助。[hr] 这在时间序列分析中非常重要！[/backcolor] ...2015-4-10 13:08 - xddlovejiao1314 - 经管代码库

autocorrelation 不同阶数的含义
1 个回复 - 2327 次查看在实证的回归分析中，对有些数据进行了1st order autocorrelation, 2nd order autocorrelation, 3rd order autocorrelation的分析，请问通过这些数据可以反映什么？比如，1,2,3阶的自相关分别为0.952,0.892，0.822 ...2015-6-8 19:46 - noori_1001 - 金融学（理论版）

[讨论]negative autocorrelation in stock returns
1 个回复 - 2847 次查看大家好，我在写关于negative autocorrelation in stock returns的论文，发现Fama and French (1988) 模型中的假设有问题，请问有没有朋友也在做相同研究的，谢谢 [此贴子已经被作者于2006-8-22 5:44:52编辑 ...2006-8-22 05:34 - xujingnan - 金融学（理论版）

回归分析中发现有autocorrelation, 应如何调整模型?
1 个回复 - 2994 次查看例如用correlogram判断後确定有MA及AR项, 应如何在回归分析中包括?[/backcolor]2015-6-7 21:17 - simon1223hk - 计量经济学与统计软件

The Problem of Spatial Autocorrelation
0 个回复 - 921 次查看【作者(必填)】 Cliff, A. D., and J. K. Ord 【文题(必填)】 The Problem of Spatial Autocorrelation 【年份(必填)】 1969 【全文链接或数据库名称(选填)】Regional Science2015-1-21 10:35 - lyq617 - 文献求助专区

如何通过sas计算first-order autocorrelation coefficient？？？
5 个回复 - 3978 次查看 first-order autocorrelation coefficient2014-10-7 12:03 - d.ш - SAS专版

Influence of autocorrelation on the topology of the climate network
1 个回复 - 835 次查看【作者(必填)】 Oded C. Guez, Avi Gozolchiani, and Shlomo Havlin【文题(必填)】 Influence of autocorrelation on the topology of the climate network【年份(必填)】 Phys. Rev. E 90, 062814 – Publis ...2015-1-1 18:49 - qijiongli - 求助成功区

请教一个用matlab rolling window做时间序列数据的autocorrelation问题
10 个回复 - 11816 次查看请教大家一个问题：我这里有从1994年到2009年的monthly return的时间序列数据，一共大约182个数据，我想用这些数据做出来 60-month rolling-window autocorrelations of returns，如何用matlab做出这样的rolling ...2010-3-22 03:45 - vivianssecret - MATLAB等数学软件专版

求问关于autocorrelation和detrend的Stata Command[伍德里奇计量经济学导论课后习题]
1 个回复 - 5011 次查看 From Wooldridge's Introductory Econometrics--A Modern Approach 5th edChapter11 C1 是作业题，要求写出Stata Command，比如“reg a b”这样的。主要是(i)和(iii)不会 Stata中求first order autocorrelation的 ...2014-7-16 19:42 - xiaoaddie - Stata专版

Correlation functions of an autonomous stochastic system with time delays
1 个回复 - 544 次查看【作者(必填)】 zhu qi 【文题(必填)】 Correlation functions of an autonomous stochastic system with time delays【年份(必填)】 2014 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/scienc ...2014-1-24 13:13 - qijiongli - 求助成功区

GMM Estimation of Spatial Error Autocorrelation with Heteroskedasticity
1 个回复 - 790 次查看求助2011年的 Anselin, L. GMM Estimation of Spatial Error Autocorrelation with Heteroskedasticity文章一篇。2013-12-19 20:36 - yhw1234 - 计量经济学与统计软件

求Jstor上的一篇文献Heteroskedasticity-Autocorrelation Robust ...
4 个回复 - 1208 次查看【作者(必填)】Nicholas M. Kiefer, Timothy J. Vogelsang 【文题(必填)】Heteroskedasticity-Autocorrelation Robust Testing Using Bandwidth Equal to Sample Size 【年份(必填)】2002 【全文链接或数据 ...2013-9-1 16:39 - mgymgy - 求助成功区

求Jstor上的一篇文献Testing for Zero Autocorrelation in the Presence of Statistic
1 个回复 - 897 次查看【作者(必填)】I. N. Lobato, John C. Nankervis, N. E. Savin 【文题(必填)】Testing for Zero Autocorrelation in the Presence of Statistical Dependence 【年份(必填)】2002 【全文链接或数据库名称(选 ...2013-9-1 16:54 - mgymgy - 求助成功区

Help-Beyond univariate measurement of spatial autocorrelation
1 个回复 - 740 次查看【作者(必填)】Jennifer Day & Blane Lewis 【文题(必填)】Beyond univariate measurement of spatial autocorrelation: disaggregated spillover effects for Indonesia 【年份(必填)】2012 【全文链接或数 ...2013-8-31 17:02 - ywh19860616 - 求助成功区

Testing for Spatial Error Autocorrelation in the Presence of Endogenous Regresso
4 个回复 - 840 次查看【作者(必填)】 Woodard, Joshua D.1; Schnitkey, Gary D.2; Sherrick, Bruce J.2; Lozano-Gracia, Nancy3; Anselin, Luc4 【文题(必填)】Testing for Spatial Error Autocorrelation in the Presence of Endogeno ...2013-8-14 07:23 - ~畅畅~ - 文献求助专区

请教：空间依赖(dependence)与空间自相关(autocorrelation)是否内涵相同？
7 个回复 - 5935 次查看请教：空间依赖(dependence)与空间自相关(autocorrelation)是否内涵相同？近来看到文献中，有空间依赖，也有空间自相关的名词，不知其是否内涵相同？计量经济学中的空间自相关与地统计学中的空间相关有何异同？ ...2008-8-30 10:01 - appraiser - 区域经济学

Autocorrelation Function and Spectrum of Stationary Processes
1 个回复 - 836 次查看【作者(必填)】George E. P. Box, Gwilym M. Jenkins, Gregory C. Reinsel 【文题(必填)】Autocorrelation Function and Spectrum of Stationary Processes 【年份(必填)】2013 【全文链接或数据库名称(选填 ...2013-6-17 03:47 - violinangel - 求助成功区

Noise on photon correlation data. I. Autocorrelation functions
1 个回复 - 710 次查看【作者(必填)】 K Schatzel[/backcolor] 【文题(必填)】 Noise on photon correlation data. I. Autocorrelation functions 【年份(必填)】 1990 【全文链接或数据库名称(选填)】 http://iopscience.iop.org/ ...2013-4-22 11:55 - zgj1984411 - 求助成功区

求全文Testing for spatial autocorrelation among the residuals of the geographica
3 个回复 - 1227 次查看求“Yee Leung, Chang-Lin Mei, Wen-Xiu Zhang.Testing for spatial autocorrelation among the residuals of the geographically weighted regression.Environment and Planning A 2000,32(5) 871 – 890 ”全文，因 ...2013-4-7 13:43 - dandan_9075 - 数据求助

Nonsynchronous security trading and market index autocorrelation
4 个回复 - 865 次查看【作者(必填)】MD Atchison, KC Butler, RR Simonds 【文题(必填)】 Nonsynchronous security trading and market index autocorrelation 【年份(必填)】【全文链接或数据库名称(选填)】2013-3-17 13:33 - lk1966mail - 求助成功区

关于autocorrelation in explanatory variable
1 个回复 - 1437 次查看请各位大大推荐一些literature，关于autocorrelation of explanatory variable会导致regression的问题以及解决方法！本人现在在写stock return的predictability的文章。急急急跪谢了2009-8-6 22:40 - suki1121 - EViews专版

Applying Measures of Spatial Autocorrelation
1 个回复 - 809 次查看【作者(必填)】 Roger Bivand 【文题(必填)】 Applying Measures of Spatial Autocorrelation:: Computation and Simulation 【年份(必填)】 Geographical Analysis,Volume 41, Issue 4, pages 375–384, Octob ...2012-10-27 15:28 - ys1909 - 求助成功区

求助贴！THE extended autocorrelation function!~
1 个回复 - 1525 次查看也就是所谓的 EACF 到底是什么意思！~ 有哪位仁兄把思路大概解释下！~~2012-7-23 17:24 - jinyizhe282 - 计量经济学与统计软件

Testing for Spatial Autocorrelation Among Regression Residuals
2 个回复 - 1083 次查看【作者(必填)】Cliff A, Ord JK 【文题(必填)】Testing for Spatial Autocorrelation Among Regression Residuals 【年份(必填)】1972 【全文链接或数据库名称(选填)】2012-4-19 10:39 - cfzhang - 求助成功区

A history of the concept of spatial autocorrelation
2 个回复 - 1031 次查看【作者(必填)】Getis, A. 【文题(必填)】A history of the concept of spatial autocorrelation 【年份(必填)】2008 【全文链接或数据库名称(选填)】Geographical Analysis 谢谢2012-1-29 11:51 - cfzhang - 求助成功区

Discriminating Between Autocorrelation and Misspecification in Regression
3 个回复 - 2403 次查看 2007-8-22 21:19 - xuehe - 计量经济学与统计软件

Automatic Autocorrelation and Spectral Analysis
4 个回复 - 3227 次查看 Springer ebook Automatic Autocorrelation and Spectral Analysis Broersen, Piet M.T. 2006, XII, 298 p., 104 illus., Hardcover ISBN: 978-1-84628-328-4 Table of contents Introduction.- Bas ...2007-5-18 13:37 - ccpoo - 计量经济学与统计软件

Testing for serial correlation, spatial autocorrelation
6 个回复 - 6049 次查看 This paper considers a spatial panel data regression model with serial correlation on each spatialunit over time as well as spatial dependence between the spatial units at each point in time. Inadditi ...2006-12-16 10:31 - jiangzhongyu - 计量经济学与统计软件

The sample autocorrelation function of non-linear time series
5 个回复 - 3600 次查看 Promotor: Prof.dr. W. Schaafsma Co-promotor: Dr. T. Mikosch Beoordelingscomissie: Prof.dr. R.A. Davis Prof.dr. H.G. Dehling Prof.dr. C. Kluppelberg [此贴子已经被作者于2005-12-26 23:48:39编辑过 ...2005-12-26 23:16 - jluztg - 计量经济学与统计软件

求助，关于建立VECM后的autocorrelation LM tests
2 个回复 - 3275 次查看三变量都是I(1)，选定lag 为4，且确定有一个协整后，建立VECM, 然后我做residual test 中的autocorrelation LM tests 得出如下结果 Null Hypothesis: no serial correlation at lag order h ...2010-8-1 08:07 - youporn - EViews专版

autocorrelation and shock
1 个回复 - 1908 次查看 in the chapter of autocorrelation, there is a ssentence said: this means that, in any one period, the current error term contains not only the effects of current shocks but also the carryover from pre ...2010-3-7 01:19 - jiliangamelia - 计量经济学与统计软件

Monte Carlo Program for OLS and GLS under Autocorrelation的gauss code
5 个回复 - 2641 次查看一个小的仿真程序：Monte Carlo Program for OLS and GLS under Autocorrelation的gauss code 呵呵2009-7-18 08:43 - zhaomn200145 - Gauss专版

testing autocorrelation --AR(1)serial correlation
4 个回复 - 4738 次查看请问在stata里面有个AR(1)serial correlation,需要Ut对Ut-1进行回归，得出他们的相关系数，请问这个命令怎么写啊？非常感谢！2009-12-12 22:40 - ccgzl - Stata专版

What kind of Trading Drives Return Autocorrelation
0 个回复 - 1207 次查看 What kind of Trading Drives Return Autocorrelation2009-12-20 09:06 - fushengbin - 论文版

请教stationary和autocorrelation
2 个回复 - 4386 次查看 stationary 和 nonstationar 的前提是不是autocorrlated? if variable is not autocorrelated, could it follow statinary or nonstationary pattern? thanks2009-12-9 01:47 - clyeric - 计量经济学与统计软件

关于autocorrelation in explanatory variable
0 个回复 - 1389 次查看请各位大大推荐一些literature，关于autocorrelation of explanatory variable会导致regression的问题以及解决方法！本人现在在写stock return的predictability的文章。急急急跪谢了2009-8-6 22:41 - suki1121 - 计量经济学与统计软件

autocorrelation为何OLS estimators still unbiased呀?
3 个回复 - 1873 次查看 autocorrelation为何OLS estimators still unbiased?小弟搞不懂呐~~~~大家帮我解释下好吗~？2009-5-2 14:59 - fdfknight - 计量经济学与统计软件

test the significant of partial autocorrelation
0 个回复 - 1994 次查看有一百个数据,用gauss 里的pacf()函数求出了the first 12 lags of pacf,问: focus on hte PACF at lag 1,用什么test去test the pacf significantly from zero?谢谢!2009-2-5 13:28 - shenying96 - 计量经济学与统计软件

【求助】一道关于autocorrelation的题
1 个回复 - 1901 次查看 State how the Cochrane-Orcutt estimator improves on the estimate of ρderived from Durbin-Watson statistic?2008-11-5 11:44 - rialbynot - 计量经济学与统计软件

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