结果:找到“time series economics”相关内容32个,排序为按回复时间降序,搜索更多相关帖子请点击“高级”
Time Series for Macroeconomics and Finance.pdf 2 个回复 - 2058 次查看
1 Preface 7
2 What is a timeseries? 8
3 ARMA models 10
4 The autocorrelation and autocovariance functions. 21
5 Prediction and Impulse-Response Functions 31
6 Stationarity and Wold r ...2010-2-26 03:40 - lineng080728 - 金融工程(数量金融)与金融衍生品
[下载]Time Series for Macroeconomics and Finance 4 个回复 - 2731 次查看
Time Series for Macroeconomics and FinanceJohn H. Cochrane1Graduate School of BusinessUniversity of ChicagoSpring 1997; Pictures added Jan 2005Contents1 Preface72 What is a timeseries?83 ARMA model ...2006-10-25 10:22 - zhangling9765 - 计量经济学与统计软件
[原创]Time Series for Macroeconomics and Finance 0 个回复 - 1696 次查看
Time Series for Macroeconomics and Finance1John H. CochraneGraduate School of BusinessUniversity of Chicago5807 S. Woodlawn.Chicago IL 60637(773) 702-3059john.cochrane@gsb.uchicago.eduSpring 1997; Pic ...2006-2-23 10:19 - anning189 - 计量经济学与统计软件
Share a book-Time Series for Macroeconomics and Finance” 2 个回复 - 1027 次查看
Hello all:
I find this book very helpful in reviewing timeseries section of econometrics. Hope it can also help you!
John H. Cochrane, “Time Series for Macroeconomics and Finance”
Good luc ...2009-12-17 12:40 - abtliu - 经管书评
[下载]Time Series for Macroeconomics and Finance 0 个回复 - 1266 次查看
Time Series for Macroeconomics and Finance by John H. CochraneGraduate School of BusinessUniversity of ChicagoContents1 Preface 72Whatisatimeseries? 83ARMAmodels 103.1 Whitenoise ..................... ...2009-2-6 20:25 - Roccoon - 计量经济学与统计软件