结果:找到“structure VAR”相关内容52个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
Determining the dependence structure of multivariate extremes
1 个回复 - 140 次查看 【作者(必填)】 4444 【文题(必填)】 Determining the dependence structure of multivariate extremes【年份(必填)】 2222 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/article-abstract/ ...2023-12-29 18:24 - internet.hzx - 求助成功区
Copula Modeling of Serially Correlated Multivariate Data with Hidden Structures
5 个回复 - 334 次查看 【作者(必填)】 3 【文题(必填)】 Copula[/backcolor] Modeling of Serially Correlated Multivariate Data with Hidden Structures 【年份(必填)】 3 【全文链接或数据库名称(选填)】https://amstat.tandfonl ...2023-11-12 10:37 - internet.hzx - 求助成功区
Functional PCA With Covariate-Dependent Mean and Covariance Structure
1 个回复 - 487 次查看 【作者(必填)】F Ding, S He, DE Jones, JZ Huang 【文题(必填)】Functional PCA With Covariate-Dependent Mean and Covariance Structure 【年份(必填)】2022 【全文链接或数据库名称(选填)】https://www ...2022-8-13 09:46 - liu2008shu - 求助成功区
【经典教材系列】Multivariate Time Series With Linear State Space Structure
89 个回复 - 9882 次查看 欢迎订阅wwqqer文库!2016-5-16 06:42 - wwqqer - 计量经济学与统计软件
On the dependence structure of bivariate recurrent event processes: inference an
2 个回复 - 1356 次查看 【作者(必填)】 77 【文题(必填)】 On the dependence structure of bivariate recurrent event processes: inference and estimation 【年份(必填)】 66 【全文链接或数据库名称(选填)】https://academic.oup ...2022-3-15 09:25 - internet.hzx - 求助成功区
On the dependence structure of bivariate recurrent event processes: inference an
3 个回复 - 1045 次查看 【作者(必填)】 2323 【文题(必填)】 On the dependence structure of bivariate recurrent event processes: inference and estimation 【年份(必填)】 232 【全文链接或数据库名称(选填)】https://academic. ...2022-3-12 23:40 - internet.hzx - 求助成功区
On the dependence structure of bivariate recurrent event processes: inference an
1 个回复 - 1016 次查看 【作者(必填)】 23 【文题(必填)】 On the dependence structure of bivariate recurrent event processes: inference and estimation 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup ...2022-3-15 10:47 - internet.hzx - 求助成功区
Econometrica: MARKET MICROSTRUCTURE INVARIANCE (Kyle)
2 个回复 - 1481 次查看 2018-9-21 02:56 - joohoo - 量化投资
The GVAR Handbook:Structure and Applications of a Macro Model of the Global Eco
3 个回复 - 2317 次查看 Structure and Applications of a Macro Model of the Global Economy for Policy Analysis2019-5-31 11:08 - 无情兽 - 计量经济学与统计软件
Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
3 个回复 - 1064 次查看 【作者(必填)】Gary Chamberlain and Michael Rothschild 【文题(必填)】Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets 【年份(必填)】1983 【全文链接或数据库名称(选 ...2014-4-7 16:22 - 我来了 - 求助成功区
求助文献“Network Structure and Biased Variance Estimation”
2 个回复 - 554 次查看 【作者(必填)】Verdery AM 【文题(必填)】Network Structure and Biased Variance Estimation in Respondent Driven Sampling 【年份(必填)】2016 【全文链接或数据库名称(选填)】https://www.ncbi.nlm.nih ...2020-5-3 11:31 - zhaomn200145 - 求助成功区
Dependence structures for multivariate high-frequency data in finance
1 个回复 - 690 次查看 【作者(必填)】 23 【文题(必填)】 Dependence structures for multivariate high-frequency data in finance【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/abs/10.1080/7 ...2018-8-23 12:17 - internet.hzx - 求助成功区
Multinomial Probit with Structured Covariance for Choice Situations
1 个回复 - 656 次查看 【作者(必填)】 Tetsuo Yai 【文题(必填)】 Multinomial Probit with Structured Covariance for Choice Situations with Similar Alternatives 【年份(必填)】 1998 【全文链接或数据库名称(选填)】https:// ...2018-6-25 11:14 - peterxu1969 - 求助成功区
A recurrent neural network-based adaptive variable structure model-followin..
0 个回复 - 434 次查看 摘要:A novel scheme for integrating a neural network approach with an adaptive implementation of variable structure control for multijointed robotic manipulator...http://www.sciencedirect.com/science ...2018-2-2 02:59 - AIworld - 人工智能论文版
The Variance Risk Premium: Components, Term Structures, and Stock Return Predict
1 个回复 - 430 次查看 【作者(必填)】 Junye Li & Gabriele Zinna 【文题(必填)】 The Variance Risk Premium: Components, Term Structures, and Stock Return Predictability 【年份(必填)】 2017 【全文链接或数据库名称(选填)】 ...2017-10-26 16:18 - internet.hzx - 求助成功区
A simple comprehensive model for the analysis of covariance structures: Some rem
1 个回复 - 504 次查看 【作者(必填)】Roderick P. McDonald 【文题(必填)】A simple comprehensive model for the analysis of covariance structures: Some remarks on applications 【年份(必填)】1980 【全文链接或数据库名称 ...2017-10-15 22:27 - qianhaoqi - 求助成功区
Residuals for the linear model with general covariance structure
3 个回复 - 754 次查看 【作者(必填)】J Haslett,K Hayes 【文题(必填)】Residuals for the linear model with general covariance structure 【年份(必填)】《Journal of the Royal Statistical Society》, 1997, 60(1):201-215 ...2017-4-2 00:13 - susanna_5433 - 求助成功区
Time-varying managerial overconfidence and corporate debt maturity structure
1 个回复 - 689 次查看 【作者(必填)】 Ali Ataullah 【文题(必填)】 Time-varying managerial overconfidence and corporate debt maturity structure【年份(必填)】 2016 【全文链接或数据库名称(选填)】http://www.tandfonline.com ...2017-3-31 17:23 - waterup - 求助成功区
Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model
2 个回复 - 1789 次查看 【作者(必填)】Engle, Lilien and Robins 【文题(必填)】Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model 【年份(必填)】1987 【全文链接或数据库名称(选填)】http://www.js ...2013-9-29 18:50 - 天上白玉京 - 求助成功区
Structured Robust Covariance Estimation
4 个回复 - 1178 次查看 【作者(必填)】Ami Wiesel 【文题(必填)】Structured Robust Covariance Estimation 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://www.nowpublishers.com/article/Details/SIG-0532016-8-24 20:20 - MemMao - 求助成功区
Product variety and channel structure strategy for a retailer-Stackelberg supply
4 个回复 - 844 次查看 【作者(必填)】 [*]Tiaojun Xiaoa, , [*]Tsan-Ming Choib, , , [*]T.C.E. Cheng 【文题(必填)】Product variety and channel structure strategy for a retailer-Stackelberg supply chain 【年份(必填)】 ...2016-11-22 11:30 - xiaodoudou2079 - 求助成功区
A Practitioner’s Guide to Market Microstructure Invariance
2 个回复 - 1151 次查看 【作者(必填)】Albert S. Kyle, Anna A. Obizhaeva, and Mark Kritzman 【文题(必填)】A Practitioner’s Guide to Market Microstructure Invariance 【年份(必填)】Fall 2016, Vol. 43, No. 1: pp. 43-53 【 ...2016-10-26 21:28 - lopemann - 求助成功区
【独家发布】【2016新书】Variable-Structure Approaches: Analysis, Simulation, Robust
8 个回复 - 914 次查看 如果喜欢该文档,欢迎订阅【2016新书】文库,http://bbs.pinggu.org/forum.php?mod=collection&action=view&ctid=3187 图书名称:Variable-Structure Approaches: Analysis, Simulation, Robust Control and Esti ...2016-7-27 20:11 - 牛尾巴 - winbugs及其他软件专版
Realized Variance and Market Microstructure Noise
1 个回复 - 1209 次查看 【作者(必填)】 Peter R Hansena & Asger Lundeb 【文题(必填)】 Realized Variance and Market Microstructure Noise【年份(必填)】 2006 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/ ...2016-2-29 16:10 - bkjg - 求助成功区
Varieties of Artificial Crime Analysis: Purpose, Structure, and Evidence in Crim
0 个回复 - 801 次查看 【作者(必填)】 J Eck,L Liu 【文题(必填)】 Varieties of Artificial Crime Analysis: Purpose, Structure, and Evidence in Crime Simulations【年份(必填)】 【全文链接或数据库名称(选填)】2016-1-13 21:18 - ys1909 - 文献求助专区
Which Covariance Structure Should We Choose?
1 个回复 - 1389 次查看 If you have any random effects or repeated measures in your multilevel model then you have to decide upon the covariance structure of your data. If you have random effects and repeated measures then y ...2014-2-3 13:34 - Lisrelchen - HLM专版
Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatili
1 个回复 - 911 次查看 【作者(必填)】Michael McAleera*, Suhejla Hotia & Felix Chanb 【文题(必填)】Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility 【年份(必填)】2009 【全文链接或数据 ...2015-10-31 13:09 - 我来了 - 求助成功区
Simultaneous Specification Test for the Mean and Variance Structures for
2 个回复 - 645 次查看 【作者(必填)】Chen, S.X. and J. Gao 【文题(必填)】Simultaneous Specification Test for the Mean and Variance Structures for Nonlinear Time Series regression 【年份(必填)】2011 【全文链接或数据 ...2015-9-19 16:50 - 我来了 - 求助成功区
Using the variance structure of the conditional autoregressive spatial specifica
1 个回复 - 1658 次查看 Using the variance structure of the conditional autoregressive spatial specification to model knowledge spillovers 链接:https://ideas.repec.org/a/jae/japmet/v23y2008i2p235-256.html 其他来源也可以 ...2015-7-2 15:56 - 豁达统计人 - 悬赏大厅
求下载文章Simultaneous structure estimation and variable selection in partial li
1 个回复 - 710 次查看 【作者(必填)】 Kangning Wang and Lu Lin 【文题(必填)】 Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data 【年份( ...2015-5-10 17:23 - liwenxue_137 - 求助成功区
Modern Arabic Structures, Functions, and Varieties
1 个回复 - 591 次查看 Modern Arabic Structures, Functions, and Varieties2015-2-24 20:46 - richardchan001 - 休闲灌水
Covariance structure selection in general mixed models
1 个回复 - 681 次查看 【作者(必填)】Russ Wolfingera 【文题(必填)】 Covariance structure selection in general mixed models 【年份(必填)】 Communications in Statistics - Simulation and Computation ...2015-2-10 04:47 - qoiqpwqr - 求助成功区
Product variety and channel structure strategy for a retailer-Stackelberg supply
1 个回复 - 843 次查看 【作者(必填)】 [*]Tiaojun Xiaoa, , [*]Tsan-Ming Choib, , , [*]T.C.E. Chenga, c, 【文题(必填)】 Product variety and channel structure strategy for a retailer-Stackelberg supply chain 【年份 ...2014-11-22 17:15 - 下雨就打伞 - 求助成功区
linear latent variable models and covariance structures
2 个回复 - 934 次查看 【作者(必填)】Anderson, Theodore Wilbur 【文题(必填)】linear latent variable models and covariance structures 【年份(必填)】1989 【全文链接或数据库名称(选填)】2014-10-31 09:48 - hnzb - 求助成功区
Cutoff criteria for fit indexes in covariance structure analysis: Conventional c
6 个回复 - 3039 次查看 谢谢相助 【作者(必填)】Li‐tze Hua & Peter M. Bentlerb 【文题(必填)】Cutoff criteria for fit indexes in covariance structure analysis: Conventional criteria versus new alternatives【年份(必填)】 ...2012-2-24 09:59 - a20060770 - 求助成功区
Classification and Multivariate Analysis for Complex Data Structures
1 个回复 - 733 次查看 B e r nard Fichet · Domenico Piccolo · Rosanna Verde · Maurizio Vichi Editors Classification and Multivariate Analysis for Complex Data Structures2014-10-16 14:33 - li_mao - 计量经济学与统计软件
Temporal and spatial variability in macroinvertebrate community structure
3 个回复 - 909 次查看 【作者(必填)】F O Arimoro, R B Ikomi, I O Ajuzieogu & F O Nwadukwe 【文题(必填)】Temporal and spatial variability in macroinvertebrate community structure in relation to environmental variables in ...2014-9-18 21:24 - lxxwgdxg - 求助成功区
The GVAR Handbook : Structure and Applications of a Macro Model of the Global Ec
3 个回复 - 588 次查看 【作者(必填)】Filippo di Mauro and M. Hashem Pesaran 【文题(必填)】The GVAR Handbook : Structure and Applications of a Macro Model of the Global Economy for Policy Analysis 【年份(必填)】2013 【全 ...2014-8-12 12:12 - 3qsir - 求助成功区
cutoff criteria for fit indexes in covariance structure analysis conventional
1 个回复 - 1454 次查看 【作者(必填)】Hu, L. & Bentler, P. M. 【文题(必填)】cutoff criteria for fit indexes in covariance structure analysis: conventional criteria versus new alternatives 【年份(必填)】1999 【全文链 ...2014-6-7 00:22 - hnzb - 求助成功区
VAR模型d的lag structure检验
1 个回复 - 1514 次查看VAR模型进行lag structure检验:点击因果检验后出现,matrix or vector given no positive dimension;AR检验视屏稳定的,滞后期的选择与AIC给出的最优最后期是一致的。这种情况下,应该如何处理呢?2014-5-23 18:56 - sideone - 悬赏大厅
[下载]Latent Variable and Latent Structure Models by George A. Marcoulides
6 个回复 - 2943 次查看 [下载]Latent Variable and Latent Structure Models by George A. Marcoulides, Irini Moustaki by George A. Marcoulides,Irini Moustaki Publisher: Lawrence Erlbaum; illustrated edition edition ( ...2009-9-3 13:01 - 0355lihao - LISREL、AMOS等结构方程模型分析软件
[分享]program for running structure VAR in Gauss
3 个回复 - 6171 次查看 Please refer to the following paperStock and Watson, "Vector Autoregressions" Journal of Economic Perspectives , Fall 2001, Vol. 15, No. 4, pp. 101-116zhaomn200145  金币 +5  金钱  ...2009-3-21 01:47 - shizhan1987 - Gauss专版
Computationally exploitable structure of covariance matrices and generalized con
1 个回复 - 800 次查看 【作者(必填)】Dale L. Zimmermana 【文题(必填)】Computationally exploitable structure of covariance matrices and generalized convariance matrices in spatial models 【年份(必填)】Journal of Statist ...2013-7-6 05:08 - qoiqpwqr - 求助成功区
Realized Variance and Market Microstructure Noise
3 个回复 - 994 次查看 【作者(必填)】 Peter R Hansena & Asger Lundeb 【文题(必填)】 Realized Variance and Market Microstructure Noise 【年份(必填)】 2006 【全文链接或数据库名称(选填)】 Journal of Business & Economic ...2013-6-3 09:32 - sqq19860225 - 文献求助专区
谢谢!请问对三时间序列做VAR模型稳定性检验时(view/lag structure/AR roots),得到
1 个回复 - 3862 次查看 谢谢!请问对三时间序列做VAR模型稳定性检验时(view/lag structure/AR roots),得到滞后三阶各特征方程的特征根均位于单位圆内, 模型稳定,然后再确定最大滞后阶数时(view/lag structure/lag length criteria)时 ...2012-9-5 10:18 - mushui208648 - EViews专版
Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model
2 个回复 - 1288 次查看 【作者(必填)】Robert F. Engle, David M. Lilien and Russell P. Robins[/backcolor] 【文题(必填)】Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model 【年份(必填)】1987 【 ...2012-8-21 15:11 - 迷途mitu - 求助成功区
random normal generation with any covariance structure
2 个回复 - 1313 次查看 Any covariance structure(symmetric positive definite COV) can be decomposed into COV=L*L`. L is lower triangle matrix. We can use Cholesky decomposition routine to solve for L. We generate a group ...2012-3-30 11:27 - bobguy - SAS专版
[经济模型探讨]Modeling the Bivariate Dependence Structure of Exchange Rates...
0 个回复 - 1261 次查看 最新INTERNATIONAL JOURNAL OF FINANCE AND ECONOMICS文献, 对于欧元引入与否的影响采用新的方法展开研究。切入角度很新颖。 ABSTRACT This paper investigates the bivariate dependence structure for t ...2011-11-17 10:51 - hello_wzy - 宏观经济学
Growth-Rate Heterogeneity and the Covariance Structure of Life-Cycle Earnings
0 个回复 - 1680 次查看 劳经英文论文2010-6-22 09:15 - vanhongbin - 劳动经济学