结果:找到“Cross-Sectional dependence”相关内容11个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
Copula-Based Models for Financial Time Series 的matlab代码
1 个回复 - 1535 次查看 完全复制Copula-Based Models for Financial Time Series论文的matlab代码 Copula-Based Models for Financial Time Series1 First version: 31 August 2006. This version: 19 November 2007. Abstract Th ...2017-11-22 22:51 - xiaorenwuhyl - 现金交易版
[求助]cross-sectional dependence in panels - Pesaran test
9 个回复 - 9813 次查看 <p>求助在stata里检验cross-sectional dependence in panels - Pesaran test</p><p>即CD pesaran test,谢谢高手了,我没找到!</p>2009-4-27 23:09 - orochieh - Stata专版
求wiley文献一篇Rank‐based Tests for Cross‐sectional Dependence in Large
1 个回复 - 364 次查看 【作者(必填)】Long Feng[/backcolor] Yanling Ding[/backcolor] Binghui Liu[/backcolor] 【文题(必填)】Rank‐based Tests for Cross‐sectional Dependence in Large (N, T) Fixed Effects Panel Data ...2020-12-4 16:41 - mgymgy - 求助成功区
Correcting for Cross‐Sectional and Time‐Series Dependence
1 个回复 - 729 次查看 【作者(必填)】 Ian D. Gow, Gaizka Ormazabal, and Daniel J. Taylor 【文题(必填)】 Correcting for Cross‐Sectional and Time‐Series Dependence in Accounting Research. The Accounting Review: March 20 ...2015-10-17 07:59 - pan1111111 - 求助成功区
Testing Weak Cross-Sectional Dependence in Large Panels
2 个回复 - 983 次查看 【作者(必填)】M. Hashem Pesaran 【文题(必填)】Testing Weak Cross-Sectional Dependence in Large Panels 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10. ...2015-4-27 23:58 - xuqiuhua - 求助成功区
JOE文献Cross-sectional dependence robust block bootstrap panel unit root tests
2 个回复 - 950 次查看 【题 名】:Cross-sectional dependence robust block bootstrap panel unit root tests 【作 者】:Franz C. Palm, Stephan Smeekes,Jean-Pierre Urbain 【期刊、会议、单 ...2013-11-6 22:24 - zhaomn200145 - 求助成功区
Correcting for Cross‐Sectional and Time‐Series Dependence
3 个回复 - 1426 次查看 【作者(必填)】Ian D. Gow, Gaizka Ormazabal, and Daniel J. Taylor 【文题(必填)】 Correcting for Cross‐Sectional and Time‐Series Dependence in Accounting Research. The Accounting Review: March 201 ...2013-4-20 10:41 - pan1111111 - 求助成功区
[分享]On the impact of error cross-sectional dependence in short dynamic panel est
0 个回复 - 1836 次查看 Econometrics Journal  09年最新文章4On the impact of error cross-sectional dependence in short dynamic panel estimation 2009-4-21 01:19 - ccsxghcwb - 计量经济学与统计软件
关于: EViews面板数据Cross-sectional dependence test for panel data判定
0 个回复 - 877 次查看 请问由下表 得知因为P2021-2-28 17:59 - cj1688 - EViews专版
有關 pesaran tests for cross-sectional dependence的問題
1 个回复 - 3260 次查看 小弟想用pesaran tests for cross-sectional dependence 我的資料是屬於unbalance 的panel data 當我執行 xtreg y x1 x2 x3,fe xtcsd, pesaran show時 stata卻出現 unknown function *sqrt() 請問這是怎麼一回 ...2009-11-30 21:15 - chrit13 - Stata专版