结果:找到“sec Series 4”相关内容62个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
Factors That Fit the Time Series and Cross-Section of Stock ReturnsI
1 个回复 - 1017 次查看 Factors That Fit the Time Series and Cross-Section of Stock ReturnsI Martin Lettau Haas School of Business, University of California at Berkeley, Berkeley, CA 94720, lettau@berkeley.edu,NBER,CEPR ...2020-4-25 16:45 - 2464_1576338390 - 论文版
Time Series Analysis with Applications in R, Second Edition (Cryer 2008)
8 个回复 - 2167 次查看 这学期学习了Time Series Analysis with Applications in R, Second Edition (Cryer 2008),感觉书中内容非常适合初学者,是英文版的,拿来和大家分享一下。2018-8-15 17:13 - yinfangsheng126 - R语言论坛
Wiley ebook-Fourier Analysis of Time Series (Second Edition)
16 个回复 - 6551 次查看 (传来上传的文件中的Chapter 6是损害的,多谢lanzai网友提醒,现已重新上传正确文件) 迎新年,送新礼~~ Introduction: A new, revised edition of a yet unrivaled work on frequency domain analys ...2007-2-7 17:02 - ccpoo - 计量经济学与统计软件
Comparing Cross-Section and Time-Series Factor Models
0 个回复 - 947 次查看 Comparing Cross-Section and Time-Series Factor Models Eugene F. Fama Booth School of Business, University of Chicago Kenneth R. French* Amos Tuck School of Business, Dartmouth College RFS We u ...2020-4-25 16:11 - 2464_1576338390 - 论文版
求Factor Timing with Cross-Sectional and Time-Series Predictors
2 个回复 - 2129 次查看 【作者(必填)】Philip Hodges, Ked Hogan, Justin R. Peterson and Andrew Ang 【文题(必填)】Factor Timing with Cross-Sectional and Time-Series Predictors 【年份(必填)】2017 【全文链接或数据库名称(选 ...2017-12-23 20:27 - 地下爆菊 - 求助成功区
Applied time series analysis with R- Second Edition - Wayne Woodward
4 个回复 - 1697 次查看 Applied Time Series Analysis with R 2nd Edition [*]ISBN-10: 1498734227 [*]ISBN-13: 978-1498734226 Virtually any random process developing chronologically can be viewed as a time series. I ...2018-9-27 23:16 - chicu - R语言论坛
Does financialization retard growth? Time series and cross-sectional evidence
1 个回复 - 447 次查看 【作者(必填)】 【文题(必填)】Does financialization retard growth? Time series and cross-sectional evidence 【年份(必填)】2017 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/abs ...2018-6-29 10:51 - seekfirst - 求助成功区
Time-series and cross-sectional momentum, volatility and dispersion
2 个回复 - 2322 次查看 Variations of several momentum strategies are examined in an asset-allocation setting as well as for a set of industry portfolios. Simple models of momentum returns are considered. The difference betw ...2016-11-11 05:35 - ytw1018 - 量化投资
Introduction to Securitization (Frank J. Fabozzi Series)
8 个回复 - 2702 次查看 Introduction to Securitization (Frank J. Fabozzi Series) http://www.amazon.com/Introduction-Securitization-Frank-J-Fabozzi-ebook/dp/B001P4N45I/ref=sr_1_1_title_1_kin?s=books&ie=UTF8&qid=1407858911&s ...2014-8-13 00:16 - 匿名 - 金融学(理论版)
30币求一篇《Optimal Allocation to Time-Series and Cross-Sectional Momentum》
0 个回复 - 754 次查看 【作者(必填)】 AUTHOR INFORMATION [*]Olivier Schmid [*]is a senior portfolio manager and researcher at Fisch Asset Management in Zurich, Switzerland. (olivier.schmid@fam.ch) [*]Patrick Wirth [* ...2021-4-6 18:09 - jhuanshi - 文献求助专区
请问什么是time-series cross-sectional regression?
4 个回复 - 12771 次查看 求问各位老师、同学:什么是time-series cross-sectional regression?我知道时间序列和横截面回归的意思,但是最近看的一篇文章里写的回归方法是这个不明白这个回归是怎么回事?2017-6-10 22:54 - jericho77 - Stata专版
sas做面板报错:There is only one cross section or time series observation.
2 个回复 - 3087 次查看 我要对上市公司的2005-2014年的季度数据进行一个面板回归: proc tscsreg data=dbteqr2; id stkcd ym; model dlr = ltrshr lpb lroa inA inB inC inD inE inF inG inH inI inJ inK inL inM inN inO inQ inR inS/f ...2015-2-3 21:34 - 上神之人 - SAS专版
非季节时间序列预测警告non-intersecting series
7 个回复 - 4283 次查看 预测未来5年的消费量情况 数据是年度数据,一共16个样本值。从1999~2014年的。 前期工作做了数据平稳,差分。 模型定阶: data.arima2016-8-11 12:51 - sunshinelmx - R语言论坛
Time Series Analysis and Its Applications With R Examples Second Edition
0 个回复 - 1492 次查看 Robert H. Shumway David S. Stoffer Time Series Analysis and Its Applications With R Examples Second Edition 求第二版答案,可有偿2017-12-20 10:54 - 18390235226 - 金融学(理论版)
two-way random effect model for pooled time series cross-sectional data using H
0 个回复 - 1416 次查看 In SAS, we can fit a two-way random effect model for pooled time series cross-sectional data using procedures PANEL or TSCSREG with the option /RANTWO.For an example, see http://rt.uits.iu.edu/visuali ...2014-1-6 10:48 - Eviewschen - HLM专版
[下载][PDF]SAS for Forecasting Time Series, Second Edition
113 个回复 - 31836 次查看 SAS for Forecasting Time Series, Second Edition【书名】 SAS for Forecasting Time Series, Second Edition 【作者】John C.; Ph.D. Brocklebank; David A. Dickey【出版社】SAS Publishing【版本】第二版( ...2008-11-3 14:33 - Isscaliu - 商业数据分析
Production frontiers with cross-sectional and time-series variation in efficienc
1 个回复 - 1236 次查看 【作者(必填)】Christopher Cornwell;Peter Schmidt;Robin C. Sickles 【文题(必填)】Production frontiers with cross-sectional and time-series variation in efficiency levels 【年份(必填)】Journal o ...2016-6-14 11:05 - hiderm - 求助成功区
请问Time series-Cross section的数据用Eviews好还是SPSS?
1 个回复 - 1088 次查看 我现在需要分析300家上市公司05-14年间的数据,以内控指数和董事独立性来观察企业价值的增加。 现在卡在实证方法上面,有哪位大神可以帮下忙给点意见么。。。2016-2-28 20:16 - EclairSSSSS - EViews专版
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
求助文献“What To Do (and Not To Do) with Times-Series Cross-Section Data”
1 个回复 - 530 次查看 【作者(必填)】Nathaniel Beck Jonathan N. Katz 【文题(必填)】What To Do (and Not To Do) with Times-Series Cross-Section Data 【年份(必填)】American Political Science Review / Volume 89 / Issue 03 ...2015-10-13 22:07 - zhaomn200145 - 求助成功区
CSJ launches China Securities Golden Bull fund index series
0 个回复 - 630 次查看 CSJ launches China Securities Golden Bull fund index series BY liyuchuan | FROM  | 2011-11-14 12:08 CSJ—Monday, November 14, 2011  The China Securities Journal, associated with the China ...2015-3-24 12:55 - yuwenjun720731 - 投资人(实务版)
introduction to time series and forecasting second edition
2 个回复 - 1037 次查看 introduction to time series and forecasting second edition Peter J. Brockwell Richard A. Davis This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasti ...2015-3-14 19:47 - 爽爽胖胖 - 经济统计专版
CSJ launches China Securities Golden Bull fund index series
0 个回复 - 653 次查看 CSJ launches China Securities Golden Bull fund index series BY liyuchuan | FROM  | 2011-11-14 12:08 CSJ—Monday, November 14, 2011  The China Securities Journal, associated with the China ...2015-3-1 15:22 - yuwenjun720731 - 投资人(实务版)
CSJ launches China Securities Golden Bull fund index series
0 个回复 - 566 次查看 CSJ launches China Securities Golden Bull fund index series BY liyuchuan | FROM  | 2011-11-14 12:08 CSJ—Monday, November 14, 2011  The China Securities Journal, associated with the China ...2015-2-27 10:54 - yuwenjun720731 - 投资人(实务版)
sas处理面板数据出错:There is only one cross section or time series observation.
0 个回复 - 2520 次查看 我要对上市公司的2005-2014年的季度数据进行一个面板回归: proc tscsreg data=dbteqr2; id stkcd ym; model dlr = ltrshr lpb lroa inA inB inC inD inE inF inG inH inI inJ inK inL inM inN inO inQ inR inS/f ...2015-2-3 21:26 - 上神之人 - SAS专版
Time series average stock return和cross-sectional stock return的sas命令
0 个回复 - 1516 次查看 求助各位好心人,如题, 两个不同的平均值具体指什么,在sas中用什么命令实现? proc means是不是只针对cross-sectional的? 谢谢!2015-1-19 17:13 - lanlyly - SAS专版
time series average return和cross-sectional average return的区别以及sas命令
0 个回复 - 2369 次查看 求助各位好心人,如题, 两个不同的平均值具体指什么,在sas中用什么命令实现? proc means是不是只针对cross-sectional的? 谢谢!2015-1-19 17:09 - lanlyly - 计量经济学与统计软件
spss能做time-series cross-section分析吗?
1 个回复 - 2240 次查看 请教高人,spss能做time-series cross-section数据分析吗?如果不能,最好用什么软件来做。还有如何引入哑变量? [此贴子已经被作者于2008-6-24 3:29:24编辑过]2008-6-24 03:25 - kqq888 - SPSS论坛
时间Introduction to Time Series and Forecasting Second Edition
4 个回复 - 1426 次查看 第一次发帖,现奉上我留学用的一本时间序列的书,有需要的可以下载啊。 Introduction to Time Series and Forecasting Second Edition by Peter J. Brockwell Richard A. Davis Contents 1. Introduction ...2014-8-18 06:53 - 柃lulu - 计量经济学与统计软件
SAS ebook: SAS4; for Forecasting Time Series, Second Edition
7 个回复 - 3568 次查看 a good SAS book: SAS4; for Forecasting Time Series, Second Edition Contents Preface ................................................................................................... ...2010-6-29 07:23 - zgp480 - 商业数据分析
Quantile Regression for time-series-cross-section data
1 个回复 - 1543 次查看 Quantile Regression for time-series-cross-section data2014-10-22 15:49 - yanwenshou - 计量经济学与统计软件
[下载]Time Series Analysis (second edition) Wiliam W.S Wei
15 个回复 - 6073 次查看 一本时间序列分析的教材,引文版的~~~PREFACE TO THE SECOND EDITION Since the publication of the first edition, this book has been used by many researchers and universities worldwide. I am very gratef ...2010-12-7 10:04 - zhuhuichenecho - 经济金融数学专区
美国Security Licensing Series的资格证有人考过和了解吗?
1 个回复 - 1363 次查看 如题,小弟想要了解这方面的知识, 但是搜了论坛找不到相关的内容 请问有人了解和考过的吗? 谢谢!2014-7-8 13:41 - corrine97 - Forum
求助文献Production frontiers with cross-sectional and time-series variation
1 个回复 - 863 次查看 求助文献Production frontiers with cross-sectional and time-series variation in efficiency levels Volume 46, Issues 1–2, October–November 1990, Pages 185–200发表在Journal of Econometrics2014-5-6 17:37 - qinming87 - 求助成功区
SPSS Technotes:Analyzing cross-sectional time series using SPSS MIXED
0 个回复 - 1421 次查看 Technote (troubleshooting) Problem(Abstract)I would like to analyze cross-sectional time series (panel) data using SPSS Statistics. The SPSS Trends package only allows you to model one series at a ti ...2014-4-21 07:02 - ReneeBK - SPSS论坛
求An Overview of Dependence in Cross-Section, Time-Series, and Panel Data
1 个回复 - 708 次查看 【作者(必填)】 Badi H. Baltagia* & Esfandiar Maasoumib 【文题(必填)】 An Overview of Dependence in Cross-Section, Time-Series, and Panel Data【年份(必填)】 2013 【全文链接或数据库名称(选填)】htt ...2013-10-23 18:13 - waterup - 求助成功区
What to do (and not to do) with Time-Series Cross-Section Data
1 个回复 - 740 次查看 【作者(必填)】Beck, Nathaniel Katz, Jonathan N. 【文题(必填)】What to do (and not to do) with Time-Series Cross-Section Data 【年份(必填)】 1995 【全文链接或数据库名称(选填)】http://www.jstor ...2013-7-30 12:21 - primmxz - 求助成功区
Cross-sectional versus time series estimation of term structure models: empirica
1 个回复 - 892 次查看 【作者(必填)】Jeroen F.J. de Munnik, Peter C. Schotman 【文题(必填)】Cross-sectional versus time series estimation of term structure models: empirical results for the Dutch bond market 【年份(必填 ...2013-7-17 01:23 - lomberer - 求助成功区
Correcting for Cross‐Sectional and Time‐Series Dependence
3 个回复 - 1427 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
高盛亚洲_China Credit Series:Part 1–A look at corporate sector leverage
3 个回复 - 966 次查看 本帖最后由 wanghaidong918 于 2013-1-13 04:43 编辑2012-11-24 12:54 - yanghaiting - 金融学(理论版)
the use of variance components models pooling cross section and time series data
1 个回复 - 1090 次查看 【作者(必填)】G. S. Maddala 【文题(必填)】the use of variance components models pooling cross section and time series data 【年份(必填)】Vol. 39, No. 2 (Mar., 1971), pp. 341-358 【全文链接或数 ...2012-11-2 16:04 - yangnay - 求助成功区
费心尽力搜寻并整理出的经典Time Series Analysis Univer and Multivar(second edi)
0 个回复 - 1414 次查看 很奇怪这么经典的书论坛上居然没有新版的完整版,论坛上有朋友上传过这本书,但内容不全,本人找了很多资料,最终整理出分享,个人觉得很有学习价值。由于费时较多,收取一些论坛币,还请见谅! ...2012-8-29 00:02 - anqingwanglj - 计量经济学与统计软件
文献求助Social Security and Private Saving: New Time-Series Evidence
3 个回复 - 961 次查看 求论文如下: Social Security and Private Saving: New Time-Series Evidence Dean R. Leimer and Selig D. Lesnoy Journal of Political Economy Vol. 90, No. 3 (Jun., 1982), pp. 606-6292012-2-19 17:35 - ky0107 - 求助成功区
time series and forecasting, second edition,Peter J. Brockwell,Richard A. Davis
1 个回复 - 1828 次查看 classical time series textbook, excellent2009-9-2 05:51 - jcjc0602 - 计量经济学与统计软件
国外大学讲义系列:Panel and Time Series Cross Section Models
0 个回复 - 1386 次查看 Panel and Time Series Cross Section Models2011-1-10 20:15 - xge2000 - 计量经济学与统计软件
原版Analysis of Financial Time Series(Second Edition)
7 个回复 - 1871 次查看 Provides statistical tools and techniques needed to understand today's financial markets The Second Edition of this critically acclaimed text provides a comprehensive and systematic introduction to fi ...2010-9-8 18:28 - cbnakata - 金融学(理论版)
原版Analysis of Financial Time Series(Second Edition)
3 个回复 - 1260 次查看 **** 本内容被作者隐藏 ****Provides statistical tools and techniques needed to understand today's financial markets The Second Edition of this critically acclaimed text provides a comprehensive and sys ...2010-9-8 18:23 - cbnakata - 商业数据分析
The Handbook of European Fixed Income Securities (Frank J. Fabozzi Series)
5 个回复 - 2015 次查看 By Frank J. Fabozzi, Moorad Choudhry * Publisher: Wiley * Number Of Pages: 1024 * Publication Date: 2003-12-24 * ISBN-10 / ASIN: 0471430390 * ISBN-13 / EAN: 97 ...2010-2-5 00:04 - zhaohailei - 金融学(理论版)
Analysis of financial time series(Second Edition)
6 个回复 - 1689 次查看 Analysis of financial time series(Second Edition) Author: Ruey S. Tsay 包括书里的code Preface The subject of financial time series analysis has attracted substantial attention in recent years, es ...2009-11-30 00:30 - tomatorr - 计量经济学与统计软件
紧急请教高人:关于cross section time series
2 个回复 - 1693 次查看 1. 3个国家,时间长度分别为13\20\18的cross section time series 可否使用 panel data估计?也就是说,序列长度是否太短? 2.利用EVIEWS5.0可否进行cross section time series 估计?2010-1-17 12:47 - srchcn - 计量经济学与统计软件
LEGENDS AND LYRICS - SECOND SERIES(传奇和抒情歌谣2)
0 个回复 - 1309 次查看 LEGENDS AND LYRICS - SECOND SERIES(传奇和抒情歌谣2)2009-10-28 13:55 - jimchenhao - 外语学习
SAS时间序列分析原版英文书SAS® for Forecasting Time Series, Second Edition
8 个回复 - 5113 次查看418页Contents1.1 Introduction 11.2 Analysis Methods and SAS/ETS Software 21.2.1 Options 21.2.2 How SAS/ETS Software Procedures Interrelate 41.3 Simple Models: Regression 61.3.1 Linear Regression 61. ...2009-6-11 19:26 - dahai_yu2003 - SAS专版