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Econometric Modelling with Time Series: Specification, Estimation and Testing
12 个回复 - 5738 次查看 This book provides a general framework for specifying, estimating, and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also ...2015-5-28 01:44 - 欢乐满人间 - 计量经济学与统计软件

A specification test for dynamic conditional distribution models with function-v
2 个回复 - 349 次查看【作者(必填)】 2323 【文题(必填)】 A specification test for dynamic conditional distribution models with function-valued parameters 【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www. ...2021-6-17 11:27 - internet.hzx - 求助成功区

Nonparametric Specification Testing of Conditional Asset Pricing Models
1 个回复 - 372 次查看【作者(必填)】 2323 【文题(必填)】 Nonparametric Specification Testing of Conditional Asset Pricing Models 【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://amstat.tandfonline.com/doi/fu ...2021-6-2 15:53 - internet.hzx - 求助成功区

specification testing/misspecification testing 怎么翻译呀
1 个回复 - 1450 次查看如题，不知道怎么翻译成中文...2020-6-12 09:42 - sldsbuiucds - 计量经济学与统计软件

Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Applicat
2 个回复 - 608 次查看【作者(必填)】 Manuel Arellano, Stephen Bond 【文题(必填)】 Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations【年份(必填)】 April 1991 【 ...2020-5-20 21:55 - 24颗米粒 - 求助成功区

拜求一篇文章：Arellano和Bond(1991)Some tests of specification for panel data: Monte carl
9 个回复 - 7130 次查看最近在看有关面板的文章，发现下面这篇文章被引用次数非常多，很想下载下来学习一下，可是在一般网站和学校电子资源数据库中都没有发现这篇文章，希望哪位朋友有这篇文章的，能够发给我一份，不胜感激。Arellano和Bo ...2008-7-26 17:06 - wpapex1 - 计量经济学与统计软件

A general approach to conditional moment specification testing with projections
1 个回复 - 498 次查看【作者(必填)】 2323 【文题(必填)】 A general approach to conditional moment[/backcolor] specification testing with projections 【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.tandf ...2020-1-9 23:42 - internet.hzx - 求助成功区

[求助] Specification Testing 是什么意思？
4 个回复 - 9712 次查看如题怎么翻译？》什么含义，多谢大牛2011-9-17 15:16 - 求学无止境 - 计量经济学与统计软件

Tests for unit-root versus threshold specification
2 个回复 - 504 次查看【作者(必填)】Bec,F.,Ben Salem,M.,Carrasco,M 【文题(必填)】Tests for unit-root versus threshold specification with an application to the purchasing power parity relationsship 【年份(必填)】2004 ...2018-6-16 17:19 - hkswen - 求助成功区

求书Econometric Modelling withTime Series: Specification, Estimation, and Testi
3 个回复 - 1991 次查看 Econometric Modelling with Time Series: Specification, Estimation, and Testing Econometric Modelling with Time Series: Specification, Estimation and Testing (Themes in Modern Econometrics) Pape ...2015-4-24 15:57 - 蓝色 - 求助成功区

求助Taylor，Finite sample performance of specification tests
2 个回复 - 346 次查看【作者(必填)】 S Haque， MS Delgado 【文题(必填)】 Finite sample performance of specification tests for correlated random effects quantile panel regressio ...2018-2-9 17:23 - sunsold - 求助成功区

半参specification test
0 个回复 - 1030 次查看半参这块有一个Hardle&Mamman(1993)提出的检验，请问有论文讨论过这个检验的功效吗？求看一些相关论文谢谢！2017-8-5 16:06 - 冰之幻 - 计量经济学与统计软件

Regression Specification Error test as a guass-newton regression
5 个回复 - 1354 次查看【作者(必填)】Baltagi.B.H 【文题(必填)】Regression Specification Error test as a guass-newton regression 【年份(必填)】1998 【全文链接或数据库名称(选填)】谢谢了2017-6-15 15:09 - Nelsh--Deng - 求助成功区

求文：A Hausman Specification Test in a Simultaneous Equations Model
3 个回复 - 924 次查看 A Hausman Specification Test in a Simultaneous Equations ModelJSTOR 就有。谢谢了！！2013-6-17 21:08 - 阿莫西林 - 求助成功区

Smooth Tests of Copula Specifications
1 个回复 - 591 次查看【作者(必填)】 Juan Lin[/backcolor] & Ximing Wu[/backcolor] 【文题(必填)】 Smooth Tests of Copula Specifications【年份(必填)】 2015 【全文链接或数据库名称(选填)】http://amstat.tandfonline.com/doi ...2016-12-24 17:05 - internet.hzx - 求助成功区

Generalized method of moments specification testing
1 个回复 - 805 次查看【作者(必填)】 Whitney K. Newey[/backcolor] ∗ 【文题(必填)】 Generalized method of moments specification testing【年份(必填)】 1985 【全文链接或数据库名称(选填)】http://www.sciencedirect.co ...2016-12-7 15:28 - internet.hzx - 求助成功区

求TESTING THE PARAMETRIC SPECIFICATION OF THE DIFFUSION FUNCTION IN A DIFFUSION
1 个回复 - 635 次查看【作者(必填)】 Fuchun Li 【文题(必填)】TESTING THE PARAMETRIC SPECIFICATION OF THE DIFFUSION FUNCTION IN A DIFFUSION PROCESS 【年份(必填)】2007 【全文链接或数据库名称(选填)】 [*]Econometric ...2016-9-12 09:59 - weilinhy - 求助成功区

使用boottest,但出现invalid file specification问题
0 个回复 - 2418 次查看想使用boottest,试着先依范例内容执行，但出现诡异问题，有哪位可协助一下，为什么安装OK，但执行boottest却会出现invalid file specification，然后lboottest.mlib会被砍掉？ . clear . ssc install boottest ...2016-2-20 20:02 - jauhungyu - Stata专版

求sciencedirect文献一篇Tests for model specification in the presence of alternat
3 个回复 - 600 次查看【作者(必填)】James G. MacKinnon Halbert White Russell Davidson 【文题(必填)】Tests for model specification in the presence of alternative hypotheses 【年份(必填)】1983 【全文链接或数 ...2016-2-2 08:46 - mgymgy - 求助成功区

求jstor上文献一篇Several Tests for Model Specification in the Presence of Altern
1 个回复 - 597 次查看【作者(必填)】Davidson, MacKinnon 【文题(必填)】Several Tests for Model Specification in the Presence of Alternative Hypotheses 【年份(必填)】1981 【全文链接或数据库名称(选填)】http://www.js ...2016-2-1 20:14 - mgymgy - 求助成功区

Smooth Tests of Copula Specifications
1 个回复 - 601 次查看【作者(必填)】 uan Lina & Ximing Wubc 【文题(必填)】 Smooth Tests of Copula Specifications【年份(必填)】 2015 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/07350015.201 ...2016-1-26 23:38 - internet.hzx - 求助成功区

Residual-based rank specification tests for AR–GARCH type models
2 个回复 - 738 次查看【作者(必填)】 [*]Elena Andreou1, , [*]Bas J.M. Werker 【文题(必填)】 Residual-based rank specification tests for AR–GARCH type models【年份(必填)】 2015 【全文链接或数据库名称(选填)】http:// ...2015-12-7 15:22 - internet.hzx - 求助成功区

关于Johansen检验中的“Cointegration test specification”的选择问题
13 个回复 - 11596 次查看在Johansen检验中，需要选择检验的确定性趋势假设，即“deterministic trend assumption of test”。这里的6项应该根据什么来选择呢？是根据原序列的形式，还是原序列一阶差分的形式呢？有些资料上说可以逐项尝试然后 ...2012-1-19 16:00 - sealooker - EViews专版

Simultaneous Specification Test for the Mean and Variance Structures for
2 个回复 - 627 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

Consistent Specification Testing for Quantile Regression Models
3 个回复 - 879 次查看【作者(必填)】Yoon-Jae Whang 【文题(必填)】Consistent Specification Testing for Quantile Regression Models 【年份(必填)】2006 【全文链接或数据库名称(选填)】http://ebooks.cambridge.org/chapter ...2014-12-30 23:08 - 我来了 - 文献求助专区

Specification and testing of some modified count data models
1 个回复 - 794 次查看【作者(必填)】John Mullahy 【文题(必填)】Specification and testing of some modified count data models 【年份(必填)】1986 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/artic ...2014-11-20 12:09 - magicsun - 求助成功区

Estimation and specification testing in female labor participation models: param
1 个回复 - 640 次查看【作者(必填)】Ana I. Fernándeza & Juan M. Rodríquez-Poo 【文题(必填)】Estimation and specification testing in female labor participation models: parametric and semiparametric methods 【年份(必填 ...2014-10-29 21:42 - magicsun - 求助成功区

Consistent model specification tests
3 个回复 - 1446 次查看【作者(必填)】Herman J Bierens 【文题(必填)】Consistent model specification tests 【年份(必填)】1982 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/0304407682901 ...2014-10-27 11:13 - 我来了 - 求助成功区

300金求书一本：Misspecification Tests in Econometrics
3 个回复 - 1373 次查看【作者(必填)】L. G. Godfrey 【文题(必填)】 Misspecification Tests in Econometrics - The Lagrange Multiplier Principle and Other Approaches 【年份(必 ...2014-2-15 12:26 - iascema - 求助成功区

The Lagrange Multiplier Test and its Applications to Model Specification in Econ
7 个回复 - 4410 次查看 <BR>2007-8-22 20:46 - xuehe - 计量经济学与统计软件

Some Tests of Specification for Panel Data
1 个回复 - 817 次查看【作者(必填)】Manuel Arellano and Stephen Bond 【文题(必填)】Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations 【年份(必填)】1991 58 (2 ...2014-1-8 23:01 - oliyiyi - 求助成功区

Jstor文献Several tests for model specification in the presence of alternative hy
1 个回复 - 672 次查看【作者(必填)】R Davidson, JG MacKinnon 【文题(必填)】Several tests for model specification in the presence of alternative hypotheses 【年份(必填)】1981 【全文链接或数据库名称(选填)】http://www ...2013-11-22 01:09 - dicury - 求助成功区

Specification and testing of some modified count data models.
4 个回复 - 1213 次查看【作者(必填)】Mullahy J 【文题(必填)】Specification and testing of some modified count data models. 【年份(必填)】1986 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/artic ...2012-6-4 15:00 - jcx350 - 文献求助专区

Tests for model specification in the presence of alternative hypotheses
4 个回复 - 1222 次查看【作者(必填)】James G. MacKinnon, Halbert White, Russell Davidson 【文题(必填)】Tests for model specification in the presence of alternative hypotheses: Some further results 【年份(必填)】1983 ...2011-12-25 20:34 - cfzhang - 求助成功区

[求助]求论文Hausman, J.(1978)Specification tests in econometrics
3 个回复 - 2692 次查看 [求助]求论文Hausman, J.(1978)"Specification tests in econometrics",econometrica 哪位仁兄有请发到小弟邮箱: fuwf120@163.com 不胜感激,谢谢了,小弟急用,jstor上有,可是不能下载啊!2005-12-18 20:30 - fuwf120 - 计量经济学与统计软件

Mgarch Testing the existence and specification
1 个回复 - 2061 次查看 Program for Testing the existence and specification of time varying conditional correlations in MGARCH MODEL 希望大家能下载，解释。 gauss code 来自 Testing the Structure of Conditional Correlatio ...2009-8-28 13:39 - xuelida - Gauss专版

On Bootstrap Validity for Specification Tests with Weak Instruments-弱仪器规格测试...
0 个回复 - 212 次查看 2005-5-28 10:11 - 企业战略目标225 - Forum

Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models
0 个回复 - 326 次查看 2004-10-31 14:46 - 刺猬法则216 - Forum

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