结果:找到“variance”相关内容580个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
【课件与资料】风控数据分析与建模
1 个回复 - 1905 次查看 内容较多,欢迎下载学习 评分卡资料 风控文档 风控学习资料 风控课程 风控总监训练营 第9课贷后管理与催收策略上.pdf 第8课风险模型客户营销与细分中的运用.pdf 第7课大 ...2022-5-8 18:48 - wz151400 - 现金交易版
随机过程ELEC5300 stochastic process:香港科技大学学习资料整理
1 个回复 - 2080 次查看 随机过程ELEC5300 stochastic process:香港科技大学学习资料整理 5300 lecture 5300-mid HW Solution Matlab code 5300 samples.zip bayesian estimation and tracking techniques applicable to nonli ...2022-2-28 10:47 - lotus_sss - 现金交易版
用中位数估计均值和方差Estimating the mean and variance from the median
0 个回复 - 545 次查看 用中位数估计均值和方差Estimating the mean and variance from the median 用中位数估计均值和方差Estimating the mean and variance from the median 用中位数估计均值和方差Estimating the mean and va ...2022-1-31 10:50 - Lotus_ss - 现金交易版
[下载]Analysis of messy data 卷三:analysis of covariance
8 个回复 - 3666 次查看 George A. Milliken Dallas E. Johnson 帮同学找这本书,结果在因为一个很偶然的机会在某国外网站上下到了。在这个论坛搜过发现没有,顺手发上来算了。 免费,论坛币什么的就是浮云。 书籍资料和评价参考: ...2010-4-23 09:48 - syzdemonhunter - 计量经济学与统计软件
Mean Variance Portfolio Optimization均值方差投资组合模型案例(数据和MATLAB代码)
42 个回复 - 26696 次查看 Mean Variance Portfolio Optimization均值方差投资组合模型案例(数据和MATLAB代码) 代码都有详细解释,可以快速熟悉并使用Mean Variance Portfolio Optimization均值方差投资组合模型2017-6-7 09:07 - 匿名 - 现金交易版
common method variance CMV共同方法偏差的统计检验:经典案例分析与解读
0 个回复 - 2002 次查看 common method variance CMV[/backcolor]共同方法偏差的统计检验:经典案例分析与解读 共同方法偏差的统计检验:经典案例分析与解读 共同方法偏差的统计检验:经典案例分析与解读 共同方法偏差的统计检验:经 ...2020-8-8 13:56 - lotus_sss - 现金交易版
Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance
46 个回复 - 10910 次查看 Scattering on rough surfaces with alpha-stable non-Gaussian height distributions 。pdf 格式2010-7-7 09:51 - yuanhu - 经管书评
Probabilistic Symmetries and Invariance Principles
3 个回复 - 1012 次查看 Probabilistic Symmetries and Invariance Principles-Springer (2005)(Olav Kallenberg)2014-6-13 22:05 - 天狮 - 计量经济学与统计软件
【统计理论与方法】 Analysis of Variance, Design, and Regression (2016, 2e)
110 个回复 - 11819 次查看 Analysis of Variance, Design, and Regression: Linear Modeling for Unbalanced Data, Second Edition Ronald Christensen Analysis of Variance, Design, and Regression: Linear Modeling for Unbalan ...2017-1-25 04:48 - cmwei333 - 金融学(理论版)
Components of Variance
2 个回复 - 1101 次查看 【作者(必填)】David C. Hoaglin, Frederick Mosteller, John W. Tukey 【文题(必填)】Components of Variance 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/10. ...2013-5-27 12:49 - violinangel - 求助成功区
【论坛首发】Variance Components
10 个回复 - 3305 次查看 **** 本内容被作者隐藏 **** Variance Components 2006年第一版, 作者: Shayle R. Searle , George Casella , Charles E. McCulloch 共537页, 亚马孙四星半好评 This book focuses on summarizing the ...2015-2-22 06:51 - wh7064rg - 经济金融数学专区
【德国风味】Variance Estimation in Complex Surveys Using Resampling Methods
2 个回复 - 1264 次查看 Variance Estimation in Complex Surveys Using Resampling Methods 2013年版本,共122页2015-1-19 15:01 - wh7064rg - 计量经济学与统计软件
空间杜宾模型中Variance sigma2_e代表什么意思呢?
9 个回复 - 14164 次查看 空间杜宾模型中Variance sigma2_e代表什么意思呢?2020-5-25 15:02 - 1023715119 - Stata专版
Warning: variance matrix is nonsymmetric or highly singular是什么意思
7 个回复 - 7662 次查看 做PVAR的时候,用的连老师的程序 输入pvar2 1 2 3 4 ,lag(5) soc,之后就出现了 Warning: variance matrix is nonsymmetric or highly singular(警告:方差矩阵不对称或高度奇异),不知都啥意思,也不知道咋办2021-8-16 14:23 - 18848374585 - Stata专版
出现 omitted because of no within-group variance的原因
3 个回复 - 5534 次查看 做clogit条件逻辑模型的时候,有个0,1虚拟变量imp,但跑的时候出现 imp omitted because of no within-group variance 这是为什么?2014-3-12 14:42 - vanf1004 - Stata专版
Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance
11 个回复 - 2960 次查看 没人理我的帖子。。。给第一个回帖的人!2010-7-6 04:22 - 111222xy - 金融学(理论版)
Wiley Series in Probability and Statistics:High-Dimensional Covariance Estimati
10 个回复 - 2749 次查看 Methods for estimating sparse and large covariance matrices Covariance and correlation matrices play fundamental roles in every aspect of the analysis of multivariate data collected from a variety of ...2013-10-9 08:11 - wpy7983 - 计量经济学与统计软件
Introduction to Mixed Modelling: Beyond Regression and Analysis of Variance
2 个回复 - 1882 次查看 ntroduction to Mixed Modelling: Beyond Regression and Analysis of Variance By N. W. Galwey publisher: Wiley Number Of Pages: 376 Publication Date: 2006-11-17 ISBN-10 / ASIN: 0470014962 ISBN- ...2010-10-9 10:34 - linusx - 金融学(理论版)
Concepts and Examples in Analysis of Variance
2 个回复 - 763 次查看 【作者(必填)】David C. Hoaglin, Frederick Mosteller, John W. Tukey 【文题(必填)】Concepts and Examples in Analysis of Variance 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://onlineli ...2013-5-27 12:31 - violinangel - 求助成功区
Bayesian Estimation for Inequality Constrained Analysis of Variance
3 个回复 - 815 次查看 【作者(必填)】 Irene klugkist, Joris mulder 【文题(必填)】 Bayesian Estimation for Inequality Constrained Analysis of Variance 【年份(必填)】 2008 【全文链接或数据库名称(选填)】 http://link.spr ...2012-12-25 17:33 - hfshi - 求助成功区
Analysis of Variance for Random Models Volume II
4 个回复 - 1962 次查看 因为是第二卷,因此是从第九章开始的,大家各取所需吧。 Analysis of Variance for Random Models Volume II-Unbalanced Data Theory, Methods, Applications, and Data Analysis Hardeo Sahai Center for ...2009-9-27 14:49 - ddxy - 金融学(理论版)
电子书共享:Two-Way Analysis of Variance Statistical Tests and Graphics Using R
7 个回复 - 1246 次查看 In statistics, analysis of variance (ANOVA) is a collection of statistical models used to distinguish between an observed variance in a particular variable and its component parts. In its simpl ...2013-6-30 09:10 - xinchuzu - 计量经济学与统计软件
analysis_of_variance_for_random_models__birkhauser
3 个回复 - 1463 次查看 analysis_of_variance_for_random_models__birkhauser2011-2-22 20:11 - gongyg1 - 计量经济学与统计软件
Analysis of Variance via Confidence Intervals
5 个回复 - 3445 次查看 Analysis of Variance via Confidence IntervalsKevin D. BirdSAGE PublicationsFirst published 2004All rights reserved. No part of this publication may be reproduced, stored in a retrieval system,transmit ...2009-5-28 11:48 - zbwang729 - 计量经济学与统计软件
Analysis of variance and covariance
4 个回复 - 2411 次查看 Analysis of variance and covariance.. How to choose and construct models for the life sciences (CUP, 2007)2014-7-24 00:41 - 天狮 - 计量经济学与统计软件
Analysis of Variance for Random Models Volume II: Unbalanced Data
1 个回复 - 1259 次查看 H a r d e o Sa h a i M a r i o Mi g u e l Oj e d a Analysis of Variance for Random Models Volume II: Unbalanced Data T h e o r y, Me t h o d s , A p p l i c a t i o n s , a n d Da t a A n a l y ...2014-10-15 09:59 - li_mao - 计量经济学与统计软件
Analysis of variance design and regression linear modeling for unbalanced data
2 个回复 - 1289 次查看 title:Analysis of variance, design, and regression: linear modeling for unbalanced data author:Christensen, Ronald Year:20162018-3-21 14:33 - ipaint - 数据分析与数据挖掘
Christensen, Ronald Analysis of variance, design, and regression(高清第二版)
1 个回复 - 604 次查看 此书介绍ANOVA,Regression非常详细,值得参考2018-4-12 12:49 - 贵州省5 - 计量经济学与统计软件
Handbook of Statistics v01-Analysis of Variance
8 个回复 - 4129 次查看 Handbook of Statistics27卷统计手册中的 V1 Series edited by C.R. Rao , Pennsylvania State University, University Park, PA, USA Vol 01 - Analysis of Variance Vol 02 - Classification, Pattern Rec ...2010-3-20 11:52 - zengpingsanxing - 经济统计专版
Analysis of Variance and Functional Measurement: A Practical Guide
2 个回复 - 1436 次查看 Title: Analysis of Variance and Functional Measurement: A Practical Guide Author: David J. Weiss Publisher: Oxford University Press 1. Introduction 2. One-Way ANOVA 3. Using the Computer 4. Fa ...2014-6-17 00:50 - jiinjiin - 计量经济学与统计软件
平均方差提取值(Average Variance Extracted, AVE)怎样求解
8 个回复 - 51066 次查看 各位高水好:请问平均方差提取值(Average Variance Extracted, AVE)怎样求解,用什么软件计算2012-5-17 22:58 - zf251 - 计量经济学与统计软件
工具变量2sls显示Warning: variance matrix is nonsymmetric or highly singular
1 个回复 - 2050 次查看 用城市滞后一期的解释变量与全国层面的解释变量一阶差分交叉做bartik工具变量,stata报错Warning: variance matrix is nonsymmetric or highly singular,可是我变量都是连续数值型,这怎么回事啊?怎么处理?2022-8-31 14:04 - hhhhhhhuihui - Stata专版
Unit root tests with a break in innovation variance
4 个回复 - 731 次查看 【作者(必填)】 Tae-HwanKim,Stephen Leybourne 【文题(必填)】 Unit root tests with a break in innovation variance 【年份(必填)】 2002 【全文链接或数据库名称(选填)】2015-12-18 10:04 - mico123 - 求助成功区
Symmetry and economic invariance an introduction
1 个回复 - 490 次查看 文献:Symmetry and economic invariance an introduction分享给大家2022-9-21 14:41 - xiaoweioliver - Forum
Estimation of the nonparametric mean and covariance functions for multivariate l
1 个回复 - 629 次查看 【作者(必填)】X Tengteng, R Zhang 【文题(必填)】Estimation of the nonparametric mean and covariance functions for multivariate l 【年份(必填)】2022 【全文链接或数据库名称(选填)】https://www.t ...2022-8-15 10:04 - liu2008shu - 求助成功区
Functional PCA With Covariate-Dependent Mean and Covariance Structure
1 个回复 - 480 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
Interpoint-ranking sign covariance for the test of independence
1 个回复 - 345 次查看 【作者(必填)】 23 【文题(必填)】 Interpoint-ranking sign covariance for the test of independence 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/article-abstract/ ...2022-7-31 01:17 - internet.hzx - 求助成功区
Interpoint-ranking sign covariance for the test of independence
1 个回复 - 432 次查看 【作者(必填)】 233 【文题(必填)】 Interpoint-ranking sign covariance for the test of independence 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/article-abstract ...2022-7-31 01:24 - internet.hzx - 求助成功区
amos潜变量相关系数的显著性,为什么covariances里面只能看到模型前面几个潜变量的P
2 个回复 - 712 次查看 如图所示,已经知道潜变量的相关系数显著性可以通过estimate-scalars-covariances查看了,但是只能看到模型前边几个潜变量的,中介变量和模型后面几个变量的相关系数的显著性要怎么看呢? 是我的amos有问题吗?还是 ...2022-4-30 16:36 - 凡汀啦 - LISREL、AMOS等结构方程模型分析软件
【经典教材系列】The Analysis of Covariance and Alternatives: Statistical Methods
106 个回复 - 13244 次查看 经典教材2011年第二版,降价出售期已过,想要随时跟踪最新好书,请点击头像下方“加关注”。关注成功后,查看这里即可:三步走把千本好书“一网打尽”!。 [相关阅读] 【经典教材系列】(资料汇总帖,附链接, ...2015-11-24 10:23 - wwqqer - 计量经济学与统计软件
Variance-Constrained Multi-Objective Stochastic
55 个回复 - 8478 次查看 2015年最新教材,降价出售期已过,想要随时跟踪最新好书,请点击头像下方“加关注”。关注成功后,查看这里即可:三步走把千本好书“一网打尽”!。 [相关阅读] 【经典教材系列】(资料汇总帖,附链接,持续添加 ...2016-1-26 20:35 - wwqqer - 经济金融数学专区
FDI performance: a stochastic frontier analysis of location and variance determi
1 个回复 - 749 次查看 【作者(必填)】 Marie M. Stacka*, Geetha Ravishankara & Eric J. Pentecostb 【文题(必填)】 FDI performance: a stochastic frontier analysis of location and variance determinants 【年份(必填)】 2015年 ...2015-11-20 14:23 - lang20052001 - 求助成功区
【Wiley 金融工程 + Python】 Listed Volatility and Variance Derivatives (2016)
82 个回复 - 14559 次查看 Listed Volatility and Variance Derivatives: A Python-based Guide Yves Hilpisch Leverage Python for expert-level volatility and variance derivative trading Listed Volatility and Variance D ...2016-11-16 20:20 - cmwei333 - 金融学(理论版)
Estimation of error variance via ridge regression
1 个回复 - 589 次查看 【作者(必填)】 3 【文题(必填)】 Estimation of error variance via ridge regression 【年份(必填)】 3 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/article-abstract/107/2/481/571627 ...2022-3-28 16:28 - internet.hzx - 求助成功区
Ball Covariance: A Generic Measure of Dependence in Banach Space
1 个回复 - 493 次查看 【作者(必填)】 23 【文题(必填)】 Ball Covariance: A Generic Measure of Dependence in Banach Space 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/full/10.1080/016 ...2022-3-19 22:37 - internet.hzx - 求助成功区
Testing for unit roots based on sample autocovariances
1 个回复 - 562 次查看 【作者(必填)】 23 【文题(必填)】 Testing for unit roots based on sample autocovariances 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/advance-article-abstract/d ...2022-3-16 23:09 - internet.hzx - 求助成功区
请教如何做方差比(Variance Ratio) 检验
6 个回复 - 15065 次查看 想做一些我国市场有效性的检验,有一种叫做方差比检验,看文章没太明白,不知道有没有高手会用EVIEWS做的啊,麻烦指点一下,不胜感谢!2011-9-8 01:38 - gino_cx - EViews专版
A Bootstrap Test for Comparing Two Variances: Simulation of Size and Power in Sm
1 个回复 - 374 次查看 【作者(必填)】 23 【文题(必填)】 A Bootstrap Test for Comparing Two Variances: Simulation of Size and Power in Small Samples 【年份(必填)】 223 【全文链接或数据库名称(选填)】https://wwwtandfonli ...2022-3-18 09:22 - internet.hzx - 求助成功区
Testing for unit roots based on sample autocovariances
2 个回复 - 168 次查看 【作者(必填)】 23 【文题(必填)】 Testing for unit roots based on sample autocovariances 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/advance-article-abstract/ ...2022-3-16 23:19 - internet.hzx - 文献求助专区
Convergence of covariance and spectral density estimates for high-dimensional lo
3 个回复 - 907 次查看 【作者(必填)】 Danna Zhang, Wei Biao Wu 【文题(必填)】Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes 【年份(必填)】 2021 【全文链接或 ...2022-3-14 14:08 - 512661101 - 文献求助专区
Interpoint-ranking sign covariance for the test of independence
2 个回复 - 707 次查看 【作者(必填)】 23 【文题(必填)】 Interpoint-ranking sign covariance for the test of independence 【年份(必填)】 2 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/article-abstract/ ...2022-3-15 08:55 - internet.hzx - 求助成功区
Semiparametric partial common principal component analysis for covariance matric
1 个回复 - 566 次查看 【作者(必填)】 23 【文题(必填)】 Semiparametric partial common principal component analysis for covariance matrices【年份(必填)】 23 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/ ...2022-3-15 13:42 - internet.hzx - 求助成功区
On F-modeling based Empirical Bayes Estimation of Variances
1 个回复 - 581 次查看 【作者(必填)】 23 【文题(必填)】 On F-modeling based Empirical Bayes Estimation of Variances 【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/advance-article-abs ...2022-3-15 08:52 - internet.hzx - 求助成功区
Valuation of options under a constant elasticity of variance process and stochas
3 个回复 - 833 次查看 【作者(必填)】Mohammed A. AbaOud 【文题(必填)】Valuation of options under a constant elasticity of variance process and stochastic volatility 【年份(必填)】2021 【全文链接或数据库名称(选填)】Va ...2022-2-15 21:43 - ssylzz - 求助成功区
Pricing Discretely Sampled Variance Swaps with Cap/Floor Under Heston Stochastic
2 个回复 - 574 次查看 【作者(必填)】Stanislav Stoykov 【文题(必填)】Pricing Discretely Sampled Variance Swaps with Cap/Floor Under Heston Stochastic Volatility Model 【年份(必填)】2021 【全文链接或数据库名称(选填) ...2022-2-15 21:41 - ssylzz - 求助成功区
系统提示Warning: variance matrix is nonsymmetric or highly singular
8 个回复 - 8483 次查看 做工具变量分位数时,系统提示:Warning: variance matrix is nonsymmetric or highly singular,求大神指教!2017-9-28 09:12 - 易老师喵了个咪 - Stata专版
Pairwise multiple comparisons in the homogeneous variance, unequal sample size c
1 个回复 - 424 次查看 【作者(必填)】Dunnett, C. W. 【文题(必填)】Pairwise multiple comparisons in the homogeneousvariance, unequal sample size case. 【年份(必填)】 1980 【全文链接或数据库名称(选填)】Journal of the ...2021-9-25 10:00 - nalan22 - 求助成功区
Testing for unit roots based on sample autocovariances
1 个回复 - 439 次查看 【作者(必填)】 23 【文题(必填)】 Testing for unit roots based on sample autocovariances【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/advance-article-abstract/d ...2021-9-13 10:54 - internet.hzx - 求助成功区
pvar2做方差分解,结果显示Variance decomposition: s = 1,conformability error
7 个回复 - 3360 次查看 pvar2做方差分解,结果显示Variance decomposition: s = 1,conformability error 错误在哪里?怎么纠正呢? 请各位指教~2019-5-29 21:27 - zyx_snow - Stata专版
重金求Large Sample Covariance Matrices and High Dimensional Data Analysis
16 个回复 - 3743 次查看 求此书的电子版。不要那个前几章的预览版哟。2017-12-26 20:09 - crystal8832 - 悬赏大厅
The Market Measure of Carbon Risk and its Impact on the Minimum Variance Portfol
1 个回复 - 685 次查看 【作者(必填)】Théo Roncalli, Théo Le Guenedal, Frédéric Lepetit, Thierry Roncalli and Takaya Sekine 【文题(必填)】The Market Measure of Carbon Risk and its Impact on the Minimum Variance Portfo ...2021-8-29 10:11 - rawstone - 求助成功区
The Gini Equivalents of the Covariance, the Correlation, and the Regression Coef
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[Lectue Notes]Measurement Invariance and Differential Item Functioning in IRT/IF
3 个回复 - 1349 次查看 Measurement Invariance and Differential Item Functioning in IRT/IFA Lesa Hoffman **** 本内容被作者隐藏 ****2016-5-29 03:29 - Nicolle - winbugs及其他软件专版
variance swap求助
1 个回复 - 1485 次查看 求助,这里(a)的option期限跟variance swap的期限不一样,那在算average variance squared的时候怎么处理呀? 我是不是应该t用1/12,然后在算value的时候直接将average variance*3,相当于我买三次option.. ...2021-5-13 19:19 - penny11223 - 金融工程(数量金融)与金融衍生品
GARCH模型中加入虚拟变量在Mean Equation 和variance区别
0 个回复 - 813 次查看 想问一下 一个事件发生对股票收益率的影响,现在加入虚拟变量,不知道应该加入mean equation 中还是 Variance 中,不清楚这两个的区别。 求大佬帮帮忙啊2021-5-15 11:17 - 欢乐小太阳一号 - EViews专版
Variance prior specification for a basket trial design using Bayesian hierarchic
1 个回复 - 614 次查看 【作者(必填)】Kristen M Cunanan, Alexia Iasonos, Ronglai Shen, Mithat Gönen 【文题(必填)】Variance prior specification for a basket trial design using Bayesian hierarchical modeling 【年份(必 ...2021-2-18 10:51 - dxystata - 文献求助专区
Listed Volatility and Variance Derivatives: A Python-based Guide (2016)
37 个回复 - 4862 次查看 Listed Volatility and Variance Derivatives: A Python-based Guide Yves Hilpisch Leverage Python for expert-level volatility and variance derivative trading Listed Volatility and Variance D ...2016-11-16 20:25 - cmwei333 - python论坛
Determinant residual covariance
0 个回复 - 765 次查看 计算联立方程的时候,eviews给出来Determinant residual covariance ,这是什么指标?求助~2020-12-12 09:00 - 远程作业输入 - EViews专版
Testing mutual independence in high dimension via distance covariance
1 个回复 - 456 次查看 【作者(必填)】 23 【文题(必填)】 Testing mutual independence in high dimension via distance covariance 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://rss.onlinelibrary.wiley.com/doi/1 ...2020-11-16 10:16 - internet.hzx - 求助成功区
Eviews Kalman滤波WARNING: Singular covariance - coefficients are not unique
10 个回复 - 5252 次查看 用Eviews构建状态空间模型出现WARNING: Singular covariance - coefficients are not unique 是什么原因,怎么解决啊?求各位大神……2013-4-6 16:59 - ZhongDingJian - EViews专版
Forecasting the covariance matrix with the DCC GARCH model
1 个回复 - 2975 次查看 How to forecast the covariance matrix with the DCC GARCH model using software package?Many thanks!2009-3-19 14:08 - dieme - 金融学(理论版)
Income Variance Dynamics and Heterogeneity
1 个回复 - 391 次查看 【作者(必填)】 【文题(必填)】Income Variance Dynamics and Heterogeneity 【年份(必填)】 【全文链接或数据库名称(选填)】 https://xueshu.baidu.com/usercenter/paper/show?paperid=1y6w0xm04t530j30 ...2020-8-1 18:12 - 江夏雁 - 求助成功区
Econometrica: MARKET MICROSTRUCTURE INVARIANCE (Kyle)
2 个回复 - 1469 次查看 2018-9-21 02:56 - joohoo - 量化投资
The economic value of range-based covariance between stock and bond returns with
1 个回复 - 420 次查看 【作者(必填)】 34 【文题(必填)】 The economic value of range-based covariance between stock and bond returns with dynamic copulas【年份(必填)】 34 【全文链接或数据库名称(选填)】https://www.scienc ...2019-6-20 11:10 - internet.hzx - 求助成功区
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Variance Reduction for Regenerative Simulations. I. Internal Control and Stratif
6 个回复 - 1400 次查看 Variance Reduction for Regenerative Simulations. I. Internal Control and Stratified Sampling for Queues 1976年版,作者:Donald L. Iglehart, Peter A. W. Lewis 共140页2015-1-20 01:03 - wh7064rg - 经济金融数学专区
Extra-Market Components of Covariance in Security Returns
7 个回复 - 551 次查看 【作者(必填)】 Barr Rosenberg 【文题(必填)】 Extra-Market Components of Covariance in Security Returns【年份(必填)】 March 1974 【全文链接或数据库名称(选填)】DOI: https://doi.org/10.2307/2330104 ...2020-5-19 07:51 - leosong - 求助成功区
求助--广义方差分解Generalized Variance Decomposition
5 个回复 - 10505 次查看 由于Cholesky分解严重地依赖于变量的排列顺序,根据Pesaran等(1998)提出的方法Generalized Impulse Responses Function,用Eviews均可得出唯一的广义脉冲响应函数曲线,但却不能处理Generalized Variance Decomposit ...2012-6-8 09:49 - LiuRuijin - 计量经济学与统计软件
求助文献“Network Structure and Biased Variance Estimation”
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Assessing Measurement Invariance in Multiple-Group Latent Profile Analysis
3 个回复 - 635 次查看 【作者(必填)】 Margarita Olivera-Aguilar[/backcolor],Samuel H. Rikoon[/backcolor] 【文题(必填)】 Assessing Measurement Invariance in Multiple-Group Latent Profile Analysis[/backcolor] 【年份(必填 ...2020-4-26 09:07 - xxrongxr - 求助成功区