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The Econometric Modelling of Financial Time Series
28 个回复 - 5961 次查看 The Econometric Modelling of Financial Time Series by Terence C. Mills, Raphael N. Markellos This textbook provides detailed coverage of the latest research techniques and findings relating to the ...2010-7-18 12:43 - terrytong - 计量经济学与统计软件
28 个回复 - 5961 次查看 The Econometric Modelling of Financial Time Series by Terence C. Mills, Raphael N. Markellos This textbook provides detailed coverage of the latest research techniques and findings relating to the ...2010-7-18 12:43 - terrytong - 计量经济学与统计软件
Nonlinear Models of Econometric Analysis-非线性模型_Prof. Han Hong
1 个回复 - 1809 次查看 计量经济学中的非线性模型2014-6-17 22:55 - sf-2014 - 计量经济学与统计软件
1 个回复 - 1809 次查看 计量经济学中的非线性模型2014-6-17 22:55 - sf-2014 - 计量经济学与统计软件
The Econometric Modelling of Financial Time Series_Terence C. Mills(3ed).pdf
6 个回复 - 5768 次查看 2009-11-4 10:32 - acouasm - 金融学（理论版）
6 个回复 - 5768 次查看 2009-11-4 10:32 - acouasm - 金融学（理论版）
Determinants of tourist expenditure: A review of microeconometric models
3 个回复 - 472 次查看 【作者(必填)】 Brida, Juan Gabriel[/backcolor]，Scuderi, Raffaele[/backcolor] 【文题(必填)】Determinants of tourist expenditure: A review of microeconometric models[/backcolor] 【年份(必填)】2012 ...2019-10-27 09:00 - zhutx - 求助成功区
3 个回复 - 472 次查看 【作者(必填)】 Brida, Juan Gabriel[/backcolor]，Scuderi, Raffaele[/backcolor] 【文题(必填)】Determinants of tourist expenditure: A review of microeconometric models[/backcolor] 【年份(必填)】2012 ...2019-10-27 09:00 - zhutx - 求助成功区
An Econometric Model of the US Economy Structural Analysis in 56 Equations
1 个回复 - 989 次查看 This book attempts to meet that very standard by focusing on what works. It attempts to move forward the empirical efforts of Tinbergen, Goldberger, Klein, Eckstein, and Fair the past 80 years to dete ...2017-12-8 15:13 - shyyw - 宏观经济学
1 个回复 - 989 次查看 This book attempts to meet that very standard by focusing on what works. It attempts to move forward the empirical efforts of Tinbergen, Goldberger, Klein, Eckstein, and Fair the past 80 years to dete ...2017-12-8 15:13 - shyyw - 宏观经济学
[免费]Econometric analysis of dynamic panel-data models using Stata
21 个回复 - 6007 次查看 Econometric analysis of dynamic panel-data models using Stata David M. Drukker StataCorp Summer North American Stata Users Group meeting July 24-25, 2008 1 Dynamic panel-data models 2 ...2010-8-12 22:19 - Elisa129 - 计量经济学与统计软件
21 个回复 - 6007 次查看 Econometric analysis of dynamic panel-data models using Stata David M. Drukker StataCorp Summer North American Stata Users Group meeting July 24-25, 2008 1 Dynamic panel-data models 2 ...2010-8-12 22:19 - Elisa129 - 计量经济学与统计软件
求Econometrica上的一篇文献Uncertainty Shocks in a Model of Effective Demand谢谢
2 个回复 - 488 次查看 Econometrica”期刊上正式的“Uncertainty Shocks in a Model of Effective Demand”，之前的工作论文可能会有修改，谢谢！ 1 论文标题 Uncertainty Shocks in a Model of Effective Demand 2 作者信息 [*]Susa ...2017-12-28 18:44 - 2066891135 - 求助成功区
2 个回复 - 488 次查看 Econometrica”期刊上正式的“Uncertainty Shocks in a Model of Effective Demand”，之前的工作论文可能会有修改，谢谢！ 1 论文标题 Uncertainty Shocks in a Model of Effective Demand 2 作者信息 [*]Susa ...2017-12-28 18:44 - 2066891135 - 求助成功区
Econometric issues in the analysis of equilibrium business cycle models
1 个回复 - 547 次查看 【作者(必填)】 KJ Singleton 【文题(必填)】Econometric issues in the analysis of equilibrium business cycle models 【年份(必填)】1988 【全文链接或数据库名称(选填)】 《Journal of Monetary Econ ...2017-11-16 21:30 - rawstone - 求助成功区
1 个回复 - 547 次查看 【作者(必填)】 KJ Singleton 【文题(必填)】Econometric issues in the analysis of equilibrium business cycle models 【年份(必填)】1988 【全文链接或数据库名称(选填)】 《Journal of Monetary Econ ...2017-11-16 21:30 - rawstone - 求助成功区
An Econometric Model of Healthcare Demand With Nonlinear Pricing
1 个回复 - 2456 次查看 Kunz和Winkelmann的新作, 关于医疗保险的非线性模型，希望有帮助。 Summary: From 2004 to 2012, the German social health insurance levied a co-payment for the first doctor visit in a calendar q ...2016-9-16 02:04 - DuShu16 - 卫生经济学
1 个回复 - 2456 次查看 Kunz和Winkelmann的新作, 关于医疗保险的非线性模型，希望有帮助。 Summary: From 2004 to 2012, the German social health insurance levied a co-payment for the first doctor visit in a calendar q ...2016-9-16 02:04 - DuShu16 - 卫生经济学
Andrew W.Lo:Econometric Models of Limit-Order Executions
1 个回复 - 1791 次查看 This paper attempts to assess whether money can generate persistent economic fluctuations in dynamic general equilibrium models of the business cycle. We show that a small nominal friction in the ...2013-5-17 23:12 - delphy_crystal - 金融学（理论版）
1 个回复 - 1791 次查看 This paper attempts to assess whether money can generate persistent economic fluctuations in dynamic general equilibrium models of the business cycle. We show that a small nominal friction in the ...2013-5-17 23:12 - delphy_crystal - 金融学（理论版）
求A Mixture-of-Normal Distribution Modeling Approach in Financial Econometrics
2 个回复 - 836 次查看 【作者(必填)】 Tony S. Wirjanto 【文题(必填)】 A Mixture-of-Normal Distribution Modeling Approach in Financial Econometrics: A Selected Review 【年份(必填)】 2013 【全文链接或数据库名称(选填)】 ...2013-11-22 16:57 - waterup - 文献求助专区
2 个回复 - 836 次查看 【作者(必填)】 Tony S. Wirjanto 【文题(必填)】 A Mixture-of-Normal Distribution Modeling Approach in Financial Econometrics: A Selected Review 【年份(必填)】 2013 【全文链接或数据库名称(选填)】 ...2013-11-22 16:57 - waterup - 文献求助专区
求A Mixture-of-Normal Distribution Modeling Approach in Financial Econometrics
2 个回复 - 858 次查看 【作者(必填)】 Tony S. Wirjanto 【文题(必填)】 A Mixture-of-Normal Distribution Modeling Approach in Financial Econometrics: A Selected Review 【年份(必填)】 2013 【全文链接或数据库名称(选填 ...2013-11-22 16:55 - waterup - 文献求助专区
2 个回复 - 858 次查看 【作者(必填)】 Tony S. Wirjanto 【文题(必填)】 A Mixture-of-Normal Distribution Modeling Approach in Financial Econometrics: A Selected Review 【年份(必填)】 2013 【全文链接或数据库名称(选填 ...2013-11-22 16:55 - waterup - 文献求助专区
求Econometrica上的一篇文献Uncertainty Shocks in a Model of Effective Demand谢谢
0 个回复 - 497 次查看 1 论文标题 Uncertainty Shocks in a Model of Effective Demand 2 作者信息 [*]Susanto Basu,Brent Bundick 3 出处和链接Volume 85, Issue 3 May 2017 Pages 937–958 http://onlinelibrary.wiley.com/doi/10 ...2017-12-28 17:13 - 2066891135 - 论文版
0 个回复 - 497 次查看 1 论文标题 Uncertainty Shocks in a Model of Effective Demand 2 作者信息 [*]Susanto Basu,Brent Bundick 3 出处和链接Volume 85, Issue 3 May 2017 Pages 937–958 http://onlinelibrary.wiley.com/doi/10 ...2017-12-28 17:13 - 2066891135 - 论文版
Migration in an Interregional Macroeconometric Model of the United States: Will
1 个回复 - 498 次查看 【作者(必填)】William J. Milne 【文题(必填)】Migration in an Interregional Macroeconometric Model of the United States: Will Net Outmigration from the Northeast Continue? 【年份(必填)】Internati ...2017-5-15 12:32 - happysteps - 求助成功区
1 个回复 - 498 次查看 【作者(必填)】William J. Milne 【文题(必填)】Migration in an Interregional Macroeconometric Model of the United States: Will Net Outmigration from the Northeast Continue? 【年份(必填)】Internati ...2017-5-15 12:32 - happysteps - 求助成功区
An Empirical Equilibrium Model of a Decentralized Asset Market, Econometrica2016
1 个回复 - 1196 次查看 《An Empirical Equilibrium Model of a Decentralized Asset Market》 此篇是发表在2016年Econometrica上关于分散资产市场的一篇论文。 作者分析了贸易摩擦和中间商对资产配置， 资产价格，以及商业飞机市场福利 ...2016-11-8 02:51 - DuShu16 - 微观经济学
1 个回复 - 1196 次查看 《An Empirical Equilibrium Model of a Decentralized Asset Market》 此篇是发表在2016年Econometrica上关于分散资产市场的一篇论文。 作者分析了贸易摩擦和中间商对资产配置， 资产价格，以及商业飞机市场福利 ...2016-11-8 02:51 - DuShu16 - 微观经济学
The Econometric Modelling of Financial Time Series
1 个回复 - 997 次查看 The Econometric Modelling of Financial Time Series- Terence C. Mills-Raphael N. Markellos2012-10-23 20:24 - mobham121 - 计量经济学与统计软件
1 个回复 - 997 次查看 The Econometric Modelling of Financial Time Series- Terence C. Mills-Raphael N. Markellos2012-10-23 20:24 - mobham121 - 计量经济学与统计软件
Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences
2 个回复 - 667 次查看 【作者(必填)】William A. Barnett and Guo Chen 【文题(必填)】Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences 【年份(必填)】2015 【全文链接或数据库名称(选填)】http ...2016-1-1 23:47 - violinangel - 求助成功区
2 个回复 - 667 次查看 【作者(必填)】William A. Barnett and Guo Chen 【文题(必填)】Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences 【年份(必填)】2015 【全文链接或数据库名称(选填)】http ...2016-1-1 23:47 - violinangel - 求助成功区
Specification analysis of econometric models
0 个回复 - 831 次查看 【作者(必填)】Aman Ullah 【文题(必填)】Specification analysis of econometric models 【年份(必填)】1985 【全文链接或数据库名称(选填)】2014-12-3 22:38 - edi2006 - 文献求助专区
0 个回复 - 831 次查看 【作者(必填)】Aman Ullah 【文题(必填)】Specification analysis of econometric models 【年份(必填)】1985 【全文链接或数据库名称(选填)】2014-12-3 22:38 - edi2006 - 文献求助专区
求： Joint econometric modeling of spot electricity prices, forwards and options
3 个回复 - 1224 次查看 Alain Monfort & Olivier Féron, 2012. "Joint econometric modeling of spot electricity prices, forwards and options," Review of Derivatives Research, Springer, vol. 15(3), pages 217-256, October. ...2014-5-28 02:55 - galilee - 求助成功区
3 个回复 - 1224 次查看 Alain Monfort & Olivier Féron, 2012. "Joint econometric modeling of spot electricity prices, forwards and options," Review of Derivatives Research, Springer, vol. 15(3), pages 217-256, October. ...2014-5-28 02:55 - galilee - 求助成功区
Mills 1999 The Econometric Modelling of Financial Time Series.2ed
7 个回复 - 4071 次查看 Mills 1999 The Econometric Modelling of Financial Time Series.2ed. 挺好的一本原版书，我正在学。用压缩包里的工具就可以打开了。 [此贴子已经被作者于2007-2-22 7:24:50编辑过]2007-2-22 07:24 - daoming - 计量经济学与统计软件
7 个回复 - 4071 次查看 Mills 1999 The Econometric Modelling of Financial Time Series.2ed. 挺好的一本原版书，我正在学。用压缩包里的工具就可以打开了。 [此贴子已经被作者于2007-2-22 7:24:50编辑过]2007-2-22 07:24 - daoming - 计量经济学与统计软件
求英文文献：An econometric model of wastepaper recycling in the USA
3 个回复 - 611 次查看 An econometric model of wastepaper recycling in the USAGurmukh Gill, Kajal Lahiri Resources Policy http://www.sciencedirect.com/science/article/pii/03014207809001852013-9-20 08:46 - daodaory - 求助成功区
3 个回复 - 611 次查看 An econometric model of wastepaper recycling in the USAGurmukh Gill, Kajal Lahiri Resources Policy http://www.sciencedirect.com/science/article/pii/03014207809001852013-9-20 08:46 - daodaory - 求助成功区
An Econometric Model of the Low-Skill Labor Market
1 个回复 - 892 次查看 人力资源管理英文论文2013-7-23 23:44 - vanhongbin - 论文版
1 个回复 - 892 次查看 人力资源管理英文论文2013-7-23 23:44 - vanhongbin - 论文版
An Econometric Model of the United States Forest Products Industry
1 个回复 - 700 次查看 【作者(必填)】 Adams, F. Gerard; Blackwell, John 【文题(必填)】 An Econometric Model of the United States Forest Products Industry【年份(必填)】 1973 【全文链接或数据库名称(选填)】http://www.in ...2013-6-15 16:16 - DejerLee - 求助成功区
1 个回复 - 700 次查看 【作者(必填)】 Adams, F. Gerard; Blackwell, John 【文题(必填)】 An Econometric Model of the United States Forest Products Industry【年份(必填)】 1973 【全文链接或数据库名称(选填)】http://www.in ...2013-6-15 16:16 - DejerLee - 求助成功区
Andrew W.Lo:An Econometric Model of Serial Correlation
0 个回复 - 822 次查看 Abstract: The returns to hedge funds and other alternative investments are often highly serially correlated in sharp contrast to the returns of more traditional investment vehicles such as long- ...2013-5-17 21:36 - delphy_crystal - 金融学（理论版）
0 个回复 - 822 次查看 Abstract: The returns to hedge funds and other alternative investments are often highly serially correlated in sharp contrast to the returns of more traditional investment vehicles such as long- ...2013-5-17 21:36 - delphy_crystal - 金融学（理论版）
求外文文献：Specification, estimation, analysis of macroeconometric models
3 个回复 - 856 次查看 Specification, estimation, analysis of macroeconometric models 作者：Fair Ray C Harvard press2012-11-12 18:15 - daodaory - 悬赏大厅
3 个回复 - 856 次查看 Specification, estimation, analysis of macroeconometric models 作者：Fair Ray C Harvard press2012-11-12 18:15 - daodaory - 悬赏大厅
The Econometric Modelling of Financial Time Series
0 个回复 - 705 次查看 The Econometric Modelling of Financial Time Series- Terence C. Mills2012-10-23 20:27 - mobham121 - 计量经济学与统计软件
0 个回复 - 705 次查看 The Econometric Modelling of Financial Time Series- Terence C. Mills2012-10-23 20:27 - mobham121 - 计量经济学与统计软件
An econometric model of the world copper industry
1 个回复 - 1042 次查看 【作者(必填)】1972 【文题(必填)】An econometric model of the world copper industry 【年份(必填)】Fisher 【全文链接或数据库名称(选填)】http://www.jstor.org/discover/10.2307/3003038?uid=3737800&u ...2012-9-28 21:48 - 乖乖虎 - 求助成功区
1 个回复 - 1042 次查看 【作者(必填)】1972 【文题(必填)】An econometric model of the world copper industry 【年份(必填)】Fisher 【全文链接或数据库名称(选填)】http://www.jstor.org/discover/10.2307/3003038?uid=3737800&u ...2012-9-28 21:48 - 乖乖虎 - 求助成功区
[下载] 经典书籍：The Econometric Modelling of Financial Time Series
5 个回复 - 2620 次查看 从别的地方转过来，挺不错的书。 The Econometric Modelling of Financial Time Series 3Ed By Terence C. Mills, Raphael N. Markellos Publisher: Cambridge University Press Number Of Pages: 468 ...2009-11-17 21:29 - stanleyjunjun - 计量经济学与统计软件
5 个回复 - 2620 次查看 从别的地方转过来，挺不错的书。 The Econometric Modelling of Financial Time Series 3Ed By Terence C. Mills, Raphael N. Markellos Publisher: Cambridge University Press Number Of Pages: 468 ...2009-11-17 21:29 - stanleyjunjun - 计量经济学与统计软件
[感谢]An Econometric View on the Estimation of Gravity Models and the Calculation
4 个回复 - 2357 次查看 论文篇数：1题目：An Econometric View on the Estimation of Gravity Models and the Calculation of Trade Potentials, 杂志：The World Economy, 2001. or WIFO Working Papers, 141/2001 [此贴子已经 ...2007-10-30 22:57 - liuxw0114 - 求助成功区
4 个回复 - 2357 次查看 论文篇数：1题目：An Econometric View on the Estimation of Gravity Models and the Calculation of Trade Potentials, 杂志：The World Economy, 2001. or WIFO Working Papers, 141/2001 [此贴子已经 ...2007-10-30 22:57 - liuxw0114 - 求助成功区
顶级计量杂志Journal of Applied Econometrics 2002年的Special Issue： Modelling and Forecas
3 个回复 - 2808 次查看 一共11篇文章，虽然看上去时间有点久，但是相信绝对是经典。希望大家都能支持一下。2006-1-12 23:18 - 小概率事件 - 计量经济学与统计软件
3 个回复 - 2808 次查看 一共11篇文章，虽然看上去时间有点久，但是相信绝对是经典。希望大家都能支持一下。2006-1-12 23:18 - 小概率事件 - 计量经济学与统计软件
Structural Econometric Modeling from Industrial Organization(Handbook of Econome
9 个回复 - 3829 次查看 <p>Structural Econometric Modeling from Industrial Organization (Prepared for Handbook of Econometrics, Vol 6)</p><p>这是做empirical IO很好的材料。</p><br/>2008-4-3 11:14 - wanjun_fall2008 - 博弈论
9 个回复 - 3829 次查看 <p>Structural Econometric Modeling from Industrial Organization (Prepared for Handbook of Econometrics, Vol 6)</p><p>这是做empirical IO很好的材料。</p><br/>2008-4-3 11:14 - wanjun_fall2008 - 博弈论
10币求An econometric model of housing price, permanent income, tenure choice
2 个回复 - 1895 次查看 An econometric model of housing price, permanent income, tenure choice, and housing demand Allen C. Goodman Journal of Urban Economics Volume 23, Issue 3, May 1988, Pages 327-3532010-5-31 11:56 - wbwang280 - 文献求助专区
2 个回复 - 1895 次查看 An econometric model of housing price, permanent income, tenure choice, and housing demand Allen C. Goodman Journal of Urban Economics Volume 23, Issue 3, May 1988, Pages 327-3532010-5-31 11:56 - wbwang280 - 文献求助专区
The Econometric Modelling of Financial Time Series
3 个回复 - 1450 次查看 第三版 的 The Econometric Modelling of Financial Time Series 仅需 1论坛币！！2010-4-25 20:43 - wanlin000 - 金融学（理论版）
3 个回复 - 1450 次查看 第三版 的 The Econometric Modelling of Financial Time Series 仅需 1论坛币！！2010-4-25 20:43 - wanlin000 - 金融学（理论版）
求助书籍 The Econometric Modelling of Financial Time Series 第二版
0 个回复 - 1108 次查看 现在 做论文 急需要 英文版的 The Econometric Modelling of Financial Time Series 第二版 哪位好心人 帮帮忙哈 找了好久都没找到 拜托哈 我的邮箱2010-4-25 20:25 - wanlin000 - 计量经济学与统计软件
0 个回复 - 1108 次查看 现在 做论文 急需要 英文版的 The Econometric Modelling of Financial Time Series 第二版 哪位好心人 帮帮忙哈 找了好久都没找到 拜托哈 我的邮箱2010-4-25 20:25 - wanlin000 - 计量经济学与统计软件
[下载]上本时间序列的经典书籍---The Econometric Modelling of Financial Time Series 3ed
14 个回复 - 5259 次查看 Terence C. MillsLoughborough UniversityRaphael N. MarkellosAthens University of Economics and BusinessTerence Mills’ best-selling graduate textbook provides detailed coverage of the late ...2009-2-2 07:31 - omega1027 - 计量经济学与统计软件
14 个回复 - 5259 次查看 Terence C. MillsLoughborough UniversityRaphael N. MarkellosAthens University of Economics and BusinessTerence Mills’ best-selling graduate textbook provides detailed coverage of the late ...2009-2-2 07:31 - omega1027 - 计量经济学与统计软件
ECONOMETRIC MODELS OF ASYMMETRIC PRICE TRANSMISSION
4 个回复 - 1835 次查看 Abstract. In this paper, we review the existing empirical literature on priceasymmetries in commodities, providing a way to classify and compare differentstudies that are highly heterogeneous in terms ...2009-10-6 10:51 - anthonyho - 论文版
4 个回复 - 1835 次查看 Abstract. In this paper, we review the existing empirical literature on priceasymmetries in commodities, providing a way to classify and compare differentstudies that are highly heterogeneous in terms ...2009-10-6 10:51 - anthonyho - 论文版
The Econometric Modelling of Financial Time Series
8 个回复 - 1395 次查看 CAMBRIDGE UNIVERSITY PRESS 472 pages 1 Introduction 2 Univariate linear stochastic models: basic concepts 3 Univariate linear stochastic models: testing for unit roots and alternative t ...2009-6-22 07:53 - dengtiruo - 计量经济学与统计软件
8 个回复 - 1395 次查看 CAMBRIDGE UNIVERSITY PRESS 472 pages 1 Introduction 2 Univariate linear stochastic models: basic concepts 3 Univariate linear stochastic models: testing for unit roots and alternative t ...2009-6-22 07:53 - dengtiruo - 计量经济学与统计软件
The Econometric Modelling of Financial Time Series 3ed 金融时间序列的经济计量学模型英文3版
1 个回复 - 2325 次查看 请见此贴：http://www.pinggu.org/bbs/b57i349510p3.html2008-8-20 23:28 - shikelang - 计量经济学与统计软件
1 个回复 - 2325 次查看 请见此贴：http://www.pinggu.org/bbs/b57i349510p3.html2008-8-20 23:28 - shikelang - 计量经济学与统计软件
An Econometric Model of Hedging, Speculation and Volume in Commodity Futures
0 个回复 - 269 次查看 2006-4-27 15:50 - 建筑材料学682 - Forum
0 个回复 - 269 次查看 2006-4-27 15:50 - 建筑材料学682 - Forum
An Econometric Model of World Wheat Trade With Emphasis on U.S. Exports
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