TimeSeriesforMacroeconomics and Finance.pdf 2 个回复 - 2112 次查看
1 Preface 7
2 What is a time series? 8
3 ARMA models 10
4 The autocorrelation and autocovariance functions. 21
5 Prediction and Impulse-Response Functions 31
6 Stationarity and Wold r ...2010-2-26 03:40 - lineng080728 - 金融工程(数量金融)与金融衍生品
[下载]TimeSeriesforMacroeconomics and Finance 4 个回复 - 2749 次查看TimeSeriesforMacroeconomics and FinanceJohn H. Cochrane1Graduate School of BusinessUniversity of ChicagoSpring 1997; Pictures added Jan 2005Contents1 Preface72 What is a time series?83 ARMA model ...2006-10-25 10:22 - zhangling9765 - 计量经济学与统计软件
[原创]TimeSeriesforMacroeconomics and Finance 0 个回复 - 1704 次查看TimeSeriesforMacroeconomics and Finance1John H. CochraneGraduate School of BusinessUniversity of Chicago5807 S. Woodlawn.Chicago IL 60637(773) 702-3059john.cochrane@gsb.uchicago.eduSpring 1997; Pic ...2006-2-23 10:19 - anning189 - 计量经济学与统计软件
Share a book-TimeSeriesforMacroeconomics and Finance” 2 个回复 - 1037 次查看
Hello all:
I find this book very helpful in reviewing time series section of econometrics. Hope it can also help you!
John H. Cochrane, “TimeSeriesforMacroeconomics and Finance”
Good luc ...2009-12-17 12:40 - abtliu - 经管书评
TimeSeriesforMacroeconomics and Finance(John H. Cochranel) 0 个回复 - 1269 次查看TimeSeriesforMacroeconomics and Finance
John H. Cochrane1
Graduate School of Business
University of Chicago
5807 S. Woodlawn.
Chicago IL 60637
(773) 702-3059
Spring 1997; Pictures added Ja ...2009-11-22 06:00 - ellen0898 - 计量经济学与统计软件
[下载]TimeSeriesforMacroeconomics and Finance 0 个回复 - 1273 次查看TimeSeriesforMacroeconomics and Finance by John H. CochraneGraduate School of BusinessUniversity of ChicagoContents1 Preface 72Whatisatimeseries? 83ARMAmodels 103.1 Whitenoise ..................... ...2009-2-6 20:25 - Roccoon - 计量经济学与统计软件