Time Series Models in-经管之家(原经济论坛)-经济、管理、金融、统计在线教育和咨询网站

结果：找到“Time Series Models in”相关内容95个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”

Harvey A.C-Forecasting, Structural Time Series Models and the Kalman Filter
5 个回复 - 2392 次查看 2017-11-9 21:58 - 张智博 - 跳蚤市场

Time Series Models for Business and Economic Forecasting, 2 edition
4 个回复 - 2582 次查看 With a new author team contributing decades of practical experience,this fully updated and thoroughly classroom-tested second editiontextbook prepares students and practitioners to create effectivefor ...2014-5-9 06:19 - 大家开心 - 计量经济学与统计软件

linear models and time-series analysis - regression, anova, arma and garch 2019
5 个回复 - 1480 次查看 linear models and time-series analysis - regression, anova, arma and garch (2019)2018-11-28 09:45 - loneshark - 数据分析与数据挖掘

Non-Linear Time Series Models in Empirical Finance
7 个回复 - 2557 次查看 Non-Linear Time Series Models in Empirical Finance Publisher:Cambridge University Press (2000-09-04) | ISBN-10: 0521770416 | PDF | 6.3 Mb | 296 pagesThis is the most up-to-date and accessible guide to ...2007-7-7 13:50 - zhushiyou - 计量经济学与统计软件

Nonlinear Time Series Models in Empirical Finance
4 个回复 - 2714 次查看 Franses and van Dijk(2000) Nonlinear Time Series Models in Empirical Finance2014-5-21 08:30 - 晨熹村人 - 宏观经济学

Non-Linear Time Series Models in Empirical Finance
20 个回复 - 3976 次查看 Non-Linear Time Series Models in Empirical Finance Philip Hans Franses and Dick van Dijk PUBLISHED BY CAMBRIDGE UNIVERSITY PRESS 2000 297PP，PDF，3.39M Although many of the models commonly ...2009-12-10 01:19 - zhaohailei - 计量经济学与统计软件

[1973]Hannan, The Asymptotic Theory of Linear Time-Series Models
1 个回复 - 642 次查看 Hannan发表于1973年的神文，如果你要研究时间序列相关的Estimation，绝对绕不开这篇文章。2022-11-7 09:23 - Shirobako - Forum

Estimation of time series models using residuals dependence measures
1 个回复 - 393 次查看【作者(必填)】 2323 【文题(必填)】 Estimation of time series models using residuals dependence measures 【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://projecteuclid.org/journals/annal ...2022-11-22 14:03 - internet.hzx - 求助成功区

Copula-Based Markov Models for Time Series Parametric Inference and Process Cont
4 个回复 - 3211 次查看书名：Copula-Based Markov Models for Time Series Parametric Inference and Process Control 时间：2020 作者：Li-Hsien Sun ；Xin-Wei Huang；Mohammed S. Alqawba；Jong-Min Kim；2021-12-7 10:29 - huspa307 - 计量经济学与统计软件

Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH
5 个回复 - 3773 次查看 Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH Author(s): Marc S. PaolellaSeries: Wiley Series in Probability and StatisticsPublisher: Wiley, Year: 2018ISBN: 1119431905, ...2019-4-15 12:08 - zfk - 计量经济学与统计软件

【应用】 Hidden Markov Models for Time Series: An Introduction Using R (2016, 2e
74 个回复 - 8666 次查看 Hidden Markov Models for Time Series: An Introduction Using R, Second Edition Walter Zucchini, Iain L. MacDonald, Roland Langrock Hidden Markov Models for Time Series: An Introduction Using ...2016-12-9 13:02 - cmwei333 - R语言论坛

Time Series Analysis on AWS：how to build forecasting models and detect 2022
2 个回复 - 3941 次查看 Time Series Analysis on AWS：Learn how to build forecasting models and detect anomalies in your time series data AWS上的时间序列分析：学习如何建立预测模型并检测时间序列数据中的异常 2022 ...2022-3-30 18:18 - tangdh - python论坛

An Empirical Comparison of Machine Learning Models for Time Series Forecasting
1 个回复 - 322 次查看【作者(必填)】 2323 【文题(必填)】 An Empirical Comparison of Machine Learning Models for Time Series Forecasting 【年份(必填)】2323 【全文链接或数据库名称(选填)】https://www.tandfonline.com/do ...2021-8-5 11:43 - internet.hzx - 求助成功区

Giuseppe+Testing for unit roots in time series models with non-stationary volati
2 个回复 - 590 次查看【作者(必填)】GiuseppeCavaliere[/backcolor],A[/backcolor].M. RobertTaylo[/backcolor]r[/backcolor] 【文题(必填)】Testing for unit roots in time series models with non-stationary volatility 【年份(必 ...2021-4-17 23:35 - harlon1976 - 求助成功区

Designing fuzzy time series forecasting models: A survey
1 个回复 - 577 次查看【作者(必填)】【文题(必填)】 Designing fuzzy time series forecasting models: A survey 【年份(必填)】【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/pii/S08886 ...2021-1-4 13:39 - ticket1988 - 求助成功区

2009新书Hidden Markov Models for Time Series: An Introduction Using R
49 个回复 - 15808 次查看绝对是好书！ R代码附在在书的最后 Hidden Markov Models for Time Series: An Introduction Using R (Chapman & Hall/CRC Monographs on Statistics & Applied Probability) by: Walter Zucchini, Iain L. MacD ...2009-7-9 19:27 - chenguanghua - R语言论坛

Copula-Based Models for Financial Time Series 的matlab代码
1 个回复 - 1549 次查看完全复制Copula-Based Models for Financial Time Series论文的matlab代码 Copula-Based Models for Financial Time Series1 First version: 31 August 2006. This version: 19 November 2007. Abstract Th ...2017-11-22 22:51 - xiaorenwuhyl - 现金交易版

求ARCH and bilinear time series models: Comparison and combination
2 个回复 - 899 次查看【作者(必填)】【文题(必填)】ARCH and bilinear time series models: Comparison and combination 【年份(必填)】【全文链接或数据库名称(选填)】2013-12-8 17:21 - nkliuxue - 文献求助专区

Comparing Cross-Section and Time-Series Factor Models
0 个回复 - 974 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

Threshold models in non-linear time series analysis
4 个回复 - 1521 次查看 Howell Tong In the last two years or so, I was most fortunate in being given opportunities of lecturing on a new methodology to a variety of audiences in Britain, China, Finland, France and Spain. ...2018-10-2 02:14 - leosong - 经济金融数学专区

Copula-Based Models for Financial Time Series
4 个回复 - 2156 次查看 Andrew J. Patton Department of Economics and Oxford-Man Institute of Quantitative Finance, Univer- sity of Oxford, Manor Road, Oxford OX1 3UQ, United Kingdom. This paper presents an ove ...2015-1-16 20:04 - wenkaihong - 金融学（理论版）

【友情分享系列】Hidden Markov Models for Time Series：An Introduction Using R
8 个回复 - 2156 次查看本着与坛友分享R语言的相关知识，我会定期（每隔1天或2天）上传一些R语言有用书籍。每本书籍友情收取1论坛币费用，作为找书籍的时间成本，忘各位谅解。下面是本书的序和部分目录。2018-11-29 15:34 - Dragon腾 - R语言论坛

Changes of Variance in First-Order Autoregressive Time Series Models
1 个回复 - 488 次查看【作者(必填)】 Dean W. Wichern, Robert B. Miller and Der-Ann Hsu 【文题(必填)】 Changes of Variance in First-Order Autoregressive Time Series Models-With an Application【年份(必填)】 1976 【全文链 ...2018-12-15 01:20 - leosong - 求助成功区

Forecasting, structural time series models and the Kalman filter
19 个回复 - 6318 次查看这是迄今为止关于卡尔曼滤波和结构时间序列最详细的专著，本人在淘宝上花几十块钱购买的，还是比较清晰，打印出来更没问题。本人第一次发帖，挣点小论坛币，望诸位同仁理解！2014-9-20 20:33 - dynare - 宏观经济学

Hidden Markov Models for Time Series_ An Introduction Using R
9 个回复 - 1851 次查看 Contents Preface xxi Preface to ﬁrst edition xxiii Notation and abbreviations xxvii I Model structure, properties and methods 1 1 Preliminaries: mixtures and Markov chains 3 1.1 I ...2018-11-20 05:20 - kukenghuqian - 微观经济学

Hidden Markov Models for Time Series Zucchini2009课程讲义+习题答案+R程序作业
1 个回复 - 2091 次查看丹麦科技大学-瑞典伦德大学联合课程Hidden Markov Models for Time Series ，使用教材Hidden Markov Models for Time Series , An Introduction Using R , Zucchini and MacDonald 2009 第一版课本+课程讲义+主要 ...2017-10-16 18:02 - dragut - R语言论坛

Generalized Spectral Tests for Conditional Mean Models in Time Series with Condi
5 个回复 - 997 次查看【作者(必填)】 [*]Yongmiao Hong 【文题(必填)】Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form【年份(必填)】 2004 【全文链 ...2015-12-4 12:39 - internet.hzx - 求助成功区

【求助】}Nonlinear time series models in empirical finance 数据和程序
2 个回复 - 1628 次查看最近在学习《Nonlinear time series models in empirical finance》一书，但作者主页已失效，无法下载配套的数据和程序，烦请有相关数据和程序的朋友发我一下。谢谢，2017-9-17 07:54 - 405234960 - Gauss专版

Comparison of ARIMA, neural networks and hybrid models in time series
2 个回复 - 612 次查看【作者(必填)】Atilla Aslanargun , Mammadagha Mammadov , Berna Yazici & Senay Yolacan 【文题(必填)】Comparison of ARIMA, neural networks and hybrid models in time series: tourist arrival forecastin ...2014-3-29 16:07 - 鬼鬼2046 - 求助成功区

Gauss:nonlinear time series models in empirical finance
12 个回复 - 8041 次查看本帖最后由 xuehe 于 2011-12-8 21:34 编辑是Franse 的教材.相关的gauss程序.上传太慢了,找个别的时间再传.2006-9-30 10:41 - wang_hc - Gauss专版

求助 Non-Linear Time Series Models in Empirical Finance 对应的数据与gauss程序。
0 个回复 - 611 次查看 [*]Data and software used in the book Non-Linear Time Series Models in Empirical Finance, by Philip Hans Franses and Dick van Dijk [/backcolor] [/backcolor] [/backcolor]之前，还能下载这些数据与 ...2017-6-17 01:28 - jackylee2010 - 文献求助专区

Hidden Markov Models for Time Series：An Introduction Using R
26 个回复 - 6361 次查看 2014-11-29 22:48 - shiziz1989 - R语言论坛

Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models
1 个回复 - 657 次查看【作者(必填)】 Eric Hillebrand[/backcolor] & Marcelo C. Medeiros[/backcolor] 【文题(必填)】 Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models【年份(必填)】 2016 【全文链接或数 ...2016-12-24 16:36 - internet.hzx - 求助成功区

求助，关于参数估计的，Estimation of Parameters in Time-Series Regression Models
6 个回复 - 834 次查看【作者(必填)】Durbin 【文题(必填)】Estimation of Parameters in Time-Series Regression Models 【年份(必填)】1960 【全文链接或数据库名称(选填)】JSTOR 麻烦哪位好心人帮帮忙，最近在看Durbin的一 ...2016-11-11 21:54 - 孤峰傲雪 - 求助成功区

SYSTEM IDENTIFICATION with MATLAB. Non Linear Models, ODEs and Time Series (2016
15 个回复 - 2277 次查看 SYSTEM IDENTIFICATION with MATLAB. Non Linear Models, ODEs and Time Series by Marvin L. In System Identification Toolbox software, MATLAB represents linear systems as model objects. Model o ...2016-10-30 11:31 - cmwei333 - MATLAB等数学软件专版

求Estimation of semivarying coefficient time series models with ARMA errors
2 个回复 - 996 次查看【作者(必填)】Huang Lei, Yingcun Xia, and Xu Qin 【文题(必填)】Estimation of semivarying coefficient time series models with ARMA errors 【年份(必填)】2016 【全文链接或数据库名称(选填)】 [ ...2016-8-15 18:00 - weilinhy - 求助成功区

Markov Switching Time Series Models
1 个回复 - 1545 次查看【作者(必填)】 [*]Jürgen Franke 【文题(必填)】Markov Switching Time Series Models 【年份(必填)】Handbook of Statistics Volume 30, 2012, Pages 99–122 【全文链接或数据库名称(选填)】http:/ ...2014-7-11 23:00 - nkky2011 - 求助成功区

求wiely文献一篇AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL
1 个回复 - 619 次查看【作者(必填)】 C. W. J. Granger and Roselyne Joyeux 【文题(必填)】AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING 【年份(必填)】1980 【全文链接或数据库名称(选 ...2016-7-11 17:49 - mgymgy - 求助成功区

请问哪位有Time Series Models for Business and Economic Forecasting ？十分感谢
5 个回复 - 3836 次查看谢谢大家了2008-11-4 17:46 - bluesundy - 文献求助专区

Price Risk in Supply Equations: An Application of GARCH Time-Series Models to th
1 个回复 - 644 次查看【作者(必填)】Hollt and Aradhyula 【文题(必填)】Price Risk in Supply Equations: An Application of GARCH Time-Series Models to the U. S. Broiler Market 【年份(必填)】1990 【全文链接或数据库名称( ...2016-4-20 17:16 - yangnay - 求助成功区

Forecasting electricity spot prices using time-series models with
1 个回复 - 540 次查看【作者(必填)】Marie Bessec, Julien Fouquau, Sophie Meritet 【文题(必填)】Forecasting electricity spot prices using time-series models with a double temporal segmentation 【年份(必填)】2016 【 ...2016-4-13 14:50 - dliangfranklin - 求助成功区

Change-Point Detection with Rank Statistics in Long-Memory Time-Series Models
3 个回复 - 1046 次查看【作者(必填)】 Lihong Wang 【文题(必填)】 Change-Point Detection with Rank Statistics in Long-Memory Time-Series Models 【年份(必填)】 2008 【全文链接或数据库名称(选填)】2016-4-8 19:05 - mico123 - 求助成功区

[Lecture Notes]Time-Series Models using Matlab
23 个回复 - 3061 次查看 Time-Series Models using Matlab Textbooks[*]Christoffersen P.F. (2012) "Elements of Financial Risk Management", 2nd edition,Academic Press (henceforth EFRM) [*]Hamilton J.(1994) "Time-Series ...2015-3-27 10:25 - Nicolle - winbugs及其他软件专版

Forecasting structural time series models and kalman filter
1 个回复 - 1002 次查看【作者(必填)】A.Harvey 【文题(必填)】Forecasting structural time series models and kalmen filter 【年份(必填)】1989或其他【全文链接或数据库名称(选填)】2016-2-1 17:08 - zhengzhizhu - 求助成功区

求助Testing for unit roots in time series models with non-stationary volatility
4 个回复 - 623 次查看【作者(必填)】Giuseppe Cavalierea, , A.M. Robert Taylorb 【文题(必填)】Testing for unit roots in time series models with non-stationary volatility 【年份(必填)】2007 【全文链接或数据库名称(选 ...2015-3-23 14:06 - lohas0409 - 求助成功区

[求书]forecasting,structure time series models and kalman filter
3 个回复 - 5083 次查看 forecasting,structure time series models and kalman filter Product Details [*]Paperback: 572 pages[*]Publisher: Cambridge University Press (January 12, 2008)[*]Language: English[*]ISBN-10: 0521405 ...2009-7-21 12:32 - iiistony - 计量经济学与统计软件

Hidden Markov Models for time series An Introduction Using R
1 个回复 - 2547 次查看 Hidden Markov Models An Introduction Using R2009-10-23 19:29 - spss13 - R语言论坛

A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS
1 个回复 - 1335 次查看【作者(必填)】Carlos Velasco andXuexin Wang 【文题(必填)】A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS 【年份(必填)】2015 【全文链接或数据库名称(选填)】Journa ...2014-12-30 09:04 - 我来了 - 求助成功区

Comparison of ARIMA, neural networks and hybrid models in time series: tourist a
2 个回复 - 1058 次查看【作者(必填)】Atilla Aslanarguna, Mammadagha Mammadova, Berna Yazicia & Senay Yolacan 【文题(必填)】Comparison of ARIMA, neural networks and hybrid models in time series: tourist arrival forecastin ...2014-11-1 09:59 - acwanliang - 文献求助专区

Estimation in nonlinear time series models I: stationary series
1 个回复 - 963 次查看【作者(必填)】Tjøstheim,D. 【文题(必填)】Estimation in nonlinear time series models I: stationary series 【年份(必填)】1986 【全文链接或数据库名称(选填)】Stochastic Process. Appl. 21 25 ...2014-9-19 23:55 - 我来了 - 求助成功区

[下载]Ph.D Dissertation: Bayesian time series: Financial models and spectral analy
9 个回复 - 4536 次查看 0591538083 Broad Subject Economics & finance Subject Finance - Mathematical models.Time-series analysis.Bayesian statistical decision theory. Summary Two common methods ex ...2005-4-19 11:07 - hanszhu - 计量经济学与统计软件

Generalized EGARCH Random Effect Models Application to Financial Time Series
1 个回复 - 1055 次查看【作者(必填)】Edilberto Cepeda-Cuervoa* 【文题(必填)】Generalized EGARCH Random Effect Models Application to Financial Time Series 【年份(必填)】2010 【全文链接或数据库名称(选填)】http://www ...2014-7-12 13:21 - lipj - 求助成功区

[分享]Bayesian Time Series Financial Models And Spectral Analysis
3 个回复 - 2336 次查看 Bayesian Time Series Financial Models And Spectral Analysis,一篇Duke大学的博士论文。2008-5-21 08:55 - OwenDelphi - 计量经济学与统计软件

springer Models for Z+-Valued Time Series Based on Thinning
1 个回复 - 951 次查看【作者(必填)】Emad-Eldin A A Aly 【文题(必填)】Models for Z+-Valued Time Series Based on Thinning 【年份(必填)】2011 【全文链接或数据库名称(选填)】http://link.springer.com/referenceworkentry/10 ...2014-5-4 00:08 - 352693585 - 求助成功区

BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES
3 个回复 - 782 次查看【作者(必填)】 [*]John Geweke, [*]Nobuhiko Terui 【文题(必填)】BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES 【年份(必填)】1993 【全文链接或数据库名称(选填)】http:// ...2014-1-8 11:43 - 我来了 - 文献求助专区

A Score Type Test for General Autoregressive Models in Time Series
3 个回复 - 641 次查看【作者(必填)】Wu Jianhong, Zhu Lixing 【文题(必填)】A Score Type Test for General Autoregressive Models in Time Series 【年份(必填)】2007 【全文链接或数据库名称(选填)】Acta Mathematicae Appli ...2013-11-26 11:00 - 我来了 - 求助成功区

Periodic Time Series Models (Advanced Texts in Econometrics)
4 个回复 - 2608 次查看 Periodic Time Series Models (Advanced Texts in Econometrics) Author: Philip H. Franses Year: 2004 Publisher: Oxford University Press DescriptionAn insightful and up-to-date study of the u ...2011-8-13 02:53 - minihihigirl - 计量经济学与统计软件

forcasting Structural Time Series Models and the Kalman Filter
1 个回复 - 1088 次查看请问哪位同学可以分享一下这本书Forecasting, Structural Time Series Models and the Kalman Filter Andrew C. Harvey (Author) 谢谢。2013-7-30 13:27 - fwang13 - 计量经济学与统计软件

Nonlinear Time Series Models in Empirical Finance
5 个回复 - 2387 次查看 Erasmus School of EconomicsStaff Personal Homepages [*]Erasmus School of Economics [*]Erasmus University Rotterdam laatste wijziging: 17-11-2006 Nonlinear Time Series Models in Empirical ...2013-7-6 12:47 - xuehe - Gauss专版

一起探讨Nonlinear time series models in empirical finance里的程序
8 个回复 - 8948 次查看最近看van Dijk的Nonlinear time series models in empirical finance遇到一个困惑，希望得到大家的帮助。在第三章里，程序forwtare.e里有这样一条指令： tdat=trimr(shiftr(ty[maxc(1|(1-maxl)):tn]',seqa(0,1 ...2011-2-25 01:24 - zengsongl - Gauss专版

Forecasting economic time series using unobserved components time series models
2 个回复 - 1612 次查看 Unobserved components time series models have a natural state space representation. The statistical treatment can therefore be based on the Kalman filter and its related methods. The resulting model ...2010-5-29 16:20 - xiashi1988 - 宏观经济学

Testing for Smooth Structural Changes in Time Series Models
1 个回复 - 860 次查看【作者(必填)】Bin Chen, Yongmiao Hong 【文题(必填)】Testing for smooth structural changes in time series models via nonparametric regression 【年份(必填)】2012 【全文链接或数据库名称(选填)】h ...2013-4-3 12:57 - xuqiuhua - 求助成功区

Estimation in Conditionally Heteroscedastic Time Series Models
10 个回复 - 4294 次查看 Estimation in Conditionally Heteroscedastic Time Series ModelsSeries: Lecture Notes in Statistics , Vol. 181 Straumann, Daniel 2005, XVI, 228 p., SoftcoverISBN: 978-3-540-21135-8About this book In his ...2007-5-16 13:41 - ccpoo - 计量经济学与统计软件

求助一篇英文文献A note on model selection in (time series) regression models
1 个回复 - 871 次查看【作者(必填)】Helmut Herwartz 【文题(必填)】A note on model selection in (time series) regression models – general-to-specific or specific-to-general? 【年份(必填)】2010 【全文链接或数据库名 ...2013-3-12 14:36 - ywh19860616 - 求助成功区

Initializing the Kalman Filter for nonstationary time series models
1 个回复 - 838 次查看【作者(必填)】Bell, William 【文题(必填)】Initializing the Kalman Filter for nonstationary time series models 【年份(必填)】1991 【全文链接或数据库名称(选填)】Journal of Time Series Analysis ...2013-2-10 07:35 - q82h2 - 求助成功区

Time series models with asymmetric innovations
3 个回复 - 681 次查看【作者(必填)】 Moti L. Tiku, Wing Keung Wong & Guorui Bian 【文题(必填)】 Time series models with asymmetric innovations 【年份(必填)】 Volume 28, ...2012-12-6 20:53 - fractal - 求助成功区

the use of variance components models pooling cross section and time series data
1 个回复 - 1095 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

Non-linear time series models in empirical finance
3 个回复 - 902 次查看【作者(必填)】Franses, P. H., & van Dijk, D. 【文题(必填)】Non-linear time series models in empirical finance 【年份(必填)】2000 【全文链接或数据库名称(选填)】2012-8-26 09:48 - 迷途mitu - 求助成功区

Bootstrapping Time Series Regression Models
2 个回复 - 1183 次查看 Li, Hongyi and Zhijie Xiao (2000), Bootstrapping Time Series Regression Models with Integrated Regressors,Journal of Time Series Analysis2012-8-9 21:49 - harlon1976 - 求助成功区

Unit Root Testing in Panel and Time Series Models:
3 个回复 - 1031 次查看 1. F Siedenburg ： Unit Root Testing in Panel and Time Series Models: New Tests and Economic Applications 2. GS Maddala: Unit roots, cointegration, and structural change 题目如上，谢谢2012-5-20 09:48 - harlon1976 - 求助成功区

Nonlinear Time Series Models in Empirical Finance
26 个回复 - 10120 次查看 Book DescriptionThis is the most up-to-date and accessible guide to one of the fastest growing areas in financial analysis by two of the most accomplished young econometricians in Europe. This classro ...2007-3-13 10:48 - lyslz - 计量经济学与统计软件

Estimation and testing in time-series regression models with heteroscedastic
2 个回复 - 907 次查看【作者(必填)】J.G. Cragg 【文题(必填)】Estimation and testing in time-series regression models with heteroscedastic disturbances 【年份(必填)】Volume 20, Issue 1, October 1982, Pages 135–157 ...2012-2-25 00:53 - 点滴 - 求助成功区

[分享]Bayesian Time Series Financial Models And Spectral Analysis
6 个回复 - 2132 次查看开始上传好象没成功，再传一次了<br/>2008-5-21 08:56 - OwenDelphi - 计量经济学与统计软件

BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES
5 个回复 - 941 次查看【作者(必填)】 John Geweke, Nobuhiko Terui 【文题(必填)】BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES 【年份(必填)】1993 Journal of Time Series Analysis Volume 14, Issue 5, pa ...2012-1-1 00:06 - 我来了 - 求助成功区

Non-Linear Time Series Models in Empirical Finance
6 个回复 - 3235 次查看 Non-Linear Time Series Models in Empirical Finance Publisher:Cambridge University Press (2000-09-04) | ISBN-10: 0521770416 | PDF | 6.3 Mb | 296 pagesThis is the most up-to-date and accessible guide to ...2007-6-30 09:39 - zhushiyou - 计量经济学与统计软件

Simulation-Based Estimation Methods for Financial Time Series Models
1 个回复 - 999 次查看 Simulation-Based Estimation Methods for Financial Time Series Models ，非常好的金融计量材料，看了一定能学到很多东西2011-11-5 00:51 - yangke74 - 计量经济学与统计软件

实践的经典好书！ Non-linear Time Series Models in Empirical Finance!
9 个回复 - 1967 次查看实践的经典好书！ Non-linear Time Series Models in Empirical Finance. Franses, P.H. and D.van Dijk (2000)2009-11-23 22:41 - fantasysky - 金融学（理论版）

Non-Linear Time Series Models in Empirical Finance
8 个回复 - 2128 次查看 Non-Linear Time Series Models in Empirical Finance By Philip Hans Franses, Dick van Dijk Publisher: Cambridge University Press; 1 edition | 2000 | 296 Pages | ISBN: 0521770416 | PDF | 3.39 MB ...2010-8-13 09:00 - feijian0000 - 金融工程（数量金融）与金融衍生品

请求帮助：需要文献 Inference in Linear Time Series Models with Some Unit Roots
3 个回复 - 1698 次查看请求帮助：需要文献 Inference in Linear Time Series Models with Some Unit Rootssims, christopher, james stock and mark W.Watson 致谢。2008-10-27 08:22 - duncan_zheng - 求助成功区

求书：Harvey, Forecasting, Structural Time Series Models,
2 个回复 - 3336 次查看求书：Harvey, A.C. (1989). Forecasting, Structural Time Series Models, and the Kalman filter.2010-5-5 12:22 - liuhztang - 计量经济学与统计软件

课程推荐