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ADF单位根检验讲义
0 个回复 - 1604 次查看一、差分（Difference）　　时间序列按照统计特性分为平稳时间序列（Stationary Time Series ）与非平稳时间序列（Nonstationary Time Series ）两类。下面分别是两个平稳与非平稳时间序列的LINE图形。二、单整 ...2018-5-18 17:27 - daka123 - 现金交易版

统计套利经典实操教材 Statistical arbitrage.. Algorithmic trading insights and te
0 个回复 - 2830 次查看 Pole A. Statistical arbitrage.. Algorithmic trading insights and techniques (Wiley, 2007) CHAPTER 1 Monte Carlo or Bust 1 Beginning 1 Whither? And Allusions 4 CHAPTER 2 Statistical Arbitrage 9 ...2017-11-15 22:54 - xiaorenwuhyl - 现金交易版

时间序列Time Series Analysis: Nonstationary and Noninvertible Distribution 2ed
25 个回复 - 7479 次查看 Time Series Analysis Nonstationary and Noninvertible Distribution Theory, 2nd edition Katsuto Tanaka2017-4-18 00:32 - jarlow - 经济金融数学专区

Structural break estimation for nonstationary time series models
4 个回复 - 1153 次查看【作者(必填)】 Davis, R. A., Lee, T. C. M. and Rodriguez-Yam, G. A. 【文题(必填)】 Structural break estimation for nonstationary time series models 【年份(必填)】 2006 【全文链接或数据库名称(选填 ...2015-12-13 11:42 - mico123 - 求助成功区

Nonstationary expected returns: Implications for tests of market efficiency and
5 个回复 - 540 次查看你好，求助文献，找了很多地方都找不到文献名：Nonstationary expected returns[/backcolor]: Implications for tests of market efficiency and serial correlation in returns[/backcolor] 作者： [*]Ray Ball ...2018-9-15 17:41 - 异质同晶 - 求助成功区

Estimation of Nonstationary Heterogeneous Panels
1 个回复 - 562 次查看【作者(必填)】Edward F.Blackburne and Mark W.Frank 【文题(必填)】Estimation of Nonstationary Heterogeneous Panels 【年份(必填)】2007 【全文链接或数据库名称(选填)】, “ Estimation of Nonstati ...2018-8-29 12:45 - songbaolin - 求助成功区

求书Time Series Analysis: Nonstationary and Noninvertible Distribution Theory
9 个回复 - 893 次查看【作者(必填)】 Katsuto Tanaka 【文题(必填)】Time Series Analysis: Nonstationary and Noninvertible Distribution Theory 【年份(必填)】 2017 【全文链接或数据库名称(选填)】http://123.233.119.36/rwt ...2017-7-7 14:41 - kerrydu - 求助成功区

Change-Point Analysis in Nonstationary Stochastic Models
1 个回复 - 521 次查看【作者(必填)】Boris Brodsky 【文题(必填)】Change-Point Analysis in Nonstationary Stochastic Models 【年份(必填)】2017 【全文链接或数据库名称(选填)】http://www.doc88.com/p-4415692840124.html2018-3-29 10:12 - xmok77 - 求助成功区

Nonstationary autoregressive conditional duration models
1 个回复 - 527 次查看【作者(必填)】A Mishra， TV Ramanathan 【文题(必填)】《Studies in Nonlinear Dynamics & Econometrics》, 2017 , 21 【年份(必填)】2017 【全文链接或数据库名称(选填)】paperuri:(bd05ccf9190a5f1bad3 ...2017-12-28 10:28 - 韩信琢玉 - 求助成功区

Modeling nonstationary covariance function with convolution on sphere
1 个回复 - 727 次查看【作者(必填)】Yang Lia, , , Zhengyuan Zhub, 【文题(必填)】Modeling nonstationary covariance function with convolution on sphere 【年份(必填)】2016 【全文链接或数据库名称(选填)】http://www.scienced ...2017-2-13 07:50 - qoiqpwqr - 求助成功区

时间序列计量经济学单位根的非平稳过程Unit-Root Nonstationary Processes教材
0 个回复 - 2235 次查看第五章单位根的非平稳过程2016-7-5 04:30 - spongelina - 新手入门区

on the CUSUM of squares tests for variance change in nonstationary
1 个回复 - 616 次查看【作者(必填)】 Lee,S.,Na,O. 【文题(必填)】 on the CUSUM of squares tests for variance change in nonstationary and nonparametric regression time series models 【年份(必填)】 2003 【全文链接或数据 ...2016-4-6 14:59 - mico123 - 求助成功区

ARTMAP: Supervised real-time learning and classification of nonstationary d..
0 个回复 - 442 次查看摘要：This article introduces a new neural network architecture, called ARTMAP, that autonomously learns to classify arbitrarily many, arbitrarily ordered vectors into recognition categories based on ...2018-1-9 18:00 - DL-er - 人工智能论文版

[求助]求助一本书Nonstationary time series analysis and cointegration
12 个回复 - 3963 次查看书名：Nonstationary time series analysis and cointegration 作者：Colin P. Hargreaves出版商：Oxford : Oxford University Press, 出版日期：1994总页数：308电子版链接：http://catalog.library.ksu.edu.sa/dig ...2008-12-5 11:30 - xshmyt - 文献求助专区

A New Approach to the Economic Analysis of Nonstationary Time Series and the Bus
1 个回复 - 1389 次查看【作者(必填)】James D. Hamilton 【文题(必填)】A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 【年份(必填)】1989 【全文链接或数据库名称(选填)】http ...2016-2-1 16:53 - 迷途mitu - 求助成功区

Stochastic calibration and learning in nonstationary hydroeconomic models
2 个回复 - 870 次查看求英文文献一篇【作者(必填)】【文题(必填)】 Stochastic calibration and learning in nonstationary hydroeconomic models【年份(必填)】【全文链接或数据库名称(选填)】http://onlinelibrary.wiley. ...2015-11-9 04:45 - nicotine1 - 求助成功区

求书 Time Series Analysis: Nonstationary and Noninvertible Distribution Theory
2 个回复 - 1061 次查看求书：Katsuto Tanaka " Time Series Analysis: Nonstationary and Noninvertible Distribution Theory".2015-9-23 00:18 - 981464 - 计量经济学与统计软件

mean-nonstationary
1 个回复 - 725 次查看【作者(必填)】ALEXANDER AUE 【文题(必填)】Segmenting mean-nonstationary time series via trending regressions2015-5-27 09:21 - lucky187 - 求助成功区

Public capital and productivity: a nonstationary panel analysis
1 个回复 - 840 次查看【作者(必填)】Okuba 【文题(必填)】Public capital and productivity: a nonstationary panel analysis 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/135 ...2015-1-30 10:30 - siegfriedkirche - 求助成功区

Nonstationary Time-Series Modeling(Cheng Hsiao)
1 个回复 - 1064 次查看 Cheng Hsiao 1998发表的论文，关于时间序列模型方面的2015-1-29 11:40 - phyyby - 计量经济学与统计软件

Estimated AR process is nonstationary！该怎么解决
5 个回复 - 7613 次查看输入ls y c x yt ar(1) 用AR（1）消除一阶自相关的时候，出现：Estimated AR process is nonstationary。说明AR根不平稳，该怎么处理？并且在试图采用广义差分法的时候出现：“奇异矩阵”的提示，请教高手，该如 ...2009-11-23 12:29 - murong2009 - EViews专版

Linear Nonstationary Models
1 个回复 - 759 次查看【作者(必填)】George E. P. Box, Gwilym M. Jenkins, Gregory C. Reinsel 【文题(必填)】Linear Nonstationary Models 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com ...2013-6-17 03:51 - violinangel - 求助成功区

(Baltagi) Nonstationary Panels, Panel Cointegration, and Dynamic Panels
4 个回复 - 2035 次查看 The volume includes eleven chapters written by twenty authors. These chapters (i) investigate better methods of estimating dynamic panels; (ii) develop methods for estimating and testing hypothese ...2010-1-29 22:21 - pengming - 计量经济学与统计软件

The Parameter Inference for Nearly Nonstationary Time Series
7 个回复 - 1012 次查看【作者(必填)】Ngai Hang Chan 【文题(必填)】The Parameter Inference for Nearly Nonstationary Time Series 【年份(必填)】1988 【全文链接或数据库名称(选填)】【作者(必填)】NH Chan, CZ Wei 【文题(必 ...2013-4-2 09:35 - harlon1976 - 求助成功区

Initializing the Kalman Filter for nonstationary time series models
1 个回复 - 850 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

[下载]NONSTATIONARY PANELS
10 个回复 - 3183 次查看 NONSTATIONARY PANELS COINTEGRATION IN PANELS AND DYNAMIC PANELS: A SURVEY Badi H. Baltagi and Chihwa Kao] [此贴子已经被作者于2005-7-7 16:03:34编辑过]2005-7-6 12:29 - air - 计量经济学与统计软件

Nonstationary Panels, Panel Cointegration, and Dynamic Panels
3 个回复 - 2059 次查看 Editorial ReviewsReviewB.H. Baltagi ...The subject area that the volume deals with has many potential applications, and is currently evolving very fast. As a result, this collection of timely surveys ...2009-12-29 13:43 - witan - 计量经济学与统计软件

送给大家两篇nonstationary panel data 的开山之作
5 个回复 - 1801 次查看文章的里程碑式意义我就不多说了，知者自明，用者自取。2009-11-23 22:38 - zhao840421 - 计量经济学与统计软件

Spurious Regression in Nonstationary Panels with Cross-Unit Cointegration.
0 个回复 - 1695 次查看 Jean-Pierre Urbain与Joakim Westerlund的一篇关于panel data的working paper，有兴趣的可以研究一下。2009-10-20 11:16 - zhaomn200145 - Gauss专版

一篇英文文献Regression Models for Nonstationary Economic and Financial Data
3 个回复 - 1588 次查看 Regression Models for Nonstationary Economic and Financial Data2009-2-27 23:31 - kunhua - 宏观经济学

The Use of Nonstationary Panel Time Series Data in the Analysis of Farmland...
0 个回复 - 209 次查看 2006-3-20 13:17 - 建筑经济管理664 - Forum

Finite Sample Properties Of Nonstationary Binary Response Models: A Monte C...
0 个回复 - 167 次查看 2005-8-26 21:43 - 法务会计827 - Forum

Nonstationary cointegration in the fractionally cointegrated VAR model-VAR模...
0 个回复 - 234 次查看 2004-12-11 19:32 - 企业品牌管理632 - Forum

Nonstationary ARCH and GARCH with t-distributed Innovations-非平稳ARCH和GARCH与t分布创新
0 个回复 - 220 次查看 2004-11-30 20:14 - 开题报告范文525 - Forum

Nonstationary ARCH and GARCH with t-distributed Innovations
0 个回复 - 223 次查看 2004-11-30 09:02 - 年度财务报告898 - Forum

The analysis of nonstationary time series using regression, correlation and...
0 个回复 - 208 次查看 2004-11-6 11:59 - 企业转型838 - Forum

Correlation, regression, and cointegration of nonstationary economic time series
0 个回复 - 258 次查看 2004-8-17 11:32 - 利益相关者208 - Forum

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