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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

【大师系列】诺奖得主萨金特：Recursive Models of Dynamic Linear Economies
226 个回复 - 15788 次查看欢迎订阅wwqqer文库！2015-3-12 08:07 - wwqqer - 宏观经济学

【2014新书】Nonlinear Economic Dynamics and Financial Modelling
137 个回复 - 19535 次查看图书名称：[/backcolor]Nonlinear Economic Dynamics and Financial Modelling: Essays in Honour of Carl Chiarella 作者：Roberto Dieci,Xue-Zhong He,Cars Hommes 出版社：Springer 页数：384 出版时间：Jul ...2014-8-8 15:13 - 牛尾巴 - 量化投资

【经典教材系列】Mathematical Modeling and Applications in Nonlinear Dynamics
75 个回复 - 8755 次查看 2016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 ...2016-2-1 06:51 - wwqqer - 量化投资

QUANTITATIVE AND EMPIRICAL ANALYSIS OF NONLINEAR DYNAMIC MACROMODELS
2 个回复 - 2174 次查看 QUANTITATIVE AND EMPIRICAL ANALYSIS OF NONLINEAR DYNAMIC MACROMODELS Edited by Carl Chiarella,Reiner Franke,Peter Flaschel,Willi Semmler Elsevier,20062015-11-3 21:35 - toughxiaoqiang - 宏观经济学

Dynamic Linear Models with R
32 个回复 - 6142 次查看 State space models have gained tremendous popularity in recent years in as disparate fields as engineering, economics, genetics and ecology. After a detailed introduction to general state space models ...2015-6-22 14:03 - nelsoncwlee - 量化投资

Weighted empirical processes in dynamic nonlinear models
2 个回复 - 841 次查看【作者(必填)】Hira L. Koul 【文题(必填)】Weighted empirical processes in dynamic nonlinear models 【年份(必填)】2002 【全文链接或数据库名称(选填)】Springer Lecture Notes in Statistics, 1662014-12-12 11:55 - 我来了 - 求助成功区

Analysis of Chaotic Behavior in Non-linear Dynamical Systems: Models and Algorit
5 个回复 - 1164 次查看 This book presents a new approach for the analysis of chaotic behavior in non-linear dynamical systems, in which output can be represented in quaternion parametrization. It offers a new family of meth ...2018-7-13 20:31 - nivastuli - 博弈论

Dynamic Linear Models With R (2009)
3 个回复 - 1382 次查看 Dynamic Linear Models With R (2009)2019-5-17 18:58 - cej1991 - R语言论坛

【经典教材系列】Dynamic Nonlinear Econometric Models: Asymptotic Theory
92 个回复 - 6959 次查看欢迎订阅wwqqer文库！2015-6-24 08:57 - wwqqer - 计量经济学与统计软件

Formulating and estimating dynamic linear rational expectations models
2 个回复 - 1081 次查看【作者(必填)】LP Hansen, TJ Sargent - Journal of Economic Dynamics and control, 1980 - Elsevier 【文题(必填)】 Formulating and estimating dynamic linear rational expectations models【年份(必填)】1 ...2018-11-21 10:20 - wuyu0405 - 求助成功区

Modeling and Management of Nonlinear Dependencies–Copulas in Dynamic Financial
1 个回复 - 501 次查看【作者(必填)】 2 【文题(必填)】 Modeling and Management of Nonlinear Dependencies–Copulas in Dynamic Financial Analysis【年份(必填)】 3 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley. ...2018-8-21 20:29 - internet.hzx - 求助成功区

A Mathematical Modeling Approach from Nonlinear Dynamics to Complex Systems
22 个回复 - 1130 次查看 English | PDF | 2018 (2019 Edition) | 232 Pages | ISBN : 3319785117 This book collects recent developments in nonlinear and complex systems. It provides up-to-date theoretic developments and new ...2018-6-27 14:44 - igs816 - 经管书评

【独家发布】[pydlm]python library for the Bayesian dynamic linear model for time serie
14 个回复 - 2499 次查看 [*]Author: Xiangyu Wang [*]Home Page: https://github.com/wwrechard/pydlm [*]Keywords: dlm bayes bayesian kalman filter smoothing dynamic model [*]License: BSD [*]Categories [*]Development Statu ...2017-9-8 01:25 - Nicolle - winbugs及其他软件专版

Dynamic linear models with Markov-switching
2 个回复 - 948 次查看【作者(必填)】Chang-JinKim 【文题(必填)】Dynamic linear models with Markov-switching[/backcolor] 【年份(必填)】1994 【全文链接或数据库名称(选填)】Journal of EconometricsVolume 60, Issues 1–2 ...2017-12-20 13:56 - rawstone - 求助成功区

Dynamic linear models with Markov-switching
1 个回复 - 745 次查看【作者(必填)】Chang-JinKim 【文题(必填)】Dynamic linear models with Markov-switching[/backcolor] 【年份(必填)】1994 【全文链接或数据库名称(选填)】Journal of EconometricsVolume 60, Issues 1– ...2017-12-3 14:03 - rawstone - 求助成功区

Testing for Autocorrelation in Dynamic Linear Models
1 个回复 - 1130 次查看【作者(必填)】TS Breusch 【文题(必填)】Testing for Autocorrelation in Dynamic Linear Models 【年份(必填)】1978 【全文链接或数据库名称(选填)】2017-7-19 22:32 - Nelsh--Deng - 求助成功区

Dynamic Linear Models with R- 07 edition
0 个回复 - 865 次查看动态线性模型，state space model.2017-4-19 20:11 - 大明童鞋 - R语言论坛

A toolkit for analyzing nonlinear dynamic stochastic models easily有中文译本吗
4 个回复 - 1673 次查看 Harald Uhlig的“A toolkit for analyzing nonlinear dynamic stochastic models easily”，求中文翻译，哪位大神有2017-3-20 21:58 - sxtqyr - 宏观经济学

2009新书：Dynamic Linear Models with R
22 个回复 - 6209 次查看 1 1 Introduction: basic notions about Bayesian inference . . . . . . 1 1.1 Basic notions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 1.2 Simple dependenc ...2009-7-8 10:22 - chenguanghua - R语言论坛

Dynamic Linear Model 在stata中如何操作？
1 个回复 - 1423 次查看新手求助，Dynamic Linear Model 在stata中如何操作？它和state space model有什么区别？新手很迷茫。2016-7-1 08:21 - yuanhaixia - Stata专版

[案例分析]An Dynamic General Linear Model using WinBUGS
0 个回复 - 1289 次查看 2013-11-2 05:47 - SPSSCHEN - winbugs及其他软件专版

跪求Dynamic Nonlinear Econometric Models: Asymptotic Theory
9 个回复 - 3637 次查看老少爷们帮帮忙，我的论坛币都给您，不够的佘着，做牛做马还您为了人类文明的进步，为了和谐社会的构建：梦寻此书 Dynamic Nonlinear Econometric Models: Asymptotic Theory~ Benedikt M. Pötscher ...2009-11-27 20:18 - beyondnirvana - 计量经济学与统计软件

Dynamic Linear Models with R
5 个回复 - 2039 次查看 Product Description State space models have gained tremendous popularity in recent years in as disparate fields as engineering, economics, genetics and ecology. After a detailed introduction to gener ...2009-9-6 13:35 - madeinlaws - 计量经济学与统计软件

免费共享新书Dynamic Linear Models with R
30 个回复 - 6610 次查看 Dynamic Linear Models with R2009-6-27 09:24 - chenguanghua - R语言论坛

求Recursive Models of Dynamic Linear Economies
4 个回复 - 1203 次查看 Recursive Models of Dynamic Linear Economies (The Gorman Lectures in Economics) By Lars Peter Hansen Publisher Princeton University Press ISBN 97806910427702014-2-14 09:06 - 鲛人泣月 - 求助成功区

【求】文献一篇，Kim的“Dynamic linear models with Markov switching”
11 个回复 - 3643 次查看求文献一篇，Kim的“Dynamic linear models with Markov switching”，1994年发表于Journal of Econometrics （60），由于我们学校数据库里的JOE上面1996年以后的文献才能下载，1994年的那篇下不了，请哪位大侠帮帮忙 ...2010-10-6 10:47 - shj981222 - 计量经济学与统计软件

[分享]A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models
6 个回复 - 5510 次查看作者：A. Ronald Gallant and Albert White出版时间：1988出版社：Basil Blackwell大小：10.4M文档质量：纸质书PDF扫描版目录:1 intraduction &n ...2008-7-10 17:08 - chongyanghe - R语言论坛

Dynamic linear models with Markov-switching
2 个回复 - 742 次查看【作者(必填)】【文题(必填)】【年份(必填)】【全文链接或数据库名称(选填)】Dynamic linear models with Markov-switchingCJ Kim - Journal of Econometrics, 1994 - Elsevier Abstract In this paper ...2014-12-20 23:28 - 马甲甲 - 求助成功区

[下载]Recursive Models of Dynamic Linear Economies by Hansen and Sargent 2005
5 个回复 - 3085 次查看 Recursive Models of Dynamic Linear Economies by Hansen and Sargent 2005nlm0402 金钱 +5 魅力 +5 经验 +5 奖励 2009-5-11 10:18:142009-5-10 10:51 - 081015042 - 宏观经济学

【独家发布】Recursive Linear Models of Dynamic Economies,Hansen and Sargent 2005
6 个回复 - 1904 次查看 Recursive Models of Dynamic Linear Economies Publisher: Lars Hansen | ISBN: N\A | edition 2005 | PDF | 530 pages | 3,5 mb This book views many apparently disparate dynamic economic models ...2013-1-29 22:15 - lihaim - 经管书评

【求书】Quantitative and Empirical Analysis of Nonlinear Dynamic Macromodels
0 个回复 - 1297 次查看 Quantitative and Empirical Analysis of Nonlinear Dynamic Macromodels2014-5-20 15:59 - solerole - 宏观经济学

Latent difference score structural models for linear dynamic analyses with incom
6 个回复 - 1088 次查看【作者(必填)】 McArdle, John J.; Hamagami, Fumiaki 【文题(必填)】 Latent difference score structural models for linear dynamic analyses with incomplete longitudinal data. 【年份(必填)】 2001 【全 ...2014-3-18 11:31 - wfldragon - 求助成功区

文献求助：Latent difference score structural models for linear dynamic analy
2 个回复 - 903 次查看【作者(必填)】McArdle, John J.; Hamagami, Fumiaki 【文题(必填)】Latent difference score structural models for linear dynamic analyses with incomplete longitudinal data. 【年份(必填)】2001 【全文 ...2014-3-13 11:17 - Tonyhk - 求助成功区

Nonlinear Dynamics in Equilibrium Models 谁有这本书的电子版？
1 个回复 - 1678 次查看 by [/backcolor]John Stachurski (Editor)[/backcolor], [/backcolor]Alain Venditti (Editor)[/backcolor], [/backcolor]Makoto Yano (Editor)[/backcolor] 《Nonlinear Dynamics in Equilibrium Models 》2013-12-23 22:14 - 南开2011博 - 宏观经济学

An R Package for Dynamic Linear Models
0 个回复 - 1105 次查看 2013-12-12 02:16 - Nicolle - R语言论坛

请教一个nonlinear dynamic models 问题
1 个回复 - 744 次查看 Consider a difference equation, 变量x(t+1) = 3 + 0.5x(t) . – Find the fixed point. – Convert the difference equation to a recursive form and find the fixed point.2013-3-21 17:53 - 心若睡了 - 爱问频道

A Toolkit for Analyzing Nonlinear Dynamic Stochastic Models Easily
2 个回复 - 1508 次查看 A Toolkit for Analyzing Nonlinear Dynamic Stochastic Models Easily----用于分析非线性动态随机模型的一个简单工具包2012-6-11 01:48 - tidal123 - 宏观经济学

Solving Dynamic General Equilibrium Models Using Log Linear Approximation
0 个回复 - 1403 次查看 Log Linear Approximation in Dynamic General Equilibrium Models2011-11-24 04:42 - 4ever_young - 计量经济学与统计软件

Est and Infer for Nonlinear Dynamic Models(last)
0 个回复 - 1918 次查看 Est2006-3-15 14:01 - lyslz - 计量经济学与统计软件

toolkit for analyzing nonlinear dynamic stochastic models easily
0 个回复 - 2830 次查看 t maybe helpful for reading the Advanced Macroeconomics written by Romer and Romer. these two papers are from Computational Meth ...2006-2-3 16:03 - zhentao - 宏观经济学

[下载]Recursive Models of Dynamic Linear Economies
3 个回复 - 2459 次查看 Recursive Models of Dynamic Linear Economies Chapter Titles: 1. Introduction. 2. Stochastic Linear Difference Equations. 3. The Economic Environment. 4. The Resource Allocation Problem. 5. The ...2005-9-15 10:14 - laziman - 计量经济学与统计软件

Sargent（2005）：Recursive Models of Dynamic Linear Economics及matlab code下载
0 个回复 - 3616 次查看 Tomas Sagent & Lars Hansen ;Sep,2005. 以及matlab code。 Sagent 对于高级宏观经济的贡献不必多说，其经典著作为 Recursive macroeconomic theory. 这本书是Sagent ...2008-10-25 05:49 - xyd1515 - 宏观经济学

Recursive Models of Dynamic Linear Model
0 个回复 - 2459 次查看 This book views many apparently disparate dynamic economic models as examplesof a single class of models that can be adapted and specialized to studydiverse economic phenomena. The class of models was ...2008-7-12 06:05 - hawkamoy - 宏观经济学

Modeling Non-Linear Spatial Dynamics: A Family of Spatial STAR Models and a...
0 个回复 - 263 次查看 2006-1-5 18:56 - 西方经济学842 - Forum

Solving non-linear dynamic models (more) efficiently: application to a simp...
0 个回复 - 243 次查看 2005-7-2 13:44 - 工业增加值082 - Forum

Efficient Estimation of Non-Linear Dynamic Panel Data Models with Applicati...
0 个回复 - 366 次查看 2004-10-21 08:10 - 金融体制947 - Forum

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