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Econometric Modelling with Time Series(MHH) 时间序列计量经济学模型教材
16 个回复 - 1695 次查看 2022-10-26 14:08 - CountZero2000 - 计量经济学与统计软件

Copula modelling of dependence in multivariate time series
1 个回复 - 162 次查看【作者(必填)】 345 【文题(必填)】 Copula modelling of dependence in multivariate time series【年份(必填)】 34534 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/pii/S0 ...2024-1-21 10:57 - internet.hzx - 求助成功区

[推荐]XploRe: Powerful Tool for Time Series and Finance Modelling
3 个回复 - 2755 次查看 [Money=5] Are you tired of using expensive, complicated software packages for your homeworks/projects? Here is the new thing for you. XploRe has its advantages to deal with time series and financ ...2007-3-7 02:43 - waterhorse - MATLAB等数学软件专版

The Econometric Modelling of Financial Time Series
28 个回复 - 5822 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

The Econometric Modelling of Financial Time Series_Terence C. Mills(3ed).pdf
6 个回复 - 5730 次查看 2009-11-4 10:32 - acouasm - 金融学（理论版）

新书 Multivariate Modelling of Non-Stationary Economic Time Series
60 个回复 - 10162 次查看 Multivariate Modelling of Non-Stationary Economic Time SeriesAuthors: Hunter, John, Burke, Simon, Canepa, Alessandra **** 本内容被作者隐藏 ****2017-5-11 09:45 - jarlow - 经济金融数学专区

Econometric Modelling with Time Series: Specification, Estimation and Testing
12 个回复 - 5779 次查看 This book provides a general framework for specifying, estimating, and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also ...2015-5-28 01:44 - 欢乐满人间 - 计量经济学与统计软件

handbook of statistics 第22章 Modelling market microstructure time series 中文译稿
12 个回复 - 5228 次查看中文版已经正式出版了，现在上传我曾经校过的几章(翻箱底时偶然发现的) Chapter 22 Modelling market microstructure time series Joel Hasbrouck in Handbook of Statistics,. Vol. 14, ed. by GS Maddala,. and ...2005-7-24 11:37 - easist - 计量经济学与统计软件

Modelling nonlinear economic time series
14 个回复 - 5021 次查看 Clive W.J. Granger,Timo Teräsvirta and Dag Tjøstheim2009-12-24 22:28 - zxm403 - 计量经济学与统计软件

Time Series Modelling With Unobserved Components (Pelagatti,2015)
15 个回复 - 3211 次查看 Time Series Modelling With Unobserved Components (Pelagatti,2015)Despite the unobserved components model (UCM) having many advantages over more popular forecasting techniques based on regression analy ...2017-7-25 18:50 - kevinbrieven - 金融学（理论版）

Econometric Modelling with Time Series高清
0 个回复 - 1286 次查看 Econometric Modelling with Time Series Speciﬁcation, Estimation and Testing V. L. Martin, A. S. Hurn and D. Harris2019-5-12 06:10 - 280898931@qq.co - 宏观经济学

Modelling non-stationary multivariate time series of counts via common factors
1 个回复 - 447 次查看【作者(必填)】Wang, Fangfang; Wang, Haonan 【文题(必填)】Modelling non-stationary multivariate time series of counts via common factors 【年份(必填)】2018 【全文链接或数据库名称(选填)】2019-1-22 15:59 - 我来了 - 求助成功区

求书Econometric Modelling withTime Series: Specification, Estimation, and Testi
3 个回复 - 1999 次查看 Econometric Modelling with Time Series: Specification, Estimation, and Testing Econometric Modelling with Time Series: Specification, Estimation and Testing (Themes in Modern Econometrics) Pape ...2015-4-24 15:57 - 蓝色 - 求助成功区

Multivariate Modelling of Non-Stationary Economic Time Series
4 个回复 - 619 次查看 **** 本内容被作者隐藏 ****2018-1-16 09:12 - Nicolle - winbugs及其他软件专版

[分享]Time Series Modelling for STAMP (Reference)
8 个回复 - 3994 次查看 Time Series Modelling for STAMP 还不错…参考吧!!2005-12-29 23:46 - colorfulman - 计量经济学与统计软件

Modelling Financial Time Series with S-PLUS, Second Edition
2 个回复 - 1513 次查看 2016-12-19 21:30 - 蓝精灵99幸福 - 数据分析师（CDA）专版

Time Series Based Predictive Analytics Modelling: Using MS Excel
43 个回复 - 3694 次查看 2017 | English | ASIN: B01N9C1RI1 | 354 pages | PDF | 20 M This book explores the basic predictive analytics modelling techniques and puts emphasis on the time series based approach to forecasting. ...2017-6-15 09:55 - igs816 - Excel

Modelling Trends and Cycles in Economic Time Series
2 个回复 - 1476 次查看 Modelling Trends and Cycles in Economic Time Series Terence C. Mill Modelling trends and cycles in economic time series has a long history in empirical economics, with the use of linear trends a ...2015-10-13 22:40 - toughxiaoqiang - 计量经济学与统计软件

Modelling non-stationary time series using a peaks over threshold distribution
3 个回复 - 769 次查看【作者(必填)】 Caston Sigauke Alphonce Bere 【文题(必填)】 Modelling non-stationary time series using a peaks over threshold distribution with time varying covariates and threshold: An application ...2017-1-10 17:56 - moretc - 求助成功区

【数据分析电子书免费下载】Modelling_Financial_Time_Series_with_S-PLUS pdf下载
2 个回复 - 1274 次查看【数据分析电子书免费下载】Modelling_Financial_Time_Series_with_S-PLUS pdf下载 The field of financial econometrics has exploded over the last decade This book represents an integration of theory, me ...2016-12-30 20:49 - 数据分析闯天下 - 数据分析师（CDA）专版

跪求Modelling Financial Times Series by Stephen J. Taylor
5 个回复 - 2314 次查看 Modelling Financial Times Series (Hardcover) by Stephen J. Taylor (Author) 详见 http://www.amazon.com/Modelling-Financial-Times-Stephen-Taylor/dp/9812770844/ref=sr_1_4?ie=UTF8&s=books&qid=124991 ...2009-8-10 23:52 - cage - 求助成功区

Using principal components in time series modelling and forecasting of age-speci
1 个回复 - 605 次查看【作者(必填)】 Bell W; Monsell B 【文题(必填)】 Using principal components in time series modelling and forecasting of age-specific mortality rates 【年份(必填)】 1991 【全文链接或数据库名称(选填 ...2016-11-17 09:29 - deple - 文献求助专区

Factor Modelling for High-Dimensional Time Series: Inference and Model Selection
1 个回复 - 906 次查看【作者(必填)】Ngai Hang Chan, [/backcolor]Ye Lu, Chun Yip Yau 【文题(必填)】Factor Modelling for High-Dimensional Time Series: Inference and Model Selection 【年份(必填)】2016 【全文链接或数据库名称 ...2016-8-26 20:58 - 我来了 - 求助成功区

Time Series And Econometric Modelling Advances In The Statistical Sciences
4 个回复 - 1082 次查看 Time Series And Econometric Modelling Advances In The Statistical Sciences by Ib Macneill and Gary J. Umphrey On May 27-31, 1985, a series of symposia was held at The University of Western Ontario, ...2016-4-10 04:01 - cheeko - 金融学（理论版）

The Econometric Modelling of Financial Time Series
1 个回复 - 976 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

Applied Time Series Modelling and Forecasting
21 个回复 - 5173 次查看 Applied Time Series Modelling and ForecastingRichard Harris, Robert Sollis 全书高清版，有目录，本人一页一页下载后整合而成的，很辛苦，希望大家好好珍惜。<p ...2009-3-1 09:01 - fudanfudan1 - 计量经济学与统计软件

APPLIED TIME SERIES MODELLING AND FORECASTING
6 个回复 - 3009 次查看这是英国纽卡斯尔大学BANKING&FINANCE硕士专业APPLIED TIME SERIES MODELLING AND FORECASTING 课程第一学期的课件，希望能给大家带来一些帮助。如果大家感兴趣的话，我会把其他课程的相关课件悉数上传2010-3-2 02:59 - zhangjunruc - 金融学（理论版）

APPLIED TIME SERIES MODELLING AND FORECASTING完全版
8 个回复 - 3009 次查看 APPLIED TIME SERIES MODELLING AND FORECASTING 完全版 Richard Harris and Robert Sollis WILEY 很辛苦得到了，拿来分享下本文来自: 人大经济论坛详细出处参考：http://www.pin ...2010-5-9 03:23 - bjlbh - 金融学（理论版）

Applied Time Series Modelling and Forecasting(2003)
2 个回复 - 1311 次查看 2014-3-7 01:47 - dongdong1010 - 计量经济学与统计软件

[求助]Modelling Financial Time Series with S-PLUS
1 个回复 - 2215 次查看 Modelling Financial Time Series with S-PLUS这本书中需要用到哪些R的包啊？谢谢了2008-7-18 13:27 - ghostangel - R语言论坛

Taylor & Francis Bivariate time series modelling of financial count data
1 个回复 - 832 次查看【作者(必填)】AMMS Quoreshi 【文题(必填)】Bivariate time series modelling of financial count data 【年份(必填)】2006 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/0 ...2014-10-31 14:24 - 352693585 - 求助成功区

Modelling Financial Time Series with S-PLUS
25 个回复 - 14094 次查看 Customer ReviewsAvg. Customer Review: 2 of 2 people found the following review helpful: This is the best applied financial econometrics book., October 28, 2002 Reviewer: yin_luo (see ...2005-8-29 09:33 - StatFan - R语言论坛

Modelling financial time series using multifractal random walks
1 个回复 - 818 次查看【作者(必填)】 E. Bacrya, , J. Delourb, J.F. Muzyb, c 【文题(必填)】 Modelling financial time series using multifractal random walks【年份(必填)】 2001 【全文链接或数据库名称(选填)】http://www.sc ...2014-3-30 19:08 - qijiongli - 求助成功区

modelling seasonality（time series)
1 个回复 - 1300 次查看 When modelling seasonality, explain why it is necessary either to omit the constant term in the regression or to omit one of the seasonal dummies. Use a simple example to show how this choice affects ...2013-8-14 19:37 - 悠里 - EViews专版

Mills 1999 The Econometric Modelling of Financial Time Series.2ed
7 个回复 - 3958 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

[图书] Modelling financial time series
3 个回复 - 1261 次查看【作者(必填)】【文题(必填)】[图书] Modelling financial time seriesSJ Taylor - - eprints.lancs.ac.uk 【年份(必填)】【全文链接或数据库名称(选填)】2013-9-18 11:14 - 金融坦然 - 求助成功区

Time series modelling Version4.36
3 个回复 - 1203 次查看 Time series modelling Version4.36，文件里面有详细的操作说明和软件下载地址，很实用~~2012-10-11 09:32 - xxfron - MATLAB等数学软件专版

Modelling Non-Stationary Time Series : A Multivariate Approach
2 个回复 - 2607 次查看 © Simon P. Burke and John Hunter 20051 Introduction: Cointegration, Economic Equilibrium and the Long Run2 Properties of Univariate Time Series3 Relationships Between Non-Stationary Time Series4 ...2009-5-14 08:10 - songqiuhong - 计量经济学与统计软件

300论坛币购书：nonlinear modelling of high frequency financial time series
3 个回复 - 913 次查看书名： nonlinear modelling of high frequency financial time series 请直接附件300论坛币购买，望内容详实完整2012-12-9 15:39 - augustback - 悬赏大厅

The Econometric Modelling of Financial Time Series
0 个回复 - 688 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

[下载] 经典书籍：The Econometric Modelling of Financial Time Series
5 个回复 - 2584 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

Modelling Financial Time Series 2nd Edition
5 个回复 - 2202 次查看 Modelling Financial Time Series by Stephen J. Taylor Pub. Date: April 2008 268pp SynopsisThis book contains several innovative models for the prices of financial assets. First published i ...2009-9-27 22:42 - martinnyj - 金融学（理论版）

nonlinear modelling of high frequency financial time series
1 个回复 - 1446 次查看 nonlinear modelling of high frequency financial time series Christian L. Dunis (Editor), Bin Zhou (Editor) ISBN: 978-0-471-97464-2 Hardcover 332 pages May 1998 http://as.wiley.com/WileyCDA/W ...2012-3-25 23:43 - pc1093 - 悬赏大厅

[下载](S-plus系列教程)Modelling Financial Time Series with S-PLUS（第二版）
65 个回复 - 16029 次查看名称：Modelling Financial Time Series with S-PLUS,（第二版）大小：11MB 主要目录： 1 S and S-PLUS 11.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 2 Time Series Specificat ...2006-11-24 23:49 - anning189 - R语言论坛

求Applied time series Modelling and Forecasting的中文版
4 个回复 - 1945 次查看如题，价格多少都可以，我只要这本中文版。急需 2003版，作者Richard Harris & Robert Sollis。2011-1-12 01:47 - tonyjoe2010 - 金融学（理论版）

Modelling Financial Time Series with S_PLUS, Second Edition
5 个回复 - 2631 次查看 2006-8-29 22:26 - taylortow - 计量经济学与统计软件

Applied Time Series Modelling and Forecasting
7 个回复 - 4172 次查看比较累！只有Chapter 1-32006-7-13 04:54 - DreadNight - 计量经济学与统计软件

[求助]Applied Time Series Modelling and Forecasting
8 个回复 - 5824 次查看 Does anyone have the book (PDF) file 'Applied Time Series Modelling and Forecasting' By Richard Harris, Robert Sollis June 2003 Wiley Millions thanks in Advance.2006-5-10 12:50 - nazikhan - 计量经济学与统计软件

modelling financial time series
3 个回复 - 2639 次查看书名：Modelling Financial Time Series 作者：Stephen Taylor 版本：第二版2010-10-23 19:40 - hadeway - 金融学（理论版）

Modelling Financial Time Series with S-PLUS
4 个回复 - 1844 次查看 Modelling Financial Time Series with S-PLUS EricZivotandJiahuiWang September27,2001 Thisversion:May22,2002 因为这本是我以前的一位老师写的，看过，所以力荐，只需要1q币2009-12-13 21:31 - hfshi - R语言论坛

求Applied Time Series Modelling and Forecasting中文版
2 个回复 - 1533 次查看求Applied Time Series Modelling and Forecasting中文版，不胜感激！2011-1-8 17:56 - Love87QM - 金融学（理论版）

求书：ITSM:An Interactive Time Series Modelling Package for the PC
0 个回复 - 1153 次查看急用非常感谢2010-10-18 14:51 - 水底游鱼 - 计量经济学与统计软件

Modelling Non-Stationary Time Series
0 个回复 - 1362 次查看《Modelling Non-Stationary Time Series：A Multivariate Approach》 Simon P. Burke and John Hunter PALGRAVE MACMILLAN 20052010-8-9 12:00 - huspa307 - 计量经济学与统计软件

Financial Econometrics 和 Financial Time-Series Modelling 有什么区别啊？
1 个回复 - 1858 次查看 Financial Econometrics 和 Financial Time-Series Modelling 有什么区别啊？厄，除了前者会用到Panel Data外。。。。2010-7-5 07:03 - sonic227 - 金融学（理论版）

BEKK模型与Modelling Financial Time Series with S-PLUS一书中的疑误
4 个回复 - 3847 次查看 Modelling Financial Time Series with S-PLUS一书中（本论坛有下载）496页对BEKK模型的描述是Et=A0A'0+sigma Ai(et-ie't-1)A'i+sigma Bj(Et-j)B'j而Engle and Kroner(1995)原文（《Multivariate Simultaneous Gene ...2008-11-25 01:51 - ghzstudio - R语言论坛

The Econometric Modelling of Financial Time Series
3 个回复 - 1434 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 - 1087 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 - 5159 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

The Econometric Modelling of Financial Time Series
8 个回复 - 1380 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 - 2223 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

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