结果：找到“serial correlation”相关内容24个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
上海交通大学研究生高级计量经济学课件（硕博）4 个回复 - 2547 次查看 上海交通大学研究生高级计量经济学课件 适用于硕士及博士研究生学习 Shanghai Jiaotong UniversityPostgraduate Syllabus Ⅰ、Course Basic InformationCourse No.：C120738 Course Nam ...2022-3-13 00:10 - shadowaver - 现金交易版
统计套利经典实操教材 Statistical arbitrage.. Algorithmic trading insights and te0 个回复 - 2759 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
Testing for Serial Correlation in Least-Squares Regression
13 个回复 - 2275 次查看 Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables上述文献，谢谢！2012-7-2 09:45 - harlon1976 - 求助成功区
13 个回复 - 2275 次查看 Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables上述文献，谢谢！2012-7-2 09:45 - harlon1976 - 求助成功区
Testing for serial correlation in fixed-effects panel models
1 个回复 - 562 次查看 【作者(必填)】 Jesse Wursten 【文题(必填)】Testing for serial correlation in fixed-effects panel models 【年份(必填)】 2018 【全文链接或数据库名称(选填)】 The Stata Journal Volume 18 Number 1 ...2018-5-16 18:51 - shanxianmin2011 - 求助成功区
1 个回复 - 562 次查看 【作者(必填)】 Jesse Wursten 【文题(必填)】Testing for serial correlation in fixed-effects panel models 【年份(必填)】 2018 【全文链接或数据库名称(选填)】 The Stata Journal Volume 18 Number 1 ...2018-5-16 18:51 - shanxianmin2011 - 求助成功区
Testing for serial correlation in fixed-effects panel models
4 个回复 - 1486 次查看 【作者(必填)】 Jesse Wursten 【文题(必填)】 Testing for serial correlation in fixed-effects panel models【年份(必填)】 2018 【全文链接或数据库名称(选填)】The Stata Journal,18(1)76-1002018-4-6 01:42 - shanxianmin2011 - 文献求助专区
4 个回复 - 1486 次查看 【作者(必填)】 Jesse Wursten 【文题(必填)】 Testing for serial correlation in fixed-effects panel models【年份(必填)】 2018 【全文链接或数据库名称(选填)】The Stata Journal,18(1)76-1002018-4-6 01:42 - shanxianmin2011 - 文献求助专区
SOME THEOREMS ON TIME SERIES II. THE SIGNIFICANCE OF THE SERIAL CORRELATION COEF
4 个回复 - 987 次查看 【作者(必填)】Biometrika (1948) 35 (3-4): 255-260. doi: 10.1093/biomet/35.3-4.255 【文题(必填)】 【年份(必填)】SOME THEOREMS ON TIME SERIES II. THE SIGNIFICANCE OF THE SERIAL CORRELATION COEFFI ...2016-10-12 15:20 - ~畅畅~ - 求助成功区
4 个回复 - 987 次查看 【作者(必填)】Biometrika (1948) 35 (3-4): 255-260. doi: 10.1093/biomet/35.3-4.255 【文题(必填)】 【年份(必填)】SOME THEOREMS ON TIME SERIES II. THE SIGNIFICANCE OF THE SERIAL CORRELATION COEFFI ...2016-10-12 15:20 - ~畅畅~ - 求助成功区
The existence of serial correlation and its effect on the format of a championsh
3 个回复 - 501 次查看 【作者(必填)】L Urban 【文题(必填)】The existence of serial correlation and its effect on the format of a championship playoff series 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://www ...2016-4-22 11:17 - dliangfranklin - 求助成功区
3 个回复 - 501 次查看 【作者(必填)】L Urban 【文题(必填)】The existence of serial correlation and its effect on the format of a championship playoff series 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://www ...2016-4-22 11:17 - dliangfranklin - 求助成功区
A new coefficient: Application to biserial correlation and to estimation of sele
1 个回复 - 737 次查看 【作者(必填)】 [*]Hubert E. Brogden 【文题(必填)】 A new coefficient: Application to biserial correlation and to estimation of selective efficiency【年份(必填)】 1949 【全文链接或数据库名称(选填 ...2016-4-3 19:38 - internet.hzx - 求助成功区
1 个回复 - 737 次查看 【作者(必填)】 [*]Hubert E. Brogden 【文题(必填)】 A new coefficient: Application to biserial correlation and to estimation of selective efficiency【年份(必填)】 1949 【全文链接或数据库名称(选填 ...2016-4-3 19:38 - internet.hzx - 求助成功区
On the estimation of panel-data models with serial correlation when instruments
1 个回复 - 712 次查看 【作者(必填)】Keane, M. and Runkle, D. 【文题(必填)】On the estimation of panel-data models with serial correlation when instruments are not strictly exogenous 【年份(必填)】(1992). Journal of ...2015-4-24 21:57 - hartliu - 求助成功区
1 个回复 - 712 次查看 【作者(必填)】Keane, M. and Runkle, D. 【文题(必填)】On the estimation of panel-data models with serial correlation when instruments are not strictly exogenous 【年份(必填)】(1992). Journal of ...2015-4-24 21:57 - hartliu - 求助成功区
求Jstor上文献一篇Moments of Serial Correlation Coefficient
3 个回复 - 1014 次查看 【作者(必填)】Shenton，Johnson 【文题(必填)】Moments of Serial Correlation Coefficient 【年份(必填)】1965 【全文链接或数据库名称(选填)】http://www.jstor.org/discover/10.2307/2984200?uid=37378 ...2014-12-3 21:22 - mgymgy - 求助成功区
3 个回复 - 1014 次查看 【作者(必填)】Shenton，Johnson 【文题(必填)】Moments of Serial Correlation Coefficient 【年份(必填)】1965 【全文链接或数据库名称(选填)】http://www.jstor.org/discover/10.2307/2984200?uid=37378 ...2014-12-3 21:22 - mgymgy - 求助成功区
Temporal variations of serial correlations of trading volume in the US stock mar
1 个回复 - 632 次查看 【作者(必填)】 José Alvarez-Ramírez, , Eduardo Rodríguez 【文题(必填)】 Temporal variations of serial correlations of trading volume in the US stock market【年份(必填)】 2012 【全文链接或数据库 ...2014-3-29 22:37 - qijiongli - 求助成功区
1 个回复 - 632 次查看 【作者(必填)】 José Alvarez-Ramírez, , Eduardo Rodríguez 【文题(必填)】 Temporal variations of serial correlations of trading volume in the US stock market【年份(必填)】 2012 【全文链接或数据库 ...2014-3-29 22:37 - qijiongli - 求助成功区
实例说明在excel中进行serial correlation的DW检验
4 个回复 - 7315 次查看 在excel中进行serial correlation的DW检验2011-9-17 05:43 - whyerin - Excel
4 个回复 - 7315 次查看 在excel中进行serial correlation的DW检验2011-9-17 05:43 - whyerin - Excel
Eviews做随机效应的LM检验找不到View/Residual Tests/Serial Correlation LM Test
0 个回复 - 1991 次查看 面板数据随机效应模型进行LM检验时找不到误差项检验啊，求解答帮助，急急急2017-4-26 16:24 - 李志婷 - EViews专版
0 个回复 - 1991 次查看 面板数据随机效应模型进行LM检验时找不到误差项检验啊，求解答帮助，急急急2017-4-26 16:24 - 李志婷 - EViews专版
关于unit root， serial correlation， cointegration的问题
1 个回复 - 1308 次查看 我在做 Time-Series Data 的分析用GARCH 模型。但是我看了好多相关的journalarticles,有的先用unit roots test 和serial correlation, 但又有的用unit roots test, cointegration, Granger test. 我不晓得到底该用哪 ...2013-11-6 07:46 - 豆腐干~ - EViews专版
1 个回复 - 1308 次查看 我在做 Time-Series Data 的分析用GARCH 模型。但是我看了好多相关的journalarticles,有的先用unit roots test 和serial correlation, 但又有的用unit roots test, cointegration, Granger test. 我不晓得到底该用哪 ...2013-11-6 07:46 - 豆腐干~ - EViews专版
请问连老师serial correlation检测问题
1 个回复 - 1712 次查看 在Bertrand et al. (2004) 'How much should we trust diff-in-diff estimates'这篇文章里，他们提到如果面板数据年限较长，使用diff-in-diff可能面临较严重的serial correlation问题。 请问连老师如何通过STATA检 ...2013-10-6 05:35 - songhua.econ - 统计软件培训班VIP答疑区
1 个回复 - 1712 次查看 在Bertrand et al. (2004) 'How much should we trust diff-in-diff estimates'这篇文章里，他们提到如果面板数据年限较长，使用diff-in-diff可能面临较严重的serial correlation问题。 请问连老师如何通过STATA检 ...2013-10-6 05:35 - songhua.econ - 统计软件培训班VIP答疑区
Linear methods for estimating ARMA and regression models with serial correlation
5 个回复 - 915 次查看 【作者(必填)】Sergio Koreishaa & Tarmo Pukkilab 【文题(必填)】Linear methods for estimating ARMA and regression models with serial correlation 【年份(必填)】1990 【全文链接或数据库名称】htt ...2013-7-21 16:20 - muddyman - 求助成功区
5 个回复 - 915 次查看 【作者(必填)】Sergio Koreishaa & Tarmo Pukkilab 【文题(必填)】Linear methods for estimating ARMA and regression models with serial correlation 【年份(必填)】1990 【全文链接或数据库名称】htt ...2013-7-21 16:20 - muddyman - 求助成功区
Serial Correlation
1 个回复 - 671 次查看 【作者(必填)】T. W. Anderson 【文题(必填)】Serial Correlation 【年份(必填)】2011 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/10.1002/9781118186428.ch6/summary2013-6-22 15:59 - violinangel - 求助成功区
1 个回复 - 671 次查看 【作者(必填)】T. W. Anderson 【文题(必填)】Serial Correlation 【年份(必填)】2011 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/10.1002/9781118186428.ch6/summary2013-6-22 15:59 - violinangel - 求助成功区
Andrew W.Lo:An Econometric Model of Serial Correlation
0 个回复 - 808 次查看 Abstract: The returns to hedge funds and other alternative investments are often highly serially correlated in sharp contrast to the returns of more traditional investment vehicles such as long- ...2013-5-17 21:36 - delphy_crystal - 金融学（理论版）
0 个回复 - 808 次查看 Abstract: The returns to hedge funds and other alternative investments are often highly serially correlated in sharp contrast to the returns of more traditional investment vehicles such as long- ...2013-5-17 21:36 - delphy_crystal - 金融学（理论版）
如何用stata做serial-correlation 检验和heteroskedasticity 检验？
9 个回复 - 12776 次查看 如题： 怎么用stata检验serial-correlation 和heteroskedasticity? 相关的指令是什么呢？ 非常感谢！2012-12-23 01:19 - Menxinxin - Stata专版
9 个回复 - 12776 次查看 如题： 怎么用stata检验serial-correlation 和heteroskedasticity? 相关的指令是什么呢？ 非常感谢！2012-12-23 01:19 - Menxinxin - Stata专版
serial correlation在R中如何实现
1 个回复 - 2031 次查看 serial correlation在R中如何实现？ 现在我有两组时间序列数据，想看这两组时间序列的serial correlation，在R中如何实现？谢谢！2012-11-10 11:40 - peijianshi - R语言论坛
1 个回复 - 2031 次查看 serial correlation在R中如何实现？ 现在我有两组时间序列数据，想看这两组时间序列的serial correlation，在R中如何实现？谢谢！2012-11-10 11:40 - peijianshi - R语言论坛
Testing for serial correlation, spatial autocorrelation
6 个回复 - 6003 次查看 This paper considers a spatial panel data regression model with serial correlation on each spatialunit over time as well as spatial dependence between the spatial units at each point in time. Inadditi ...2006-12-16 10:31 - jiangzhongyu - 计量经济学与统计软件
6 个回复 - 6003 次查看 This paper considers a spatial panel data regression model with serial correlation on each spatialunit over time as well as spatial dependence between the spatial units at each point in time. Inadditi ...2006-12-16 10:31 - jiangzhongyu - 计量经济学与统计软件
[分享]free !!!!Serial Correlation and Serial Dependence (Yongmiao Honog)
6 个回复 - 2942 次查看 [此贴子已经被作者于2007-6-4 11:12:39编辑过]2006-10-22 09:27 - bh7616 - 计量经济学与统计软件
6 个回复 - 2942 次查看 [此贴子已经被作者于2007-6-4 11:12:39编辑过]2006-10-22 09:27 - bh7616 - 计量经济学与统计软件
Discrete time market with serial correlations and optimal myopic strategies
0 个回复 - 1598 次查看 Discrete time market with serial correlations and optimal myopic strategies2010-1-7 23:17 - zengyan1984 - 论文版
0 个回复 - 1598 次查看 Discrete time market with serial correlations and optimal myopic strategies2010-1-7 23:17 - zengyan1984 - 论文版
testing autocorrelation --AR(1)serial correlation
4 个回复 - 4616 次查看 请问在stata里面有个AR(1)serial correlation,需要Ut对Ut-1进行回归，得出他们的相关系数，请问这个命令怎么写啊？ 非常感谢！2009-12-12 22:40 - ccgzl - Stata专版
4 个回复 - 4616 次查看 请问在stata里面有个AR(1)serial correlation,需要Ut对Ut-1进行回归，得出他们的相关系数，请问这个命令怎么写啊？ 非常感谢！2009-12-12 22:40 - ccgzl - Stata专版
【求】文献Efficient Estimation with Serial Correlation
2 个回复 - 1617 次查看 哪位能帮忙下下： Efficient Estimation with Serial Correlation and Lagged Dependent Variables Whitney K. Newey Econometric Theory, Vol. 4, No. 2 (Aug., 1988), pp. 355-356 (article consists of 2 ...2009-6-18 21:16 - limit912 - 文献求助专区
2 个回复 - 1617 次查看 哪位能帮忙下下： Efficient Estimation with Serial Correlation and Lagged Dependent Variables Whitney K. Newey Econometric Theory, Vol. 4, No. 2 (Aug., 1988), pp. 355-356 (article consists of 2 ...2009-6-18 21:16 - limit912 - 文献求助专区
请问怎么去掉SERIAL CORRELATION!
6 个回复 - 5445 次查看 最近在写毕业论文,我建的MODEL里面可能存在SERIAL CORRELATION BETWEEN ERROR TERMS,请问什么命令能让我的数据更加的精确,能去掉SERIAL CORRELATION!!!2008-4-10 07:06 - lzhug1227 - Stata专版
6 个回复 - 5445 次查看 最近在写毕业论文,我建的MODEL里面可能存在SERIAL CORRELATION BETWEEN ERROR TERMS,请问什么命令能让我的数据更加的精确,能去掉SERIAL CORRELATION!!!2008-4-10 07:06 - lzhug1227 - Stata专版
