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上传时间
- 375.16 KB
- 2020-7-1
- 319.58 KB
- 2014-8-5
- 809.22 KB
- 2014-8-5
- 188.78 KB
- 2014-8-5
- 265.75 KB
- 2014-8-5
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inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis.pdf
- 218.34 KB
- 2014-5-4
- 460 Bytes
- 2012-9-24
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GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT.pdf
- 167.38 KB
- 2012-3-15
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Investments 鐧借儗鏅_rar(1)(1).rar
上财研究生课程-投资学 - 2.17 MB
- 2011-11-13
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FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS.pdf
- 640.3 KB
- 2011-8-10
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本附件包括：
- Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process.pdf
- Testing for a Unit Root Processes in a Random Coefficient AR Models.pdf
- Testing for Unit Roots in Panel Data.pdf
- Unit root inference in panel data models where the time-series dimension is fixed A comparison of different tests.pdf
- UNIT ROOT QUANTILE AUTOREGRESSION INFERENCE.pdf
- A Random Coefficients Autoregressive Model With Exogenously-Driven Stochastic Unit Roots.pdf
- Bayesian Analysis of Random Coefficient AutoRegressive Models.pdf
- Near–Integrated Random Coefficient Autoregressive Time Series.pdf
- Testing for a Unit Root in a Random Coefficient Panel Data Model.pdf
- 3.15 MB
- 2011-3-25
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本附件包括：
- ar(1).ppt
- ar(2).ppt
- ar(3).ppt
- 1.11 MB
- 2010-6-4
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本附件包括：
- ar(1).ppt
- ar(2).ppt
- ar(3).ppt
- 1.11 MB
- 2009-11-15
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264576.rar
[推荐]诺奖获得者Robert F. Engle论文N篇本附件包括：- Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative.pdf
- The Econometrics of Ultra-High-Frequency Data.pdf
- [Bayesian Analysis of Stochastic Volatility Models.pdf
- A Capital Asset Pricing Model with Time-Varying Covariances.pdf
- Band Spectrum Regression.pdf
- Co-Integration and Error Correction-Representation, Estimation, and Testing.pdf
- Common Volatility in International Equity Markets.pdf
- Estimates of the Variance of U. S. Inflation Based upon the ARCH Model.pdf
- Estimating Time Varying Risk Premia in the Term Structure-The Arch-M Model.pdf
- Exact Maximum Likelihood Methods for Dynamic Regressions and Band Spectrum Regressions.pdf
- Multivariate Simultaneous Generalized Arch.pdf
- Semiparametric ARCH Models.pdf
- Small-Sample Properties of ARCH Estimators and Tests.pdf
- Specification of the Disturbance for Efficient Estimation.pdf
- Statistical Models for Financial Volatility.pdf
- Testing Price Equations for Stability Across Spectral Frequency Bands.pdf
- 7.65 MB
- 2008-11-7
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252763.doc
三个AR(1)模型-小小总结 - 33 KB
- 2008-10-4
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211430.rar
数据挖掘数据资料本附件包括：- ar(1).ppt
- ar(2).ppt
- ar(3).ppt
- 1.11 MB
- 2008-5-9
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168718.rar
经理人看财务报表本附件包括：- 经理人看财务报表 seminar(1).ppt
- 经理人看财务报表 seminar(2).ppt
- 125.87 KB
- 2007-10-30
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159947.rar
经理人如何看财务报表本附件包括：- 经理人看财务报表 seminar(1).ppt
- 经理人看财务报表 seminar(2).ppt
- 125.87 KB
- 2007-10-1
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142161.rar
【免费分享】数据挖掘资料（复旦大学）本附件包括：- ar(1).ppt
- ar(2).ppt
- ar(3).ppt
- 1.11 MB
- 2007-7-29
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78464.rar
经理人看财务报表（ppt）分享本附件包括：- 经理人看财务报表 seminar(1).ppt
- 经理人看财务报表 seminar(2).ppt
- 125.55 KB
- 2006-12-18
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37465.rar
[下载]An omnibus test for the time series model AR(1) - 34.14 KB
- 2006-1-14
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37464.rar
[下载]An omnibus test for the time series model AR(1) - 100 KB
- 2006-1-14
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