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  • 费宇 多元统计分析——基于R(第2版) R-code.zip

    本附件包括：
    • .Rhistory
    • DDA2.R
    • DDA2.txt
    • DDAM.R
    • DDAM.txt
    • case6.1.R
    • chap1.txt
    • chap10.txt
    • chap2.txt
    • chap3.txt
    • chap4.txt
    • chap5.txt
    • chap6.txt
    • chap7.txt
    • chap8.txt
    • chap9.txt
    • corcoef_test.R
    • exe10.1.docx
    • exe10.txt
    • exe2.txt
    • exe3.txt
    • exe4.txt
    • exe5.1.docx
    • exe5.txt
    • exe6.txt
    • exe7.txt
    • exe8.txt
    • exe9.txt
    • mvtnorm_1.0-11.zip
  • 364.98 KB
  • 2024-9-3

  • 一带一路国家基尼系数统计表(年)1977-2021.zip

    本附件包括：
    • 鐗堟潈澹版槑.pdf
    • OBOR_GINICOEFFICIENTY[DES][xlsx].txt
    • OBOR_GINICOEFFICIENTY.xlsx
  • 257.39 KB
  • 2024-8-26

  • 全国农村居民人均收入及恩格尔系数(年)1957-2022.zip

    本附件包括：
    • 鐗堟潈澹版槑.pdf
    • RED_ENGELCOEFFICIENTY[DES][xlsx].txt
    • RED_ENGELCOEFFICIENTY.xlsx
  • 216.02 KB
  • 2024-8-12

  • m_Files.zip
       matlab代码

    本附件包括：
    • build_constCoeff.m
    • checkSize_constCoeff.m
    • check_constCoeff.m
    • mvnpdf_MSPERLIN.m
    • MS_Regress_Fit.m
    • MS_Regress_For.m
    • MS_Regress_Lik.m
    • MS_Regress_Sim.m
    • MS_VAR_Fit.m
    • checkInputs.m
    • confuneq_MS_Regress.m
    • doOutScreen.m
    • doOutScreen_MSVAR.m
    • doPlots.m
    • getvarMatrix_MS_Regress.m
    • myMVNPDF.m
    • param2spec.m
    • preCalc_MSModel.m
    • spec2param.m
  • 26.15 KB
  • 2024-4-23

  • Taylor_&_Francis_Articles(11Nov2023) (4).zip

    本附件包括：
    • 00-Bayesian Inference for Kendall_s Rank Correlation Coefficient.pdf
  • 753.37 KB
  • 2023-11-12

  • Taylor_&_Francis_Articles(11Nov2023) (2).zip

    本附件包括：
    • 00-Bayesian Inference for Kendall_s Rank Correlation Coefficient.pdf
  • 753.24 KB
  • 2023-11-12

  • 复杂网络中聚类系数与度度关联系数的matlab Clustering_Coefficient.zip
       复杂网络中聚类系数与度度关联系数的matlab Clustering_Coefficient

    本附件包括：
    • 复杂网络中聚类系数与度度关联系数的matlab Clustering_Coefficient.m
  • 935 Bytes
  • 2023-6-25

  • Twin Reports and Returns to Schooling.rar

    本附件包括：
    • twinsreg.log
    • twinsreg.do
    • pubtwins.log
    • pubtwins.dta
    • pubtwins.do
    • coefint.ado
  • 30.14 KB
  • 2023-6-12

  • Handbook of Econometrics, Volume 2.zip

    本附件包括：
    • Chapter-22-Panel-data_1984_Handbook-of-Econometrics.pdf
    • Index_1984_Handbook-of-Econometrics.pdf
    • Chapter-17-Time-series-and-spectral-methods-in-eco_1984_Handbook-of-Economet.pdf
    • Chapter-16-Monte-carlo-experimentation-in-econome_1984_Handbook-of-Econometr.pdf
    • Chapter-23-Latent-variable-models-in-econometri_1984_Handbook-of-Econometric.pdf
    • Chapter-14-Multiple-hypothesis-testing_1984_Handbook-of-Econometrics.pdf
    • Chapter-15-Approximating-the-distributions-of-econometr_1984_Handbook-of-Eco.pdf
    • Chapter-21-Random-and-changing-coefficient-mode_1984_Handbook-of-Econometric.pdf
    • Chapter-20-Continuous-time-stochastic-models-and-issue_1984_Handbook-of-Econ.pdf
    • Chapter-24-Econometric-analysis-of-qualitative-resp_1984_Handbook-of-Econome.pdf
    • Contents-of-volume-II_1984_Handbook-of-Econometrics.pdf
    • Chapter-13-Wald--likelihood-ratio--and-Lagrange-multip_1984_Handbook-of-Econ.pdf
    • Chapter-19-Inference-and-causality-in-economic-time-_1984_Handbook-of-Econom.pdf
    • Preface-to-the-handbook_1984_Handbook-of-Econometrics.pdf
    • Chapter-18-Dynamic-specification_1984_Handbook-of-Econometrics.pdf
    • Introduction-to-the-series_1984_Handbook-of-Econometrics.pdf
    • Contents-of-the-handbook_1984_Handbook-of-Econometrics.pdf
  • 30.84 MB
  • 2022-5-4

  • applied_micro_methods(1).zip

    本附件包括：
    • A Varying Coefficient Approach to Estimating Hedonic Housing Price Functions and their Quantiles.pdf
    • A Closed-Form Estimator for Quantile Treatment Effects with Endogeneity.pdf
    • A General Double Robustness Result for Estimating Average Treatment Effects(2014).pdf
    • A General Double Robustness Result for Estimating Average Treatment Effects(2016).pdf
    • A model averaging approach for the ordered Probit and Nested Logit Models with Applications(supplementary materials).pdf
    • A Model averaging approach for the ordered Probit and Nested Logit Models with Applications.pdf
    • A Permutation Test for the Regression Kink Design.pdf
    • A regression discontinuity evaluation of the policy effects of environmental regulations.pdf
    • A Simple Way to Assess Inference Methods..pdf
    • An Automatic Finite_Sample Robustness Metric_Can Dropping a Little Data Change Conclusions.pdf
    • An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls..pdf
    • An Honest Approach to Parallel Trends.pdf
    • Apollo.pdf
    • applied micro-methods.pdf
    • Approximate Permutation Tests and Induced Order Statistics.pdf
    • Are Sufficient Statistics Necessary_Nonparametric Measurement of Deadweight Loss from Unemployment.pdf
    • Average Gaps and Oaxaca–Blinder Decompositions_A Cautionary Tale about Regression Estimates of Racial Differences in Labor Market Outcomes..pdf
    • Bartik Instruments_What, When, and How.pdf
    • Bootstrap Inference for Propensity Score Matching..pdf
    • Bootstrap Inference of Matching Estimators for Average Treatment Effects.pdf
    • Broken or Fixed Effects.pdf
    • Calonico, S., M. D. Cattaneo, and M. H. Farrell (2020). rdrobust.pdf
    • Causal Inference _The Mixtape.pdf
    • Channeling Fisher_Randomization Tests and the Statistical In significance of Seemingly Significant Experimental Results (2016).pdf
    • Channeling Fisher_Randomization Tests and the Statistical In significance of Seemingly Significant Experimental Results (2019).pdf
    • Cherry Picking with Synthetic Controls(2020).pdf
    • Cherry Picking with Synthetic Controls（2017）.pdf
    • Clustering and External Validity in Randomized Controlled Trials.pdf
    • Conditional Quantile Estimators_A Small Sample Theory.pdf
    • Consistency Without Inference_Instrumental Variables in Practical Application.pdf
    • Correcting for Endogeneity in Models with Bunching.pdf
    • Counterfactual Treatment Effects Estimation and Inference.pdf
    • Decomposing Wage Distributions using Recentered Influence Function Regressions.pdf
    • Design-Based Analysis in Difference-In-Differences Settings with Staggered Adoption.pdf
    • Difference-in-Differences Estimation with Spatial Spillovers..pdf
    • Difference-in-Differences with Multiple Time Periods.pdf
    • Difference-in-Differences with Variation in Treatment Timing(2018 working paper).pdf
    • Difference-in-Differences with Variation in Treatment Timing(2021).pdf
    • Distributional Tests for Regression Discontinuity_Theory and Empirical Examples.pdf
    • Do Fiscal Rules Matter_AER(2016).pdf
    • Double Robustness in Estimation of Casual Treatment Effects(PPT).pdf
    • Double-Robust Identification for Causal Panel Data Models.pdf
    • Doubly Robust Difference-in-Differences Estimators.pdf
    • Dynamic Bunching Estimation with Panel Data.pdf
  • 76.2 MB
  • 2021-9-7

  • 2020+structural+ecmtrc.rar

    本附件包括：
    • Week 12_ Individual-Level Coefficients.pdf
    • Week 13_ Dynamics and Endogeneity.pdf
    • Topics in Advanced Econometrics (ResEcon 703).pdf
    • Week 0_ Course Overview.pdf
    • Week 1_ Structural Estimation.pdf
    • Week 2_ R Tutorial.pdf
    • Week 3_ Random Utility Mode.pdf
    • Week 4_ Logit Model.pdf
    • Week 6_ Maximum Likelihood Estimation sl.pdf
    • Week 6_ Maximum Likelihood Estimation.pdf
    • Week 7_ Logit Estimation.pdf
    • Week 8_ Generalized Method of Moments.pdf
    • Week 9_ Generalized Extreme Value Models.pdf
    • Week 10_ Mixed Logit Model.pdf
    • Week 11_ Simulation-Based Estimation.pdf
  • 8.87 MB
  • 2021-3-8

  • Heffernan2000_Article_ADirectoryOfCoefficientsOfTail.rar

    本附件包括：
    • Heffernan2000_Article_ADirectoryOfCoefficientsOfTail.pdf
  • 67.96 KB
  • 2021-3-6

  • ReplicationFilesMS17285.zip

    本附件包括：
    • MC_TE_GetCoef.m
    • MC_TE_GetCoef_RedForm.m
    • acfcomp2.m
    • cluster_se.m
    • CVridgeK.m
    • DocumentationForReplicationFilesForBelloniChernozhukovHansenMS17285.pdf
    • dummy.m
    • findNonCollinear.m
    • Heteroskedastic_se.m
    • LassoShooting.m
    • LassoShooting2.m
    • levitt_ex.dat
    • levitt2008.txt
    • LevittExamplePLMPaperLevels.m
    • LevittExamplePLMPaperLevelsPoly.m
    • LevittExampleREStudTable.m
    • MC_TE_Design_New.m
    • MC_TE_FixedDesign_Heteroskedastic_Infeasible_RedForm.m
    • MC_TE_FixedDesign_Heteroskedastic_Lasso.m
    • MC_TE_FixedDesign_Heteroskedastic_Lasso_RedForm.m
    • MC_TE_FixedDesign_Heteroskedastic_Lasso_RedFormPlusRidge.m
    • MC_TE_GetSupport.m
    • MC_TE_LassoHeteroskedastic_SplitSample.m
    • MC_TE_LassoHeteroskedastic_unpenalized.m
    • MC_TE_PostEstimator.m
    • MC_TE_Script_Infeasible_RedForm_Design22.m
    • MC_TE_Script_Infeasible_RedForm_Design44.m
    • MC_TE_Script_Infeasible_RedForm_Design666.m
    • MC_TE_Script_Lasso_Design1.m
    • MC_TE_Script_Lasso_Design2.m
    • MC_TE_Script_Lasso_Design3.m
    • MC_TE_Script_Lasso_Design4.m
    • MC_TE_Script_Lasso_Design5.m
    • MC_TE_Script_Lasso_Design6.m
    • MC_TE_Script_Lasso_Design7.m
    • MC_TE_Script_Lasso_Design8.m
    • MC_TE_Script_Lasso_Design22.m
    • MC_TE_Script_Lasso_Design44.m
    • MC_TE_Script_Lasso_Design72.m
    • MC_TE_Script_Lasso_Design722.m
    • MC_TE_Script_Lasso_Design1001.m
    • MC_TE_Script_Lasso_RedForm_Design1.m
    • MC_TE_Script_Lasso_RedForm_Design2.m
    • MC_TE_Script_Lasso_RedForm_Design3.m
    • MC_TE_Script_Lasso_RedForm_Design4.m
    • MC_TE_Script_Lasso_RedForm_Design5.m
    • MC_TE_Script_Lasso_RedForm_Design6.m
    • MC_TE_Script_Lasso_RedForm_Design7.m
    • MC_TE_Script_Lasso_RedForm_Design8.m
    • MC_TE_Script_Lasso_RedForm_Design22.m
    • MC_TE_Script_Lasso_RedForm_Design44.m
    • MC_TE_Script_Lasso_RedForm_Design72.m
    • MC_TE_Script_Lasso_RedForm_Design666.m
    • MC_TE_Script_Lasso_RedForm_Design722.m
    • MC_TE_Script_Lasso_RedForm_Design1001.m
    • MC_TE_Script_Lasso_RedFormPlusRidge_Design22.m
    • MC_TE_Script_Lasso_RedFormPlusRidge_Design44.m
    • MC_TE_Script_Lasso_RedFormPlusRidge_Design666.m
    • MC_TE_Script_Lasso_RedFormPlusRidge_Design1001.m
    • MC_TE_SimulateLambda.m
    • MC_TE_SimulateLambdaSqrtLASSO.m
    • MC_TE_SqrtLassoHeteroskedastic_unpenalized.m
    • recode.m
    • RunLassoRedFormSims.m
    • RunLassoSims.m
  • 264.12 KB
  • 2020-4-24

  • TVP_VAR_SHRINK.zip
       Korobilis (2013) "Data-based priors for VARs with drifting coefficients

  • 132.88 KB
  • 2019-1-5

  • Information in prices about future earnings_ Implications for earnings response .zip

    本附件包括：
    • Information in prices about future earnings_ Implications for earnings response coefficients.pdf
  • 1.54 MB
  • 2018-5-4

  • CFA I_V1_Based on 2016.rar
       CFA I by dadagetensai Volume 1

    本附件包括：
    • L1_V1_R7_8_Coefficient of Variation_已纠偏.docx
    • L1_V1_R12_课后习题_已纠偏_Exp.docx
    • L1_V1_R2_Standard I (A)_已纠偏.docx
    • L1_V1_R2_Standard I (B)_已纠偏.docx
    • L1_V1_R2_Standard I (C)_已纠偏.docx
    • L1_V1_R2_Standard I (D)_已纠偏.docx
    • L1_V1_R2_Standard II (A)_已纠偏.docx
    • L1_V1_R2_Standard II (B)_已纠偏.docx
    • L1_V1_R2_Standard III (A)_已纠偏.docx
    • L1_V1_R2_Standard III (B)_已纠偏.docx
    • L1_V1_R2_Standard III (C)_已纠偏.docx
    • L1_V1_R2_Standard III (D)_已纠偏.docx
    • L1_V1_R2_Standard III (E)_已纠偏.docx
    • L1_V1_R2_Standard IV (A)_已纠偏.docx
    • L1_V1_R2_Standard IV (B)_已纠偏.docx
    • L1_V1_R2_Standard IV (C)_已纠偏.docx
    • L1_V1_R2_Standard V (A)_已纠偏.docx
    • L1_V1_R2_Standard V (B)_已纠偏.docx
    • L1_V1_R2_Standard V (C)_已纠偏.docx
    • L1_V1_R2_Standard VI (A)_已纠偏.docx
    • L1_V1_R2_Standard VI (B)_已纠偏.docx
    • L1_V1_R2_Standard VI (C)_已纠偏.docx
    • L1_V1_R2_Standard VII (A)_已纠偏.docx
    • L1_V1_R2_Standard VII (B)_已纠偏.docx
    • L1_V1_R2_课后习题_已纠偏.docx
    • L1_V1_R2_课后习题_已纠偏_Exp.docx
    • L1_V1_R3_Full_已纠偏.docx
    • L1_V1_R4_0_Introduction and Provisions.docx
    • L1_V1_R4_1_Samples_删除optional.docx
    • L1_V1_R4_4_Verfication_已纠偏.docx
    • L1_V1_R4_5_Glossary_已纠偏.docx
    • L1_V1_R4_课后题_已纠偏.docx
    • L1_V1_R4_课后题_已纠偏_Exp.docx
    • L1_V1_R5_1_利率的成分_已纠偏.docx
    • L1_V1_R5_2_EAR_已纠偏.docx
    • L1_V1_R5_3_养老金&房贷_已纠偏.docx
    • L1_V1_R5_课后习题_已纠偏.docx
    • L1_V1_R5_课后习题_已纠偏_Exp.docx
    • L1_V1_R6_1_NPV VS IRR_已纠偏.docx
    • L1_V1_R6_2_Money Weighted and Time Weighted_已纠偏.docx
    • L1_V1_R6_3_Money Market Yields_已纠偏.docx
    • L1_V1_R6_课后习题_已纠偏.docx
    • L1_V1_R6_课后习题_已纠偏_Exp.docx
    • L1_V1_R7_1_统计数据类型_已纠偏.docx
    • L1_V1_R7_2_Frequency_已纠偏.docx
    • L1_V1_R7_3_平均数中位数众数_已纠偏.docx
    • L1_V1_R7_4_Quartiles_已纠偏.docx
    • L1_V1_R7_5_Sample Variance&Mean Absolute Deviation_已纠偏.docx
    • L1_V1_R7_6_Semivariance_已纠偏.docx
    • L1_V1_R7_7_Chebyshev’s Inequality_已纠偏.docx
    • L1_V1_R7_8_Example 14.xlsx
    • L1_V1_R7_9_Sharpe Ratio_已纠偏.docx
    • L1_V1_R7_Full_已纠偏.docx
    • L1_V1_R7_课后习题_已纠偏.docx
    • L1_V1_R8_1_Full_已纠偏.docx
    • L1_V1_R8_2_Portfolio Expected Return and Variance of Return_已纠偏.docx
    • L1_V1_R8_3_贝叶斯公式_已纠偏.docx
    • L1_V1_R8_课后习题_已纠偏.docx
    • L1_V1_R9_1_Discrete Random Variables_已纠偏.docx
    • L1_V1_R9_2_Continuous Random Variables_已纠偏.docx
    • L1_V1_R9_3_MC模拟_已纠偏.docx
    • L1_V1_R9_课后习题_已纠偏.docx
    • L1_V1_R10_1_Example 2.xlsx
    • L1_V1_R10_1_Full_已纠偏.docx
    • L1_V1_R10_2_Distribution of the Sample Mean_已纠偏.docx
    • L1_V1_R10_3_Point and Interval Estimates of the Population Mean_已纠偏.docx
    • L1_V1_R10_4_Bias_已纠偏.docx
    • L1_V1_R10_课后习题_已纠偏.docx
    • L1_V1_R11_1_Hypothesis Testing_已纠偏.docx
    • L1_V1_R11_2_样本间是否同均数_已纠偏.docx
    • L1_V1_R11_3_样本间是否同方差_已纠偏.docx
    • L1_V1_R11_4_Nonparametric Inference_Full_已纠偏.docx
    • L1_V1_R11_Appendix_已完成.xlsx
    • L1_V1_R11_课后习题_已纠偏.docx
    • L1_V1_R11_课后习题_已纠偏_Exp.docx
    • L1_V1_R12_1_技术分析的基本逻辑_已纠偏.docx
    • L1_V1_R12_2_线图类型及基本指标_已纠偏.docx
    • L1_V1_R12_3_Chart Patterns_已纠偏.docx
    • L1_V1_R12_4_技术信号_已纠偏.docx
    • L1_V1_R12_5_周期理论_已纠偏.docx
    • L1_V1_R12_课后习题_已纠偏.docx
  • 7.8 MB
  • 2018-4-8

  • Correlation for the third virial coefficient using.zip

    本附件包括：
    • Correlation for the third virial coefficient using.pdf
  • 696.87 KB
  • 2017-12-17

  • Lecture Notes in Statistics 11-20.rar

    本附件包括：
    • (Lecture Notes in Statistics 11) Random Coefficient Autoregressive Models_ An Introduction(1982).pdf
    • (Lecture Notes in Statistics 20) J. A. Bather (auth.), Ulrich Herkenrath, Dieter Kalin, Walter Vogel (eds.)-Mathematical Learning Models — Theory and Algorithms_ Proceedings of a Conference-Springer-V.pdf
    • (Lecture Notes in Statistics 12) Statistical Analysis of Counting Processes(1982).pdf
    • (Lecture Notes in Statistics 13) Contributions to a General Asymptotic Statistical Theory(1982).pdf
    • (Lecture Notes in Statistics 14) GLIM 82_ Proceedings of the International Conference on Generalised Linear Models(1982).pdf
    • (Lecture Notes in Statistics 15) Sampling With Unequal Probabilities(1983).pdf
    • (Lecture Notes in Statistics 16) Specifying Statistical Models_ From Parametric to Non-Parametric, Usin.pdf
    • (Lecture Notes in Statistics 17) Asymptotic Optimal Inference for Non-ergodic Models(1983).pdf
    • (Lecture Notes in Statistics 18) Conjugate Duality and the Exponential Fourier Spectrum(1983).pdf
    • (Lecture Notes in Statistics 19) Luisa Turrin Fernholz (auth.)-von Mises Calculus For Statistical Functionals-Springer-Verlag New York (1983).pdf
  • 37.89 MB
  • 2017-9-9

  • Lecture Notes in Statistics 21-30.rar

    本附件包括：
    • (Lecture Notes in Statistics 22) S?ren Johansen (auth.)-Functional Relations, Random Coefficients, and Nonlinear Regression with Application to Kinetic Data-Springer-Verlag New York (1984).pdf
    • (Lecture Notes in Statistics 30) Jan Grandell (auth.)-Stochastic Models of Air Pollutant Concentration-Springer-Verlag New York (1985).pdf
    • (Lecture Notes in Statistics 21) Howell Tong (auth.)-Threshold Models in Non-linear Time Series Analysis-Springer-Verlag New York (1983).pdf
    • (Lecture Notes in Statistics 23) Diane Griffin Saphire (auth.)-Estimation of Victimization Prevalence Using Data from the National Crime Survey-Springer-Verlag New York (1984).pdf
    • (Lecture Notes in Statistics 24) Dr. T. Subba Rao, Dr. M. M. Gabr (auth.)-An Introduction to Bispectral Analysis and Bilinear Time Series Models-Springer-Verlag New York (1984).pdf
    • (Lecture Notes in Statistics 25) Emanuel Parzen (auth.), Emanuel Parzen (eds.)-Time Series Analysis of Irregularly Observed Data_ Proceedings of a Symposium held at Texas A & M University, College Sta.pdf
    • (Lecture Notes in Statistics 26) Hirotugu Akaike (auth.), Jürgen Franke, Wolfgang Hardle, Douglas Martin (eds.)-Robust and Nonlinear Time Series Analysis_ Proceedings of a Workshop Organized by the So.pdf
    • (Lecture Notes in Statistics 27) Arnold Janssen, Hartmut Milbrodt, Helmut Strasser (auth.)-Infinitely Divisible Statistical Experiments-Springer-Verlag New York (1985).pdf
    • (Lecture Notes in Statistics 28) Shun-ichi Amari (auth.)-Differential-Geometrical Methods in Statistics-Springer-Verlag New York (1985).pdf
    • (Lecture Notes in Statistics 29) Philip M. North, Byron J. T. Morgan (auth.), Byron J. T. Morgan, Philip M. North (eds.)-Statistics in Ornithology-Springer-Verlag New York (1985).pdf
  • 62.45 MB
  • 2017-9-9

  • Bodie8ce_ExcelTemplateSolutions_Complete.zip
       excel template problem solution

    本附件包括：
    • Ch_8_OLC_Estimating_Beta_Coefficient_Solution.xls
    • Ch_13_OLC_Spot_And_Forward_Yields_Solutions.xlsx
    • Ch_14A_OLC_Bond_Pricing_and_Duration_Solution.xlsx
    • Ch_14B_OLC_Holding_Period_Immunization.xlsx
    • Ch_16_OLC_Three_Stage_Growth_Solutions.xlsx
    • Ch_19_OLC_Black_Scholes_Option_Valuation_Solutions.xlsx
    • Ch_19_TXT_EOC_21_Solution.xls
    • Ch_20_OLC_Parity_and_Spreads_Template.xls
    • Ch_21_OLC_Perf_Attribution.xls
    • Ch_21_OLC_Perf_Measurement.xls
    • Ch_24_OLC_Web_Portfolio_Solution.xls
    • Ch_3A_OLC_Buying_On_Margin_Solutions.xlsx
    • Ch_3B_OLC_Short_Sale_Solutions.xls
    • Ch_6_OLC_Two_Security_Portfolio_Solutions.xlsx
  • 279.84 KB
  • 2016-9-13

  • bcoeffs_v1.1.0_2016-4-25.rar
       提取回归系数

    本附件包括：
    • bcoeffs.sthlp
    • bcoeffs.ado
  • 4.84 KB
  • 2016-4-27

  • 33-6.zip

    本附件包括：
    • Ecoefficiency-Defining-a-role-for-environmental-cost-management_2008_Accounting-Organizations-and-Society.pdf
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  • 2013-9-17

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  • 2013-4-22

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  • 2012-9-27

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  • 2.15 MB
  • 2012-5-13

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  • 2012-3-26

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  • 2012-3-24

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  • 2011-9-15

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  • 2011-8-25

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    • Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process.pdf
    • A Random Coefficients Autoregressive Model With Exogenously-Driven Stochastic Unit Roots.pdf
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    • 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
  • 3.15 MB
  • 2011-3-25

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    • corrcoef12.m
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    • bivartcdfmc.m
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  • 2010-11-23

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  • 780 Bytes
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  • 1.93 MB
  • 2010-3-10

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  • 2009-6-8

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  • 2008-2-25

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       [原创][下载]Journal of Econometrics-Volume 141, Issue 2, Pages 323-1420 (December 2007)

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    • 24.A goodness-of-fit test for ARCH models.pdf
    • 25.Discrete time duration models with group-level heterogeneity.pdf
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    • 27.A zero-inflated ordered probit model, with an application to modelling tobacco consumption.pdf
    • 28.Estimating a generalized correlation coefficient for a generalized bivariate probit model.pdf
    • 29.Nonstationary discrete choice- A corrigendum and addendum.pdf
    • 30.Endogeneity in quantile regression models- A control function approach.pdf
    • 31.Time and causality- A Monte Carlo assessment of the timing-of-events approach.pdf
    • 32.Confidence sets for the date of a single break in linear time series regressions.pdf
    • 33.Finite sample multivariate structural change tests with application to energy demand models.pdf
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    • 42.Erratum to “Generalizing the standard product rule of probability theory and Bayes's Theorem.pdf
    • 43.Error in contents listing of Special issue.pdf
    • 1.Editorial Board.pdf
    • 2.Realized range-based estimation of integrated variance.pdf
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    • 4.Generalized R-estimators under conditional heteroscedasticity.pdf
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    • 9.Contemporaneous threshold autoregressive models- Estimation, testing and forecasting.pdf
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    • 12.Asymptotic properties of a robust variance matrix estimator for panel data when T is large.pdf
    • 13.Online forecast combinations of distributions- Worst case bounds.pdf
    • 14.Nonparametric tests for conditional symmetry in dynamic models.pdf
    • 15.Masking identification of discrete choice models under simulation methods.pdf
    • 16.A smoothed least squares estimator for threshold regression models.pdf
    • 17.Can the random walk model be beaten in out-of-sample density forecasts- Evidence from intraday foreign exchange rates.pdf
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  • 13.96 MB
  • 2007-11-3

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  • 2007-3-30

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  • 2007-3-28

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    • Random and Changing Coefficient Models.pdf
    • Multiple Hypothesis Testing.pdf
    • Panel Data.pdf
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    • Wald, Likelihood Ratio, and Lagrange Multiplier Tests in Econometrics.pdf
    • Approximating the Distributions of Econometric Estimators and Test Statistics.pdf
    • Continuous Time Stochastic Models and Issues of Aggregation Over Time.pdf
    • Dynamic Specification.pdf
    • Econometric Analysis of Qualitative Response Models.pdf
    • Inference and Causality in Economic Time Series Models.pdf
    • Latent Variable Models in Econometrics.pdf
    • Monte Carlo Experimentation in Econometrics.pdf
  • 8.77 MB
  • 2006-4-29

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       [下载]Johansen的几篇文章

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    • 1995Identifying restrictions of linear equations with applications to simultaneous equations.pdf
    • 1999Testing exact rational expectations in vecm.pdf
    • 2000Cointegration analysis in the presence of structural breaks in the deterministic trend.pdf
    • 2000Modelling of cointegration in the vector autoregressive model.pdf
    • 2002A BARTLETT CORRECTION FACTOR on cointergration relation.pdf
    • 2002A small sample correction for tests of hypotheses on the cointegrating vectors.pdf
    • 2002Controlling Inflation in a Cointegrated with vecm an Application to US Data.pdf
    • 2003More on Testing Exact Rational including drift term.pdf
    • 2004more on testing rational expection in vecm contrain constant and linear term.pdf
    • 2004The equivalence of two parametrizations for the I(2) model.pdf
    • 2005A note on testing restrictions for the cointegration parameters of a VAR with I(2) variables.pdf
    • 03statistical analysis of hypotheses on the cointegrtion I(2).pdf
    • 1992DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND.pdf
  • 3.4 MB
  • 2005-8-10

  • 12589.rar
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    • Random and Changing Coefficient Models.pdf
    • Multiple Hypothesis Testing.pdf
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    • Time Series and Spectral Methods in Econometrics.pdf
    • Wald, Likelihood Ratio, and Lagrange Multiplier Tests in Econometrics.pdf
    • Approximating the Distributions of Econometric Estimators and Test Statistics.pdf
    • Continuous Time Stochastic Models and Issues of Aggregation Over Time.pdf
    • Dynamic Specification.pdf
    • Econometric Analysis of Qualitative Response Models.pdf
    • Inference and Causality in Economic Time Series Models.pdf
    • Latent Variable Models in Econometrics.pdf
    • Monte Carlo Experimentation in Econometrics.pdf
  • 8.77 MB
  • 2005-4-20
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