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  • eeus.zip

    本附件包括:
    • allstations.dta
    • annualsunspots.dta
    • ar2models.do
    • arfima.do
    • armasimulate.do
    • auto.do
    • beyond.do
    • bilinear.do
    • binary.do
    • brisbanetemp.dta
    • cb_2017_us_state_20m.dta
    • cb_2017_us_state_20m_shp.dta
    • censored.do
    • census_popnst.dta
    • cerillos.dta
    • cerrillosm.dta
    • co2breaks.do
    • co2businesscycleshocks.xls
    • co2cycles.irf
    • co2.irf
    • co2plot.do
    • cointegration.do
    • commodity.dta
    • confirmed_adj_st.dta
    • confirmed_adj_st_long.dta
    • confirmed_adj_st_pol.dta
    • consistency.do
    • corruption.dta
    • crushbreaks.do
    • crushplot.do
    • crushspread2.do
    • crushspread.do
    • crushspread.dta
    • dailywind.do
    • data.do
    • discrete.do
    • dist_cepii.dta
    • djsidata.dta
    • dynamics.do
    • ecmsimulate.do
    • ,eeus-ado.pkg
    • eeus-ado.pkg
    • ,eeus-data.pkg
    • eeus-data.pkg
    • eeus-do.pkg
    • fci.dta
    • fcoint.do
    • firstgen.do
    • fishmap.do
    • forecasting.do
    • fractionalcointegration.dta
    • fractional.do
    • gmm.do
    • grassi.do
    • greenrisk.do
    • greensolow.dta
    • hourly.do
    • intro.do
    • knitteldata.do
    • knittel.do
    • loadweightedprice.do
    • logforecast.do
    • logpercapitaco2.dta
    • lwp.dta
    • main.do
    • markov.do
    • mgarch.do
    • ml.do
    • mlestimate.do
    • moran.do
    • mw-data.dta
    • ne_110m_admin_0_countries.dbf
    • ne_110m_admin_0_countries.shp
    • nile.dta
    • nina34.dta
    • nonlinear.do
    • nonlinear-testing.do
    • ,ols.do
    • ols.do
    • ordered.do
    • panel.do
    • phh.do
    • phh.dta
    • phh_fix.dta
    • phhmap.do
    • phh_orig.dta
    • phhwide.dta
    • plots-fractional.do
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    • plots-stsm.do
    • plots-svars.do
    • pm_daily.dta
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    • politaffil2.dta
    • politaffil_76_92.xlsx
    • politaffil.dta
    • quarterlyusmacro.dta
    • santiago.dta
    • secondgen.do
    • sim10.dta
    • sim50.dta
    • single.do
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    • spatialfish_small.dta
    • spatial-testing.do
    • spinst_eeus.ado
    • sst34.dta
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    • stsm.do
    • sumstats.do
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    • svars.do
    • threshold.do
    • treaty_all_final.dta
    • twobalance.dta
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    • usastates_shp.dta
    • us_co2_emissions_by_source.xlsx
    • v23.ado
    • var.do
    • varma.do
    • vars.dta
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    • volatility.do
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    • weightingmatrices.do
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    • world.dta
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    • wpol.stswm
  • 21.38 MB
  • 2022-5-20
  • 2.zip
       资料2

    本附件包括:
    • _李嘉图等价定理_争议及检验_胡迟.pdf
    • _李嘉图等价定理_质疑_张爱龙.pdf
    • A Political Theory of Government Debt and Deficits in a Neo-Ricardian Framework.pdf
    • A Strategic Altruism Model in Which Ricardian Equivalence Does Not Hold .pdf
    • aer.20151272.pdf
    • An Exploration of Optimal Stabilization Policy Comments and Discussion.pdf
    • Application of Panel Co-integration Approach to Verify Ricardian Equivalence Hypothesis in G8 and SAARC Countries .pdf
    • Asset Accumulation and Economic Activity by James Tobin.pdf
    • Barro on the Ricardian Equivalence Theorem .pdf
    • Barro.pdf
    • Business taxes and the electoral cycle.pdf
    • Consumption Beyond Certainty Equivalence.pdf
    • consumption, saving and fiscal policy.pdf
    • CONSUMPTION, WEALTH, AND FINITE HORIZONS TESTS OF RICARDIAN EQUIVALENCE.pdf
    • Debt, Deficits, and Finite Horizons.pdf
    • Deviant generations, Ricardian equivalence, and growth cycles.pdf
    • Does Ricardian equivalence hold in Australia.pdf
    • Does Ricardian Equivalence Hold When Expectations Are Not Rational.pdf
    • Emanuela Cardia.pdf
    • Empirical evidence on the Ricardian equivalence in Romania..pdf
    • Endogenous Government Spending and Ricardian Equivalence .pdf
    • EVANA.P.pdf
    • Feldstein2.pdf
    • Felstein3.pdf
    • Fildstein.pdf
    • Fiscal Policy and Aggregate Demand.pdf
    • GEORGE W. EVANS.pdf
    • Government Debt in an Overlapping-Generations Model with Bequests and Gifts.pdf
    • Government Debt, Human Capital, and Bequests in a Life-Cycle Model.pdf
    • Government Debt, Life-Cycle Income, and Liquidity Constraints Beyond Approximate Ricardian Equivalence.pdf
    • Government Deficits and Aggregate Demand.pdf
    • Income Uncertainty and Ricardian Equivalence .pdf
    • Is Everything Neutral.pdf
    • Is Ricardian Equivalence a Good Approximation.pdf
    • Long-Run Implications of Alternative Fiscal Policies and the Burden of the National Debt .pdf
    • Michel Strawczynski .pdf
    • Modeling and Testing Ricardian Equivalence A survey.pdf
    • New evidence on the Ricardian equivalence theorem a multicointegration approach.pdf
    • Nordhaus.pdf
    • On Barro's Theorem of Debt Neutrality.pdf
    • Replicating Ricardian Equivalence Tests with Simulated Series .pdf
    • review.pdf
    • Ricardian Consumers with Keynesian Propensities.pdf
    • Ricardian Equivalence An Evaluation of Theory and Evidence Comment .pdf
    • Ricardian equivalence and fiscal distortions in the Dominican Republic..pdf
    • Ricardian equivalence and the public and private saving nexus in India.pdf
    • Ricardian Equivalence.pdf
    • Testing Intertemporal Budget Constraints Theory and Applications to US Federal Budget and Current Account Deficits.pdf
    • Testing Ricardian Equivalence under Uncertainty .pdf
    • The deficit gamble.pdf
    • The Effects of Fiscal Policies When Incomes Are Uncertain A Contradiction to Ricardian Equivalence .pdf
    • The Effects of Fiscal Policies When Incomes Are Uncertain.pdf
    • The savers-spenders theory of fiscal policy.pdf
    • The Strategic Bequest Motive.pdf
    • The transmission mechanism of fiscal policy a critical assessment of current theories and empirical methodologies.pdf
    • 中央对地方的转移支付结构对地区经_省略_影响研究_基于产业结.pdf
    • 从李嘉图等价定理看欧洲债务危机的成因与未来发展趋向_李刚.pdf
    • 债券中性来自发展中国家的证据.pdf
    • 关于李嘉图等价定理的争论_杨远根.pdf
    • 国债融资对居民消费影响的动态效应研究_王爱群.pdf
    • 地方政府债务空间与空间债务_基于地根经济的区位黏性视角_杨.pdf
    • 政府融资决策与居民消费关系研究_李嘉图等价定理的再检验_张.pdf
    • 日本国债效应分析及其对我国的启示_田正.pdf
    • 最优税收理论框架下的税收平滑研究_王京诚.caj
    • 李嘉图学说两大矛盾新解_张华东.pdf
    • 李嘉图对等定理的分析_赵志耘.pdf
    • 李嘉图等价定理中国适用性的实证研究_孙焓炜.pdf
    • 李嘉图等价定理及其由此引起的经济_省略__兼论我国当前宏观财.pdf
    • 李嘉图等价定理的中国实证检验_杨东亮.pdf
    • 李嘉图等价定理的启示_刘怡.pdf
    • 李嘉图等价定理的实证分析_协整方法_郭庆旺.pdf
    • 李嘉图等价定理的理论回顾和实证研究.pdf
    • 李嘉图等价定理的研究回顾和中国实证.doc
    • 财政支出扩张是否加剧了贸易平衡恶化_对世界主要经济体的实.pdf
    • 财政政策与经常账户间关系的变动规_省略_经验数据_2000_2014年_赵凯.pdf
  • 64.87 MB
  • 2020-5-17
  • Bootstrap testing for the null of no cointegration.rar

    本附件包括:
    • Bootstrap testing for the null of no cointegration.pdf
  • 289.49 KB
  • 2018-8-2
  • Soren JOHANSEN 1988.rar

    本附件包括:
    • STATISTICAL ANALYSIS OF COINTEGRATION VECTORS (by Soren JOHANSEN).pdf
  • 829.16 KB
  • 2015-6-16
  • Error Correction Based Cointegration Tests for Panel Data. .zip

    本附件包括:
    • Error Correction Based Cointegration Tests for Panel Data. .pdf
  • 153.17 KB
  • 2014-12-12
  • 罗伯特席勒22篇经典论文.zip

    本附件包括:
    • Behavioral Economics and Institutional Innovation.pdf
    • Bubbles, Human Judgment, and Expert Opinion.pdf
    • Comparing Information in Forecasts from Econometric Models.pdf
    • Conversation, Information, and Herd Behavior.pdf
    • Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends.pdf
    • From Efficient Markets Theory to Behavioral Finance.pdf
    • Market Volatility and Investor Behavior.pdf
    • Portfolio Insurance and Other Investor Fashions as Factors in the 1987 Stock Market Crash.pdf
    • Public Resistance to Indexation-A Puzzle.pdf
    • Smoothness Priors and Nonlinear Regression.pdf
    • Social Security and Individual Accounts as Elements of Overall Risk-Sharing.pdf
    • Speculative Prices and Popular Models.pdf
    • Stock Prices and Social Dynamics.pdf
    • Stock Prices, Earnings, and Expected Dividends.pdf
    • The Informational Content of Ex Ante Forecasts.pdf
    • The Marsh-Merton Model of Managers' Smoothing of Dividends.pdf
    • The Significance of Market Portfolio.pdf
    • The Use of Volatility Measures in Assessing Market Efficiency.pdf
    • The dividend-price ratio and expectations of future dividends and discount factors.pdf
    • Ultimate Sources of Aggregate Variability.pdf
    • cointegration and tests of PV models.pdf
    • stock prices earnings and expected dividends.pdf
  • 21.91 MB
  • 2014-9-12
  • 1975-2000年引用率最高的12篇文献(英文).zip
       限时免费,希望大家评精彩帖子

    本附件包括:
    • A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity.pdf (by Halbert White).pdf
    • A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix.pdf(by Whitey k .Newey;Kenneth D.West).pdf
    • Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation.pdf (by Robert F.Engle).pdf
    • Co-Integration and Error Correction_Representation, Estimation, and Testing.pdf (by Robert F.Engle;C.W.J.Granger).pdf
    • Distribution of the Estimators for Autoregressive Time Series With a Unit Root.pdf (by Divid A. Dickey;Wayne A.Fuller).pdf
    • Large Sample Properties of Generalized Method of Moments Estimators.pdf (by Lars Peter Hansen).pdf
    • Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root.pdf (by Divid A. Dickey;Wayne A.Fuller).pdf
    • MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION--WITH APPLICATIONS TO THE DEMAND FOR MONEY.pdf( by Soren Johansen,Katarina Juselius).pdf
    • Robust Locally Weighted Regression and Smoothing Scatterplots.pdf (by Willism S.Cleveland).pdf
    • STATISTICAL ANALYSIS OF COINTEGRATION VECTORS (by Soren JOHANSEN).pdf
    • Sample Selection Bias as a Specification Error.pdf (by James J.Heckman).pdf
    • Specification Tests in Econometrics.pdf (by J.A.Hausman).pdf
    • 目录.docx
  • 14.35 MB
  • 2014-8-17
  • campbell 10 papers.zip

    本附件包括:
    • Campbell and Cochrane_By Force of Habit.pdf
    • campbell and shiller_cointegration.pdf
    • campbell and shiller_DP ratio.pdf
    • campbell and shiller_stock prices and dividends.pdf
    • campbell and shiller_yield spreads and interest rate movements_birdseye.pdf
    • Campbell and Vuolteenaho - Bad Beta, Good Beta.pdf
    • campbell, polk and vuolteenaho_Fundamentals and Systematic Risk in Stock Returns.pdf
    • campbell_Intertemporal CAPM.pdf
    • campbell_intertemporal.pdf
    • campbell_stockreturns.pdf
  • 18.07 MB
  • 2014-4-19
  • Bruce E. Hansen门限回归论文合集.zip

    本附件包括:
    • Hansen. How responsive are private transfers to income. Evidence from a laissez-faire economy (2004).pdf
    • Hansen. Inferrence When A Nuisance Parameter Is Not Indentified under the Null Hypothesis (1996).pdf
    • Hansen. Instrumental Variable Estimation of A Threshold Model (2004).pdf
    • Hansen. SAMPLE SPLITTING AND THRESHOLD ESTIMATION (2000).pdf
    • Hansen. Studies in Nonlinear Dynamics and Econometrics (1997).pdf
    • Hansen. TESTING FOR LINEARITY (1999).pdf
    • Hansen. THRESHOLD AUTOREGRESSION WITH A UNIT ROOT (2001).pdf
    • Hansen. Testing for two-regime threshold cointegration in Vector Error-Correction Models (2002).pdf
    • Hansen. Threshold effects in non-dynamic panels Estimation, testing and inference (1999).pdf
  • 5.1 MB
  • 2013-8-3
  • Vector Autoregressions and Cointegration.zip

    本附件包括:
    • Vector Autoregressions and Cointegration.pdf
  • 3.84 MB
  • 2013-5-29
  • 利率市场化_英文论文.zip
       英文论文

    本附件包括:
    • 利率市场化_英文论文\A New Keynesian model for analysing monetary policy in.pdf
    • 利率市场化_英文论文\A NOTE ON DEPOSIT RATE DEREGULATION, SUPER NOWS,.pdf
    • 利率市场化_英文论文\Assessing Monetary Policy and deposit dereg.pdf
    • 利率市场化_英文论文\Banks' Responses to Deregulation Profits, Technology, and Efficiency.pdf
    • 利率市场化_英文论文\China’s official rates and bond yields.pdf
    • 利率市场化_英文论文\Competition and Interest Rate Ceilings in Commercial Banking.pdf
    • 利率市场化_英文论文\Competitive Dynamics of Deregulation Evidence from U.S. Banking.pdf
    • 利率市场化_英文论文\Consequences of Deregulation for Commercial Banking.pdf
    • 利率市场化_英文论文\DEPOSIT COSTS AND BANK PORTFOLIO POLICY.pdf
    • 利率市场化_英文论文\DEPOSIT DEREGULATIONA ND MONETARYP OLICY.pdf
    • 利率市场化_英文论文\Deposit Rate Deregulation and Demand.pdf
    • 利率市场化_英文论文\DEREGULATION OF INTEREST RATE RULES.pdf
    • 利率市场化_英文论文\DPS270411F.pdf
    • 利率市场化_英文论文\Dual-track interest rates and the conduct of monetary policy in China.pdf
    • 利率市场化_英文论文\Getting Along Without Regulation Q Testing the Standard View of Deposit- Rate Competition During the Wild-Card Experience.pdf
    • 利率市场化_英文论文\Honohan, Patrick, How Interest Rates Changed under Financial Liberalization_A Cross-Country Review.pdf
    • 利率市场化_英文论文\Impact of deposit rate deregulation.pdf
    • 利率市场化_英文论文\Incentive Compensation for Bank Directors The Impact of Deregulation.pdf
    • 利率市场化_英文论文\Interest rate deregulation Monetary policy efficacy and rate rigidity.pdf
    • 利率市场化_英文论文\Joint Effects of Interest Rate Deregulation and Capital Requirements on Optimal Bank Portfolio Adjustments.pdf
    • 利率市场化_英文论文\Market volatility and retail interest rate pass-through.pdf
    • 利率市场化_英文论文\Money demand in China and time-varying cointegration.pdf
    • 利率市场化_英文论文\On Deposit Interest Rate Regulation and Deregulation.pdf
    • 利率市场化_英文论文\Post-Deregulation Bank-Deposit-Rate Pricing The Multivariate Dynamics.pdf
    • 利率市场化_英文论文\
  • 12.06 MB
  • 2012-11-27
  • Hansen 两篇经典文章.rar
       Hansen 门限回归两篇经典文章

    本附件包括:
    • Testing for two-regime threshold cointegration in vector error correction models.pdf
    • Threshold effects in non-dynamic panels-99.pdf
  • 362.72 KB
  • 2012-10-18
  • The New Palgrave Dictionary of Economics C.rar

    本附件包括:
    • currency unions The New Palgrave Dictionary of Economics.mht
    • Currie, Lauchlin (1902–1993) The New Palgrave Dictionary of Economics.mht
    • cyclical markups The New Palgrave Dictionary of Economics.mht
    • Cairnes, John Elliott (1823–1875) The New Palgrave Dictionary of Economics.mht
    • calculus of variations The New Palgrave Dictionary of Economics.mht
    • calibration The New Palgrave Dictionary of Economics.mht
    • cameralism The New Palgrave Dictionary of Economics.mht
    • campaign finance, economics of The New Palgrave Dictionary of Economics.mht
    • Canada, economics in The New Palgrave Dictionary of Economics.mht
    • Canard, Nicolas-Francois (c1750–1833) The New Palgrave Dictionary of Economics.mht
    • Cantillon, Richard (1697–1734) The New Palgrave Dictionary of Economics.mht
    • capital asset pricing model The New Palgrave Dictionary of Economics.mht
    • capital controls The New Palgrave Dictionary of Economics.mht
    • capital gains and losses The New Palgrave Dictionary of Economics.mht
    • capital gains taxation The New Palgrave Dictionary of Economics.mht
    • capital measurement The New Palgrave Dictionary of Economics.mht
    • capital theory The New Palgrave Dictionary of Economics.mht
    • capital theory (paradoxes) The New Palgrave Dictionary of Economics.mht
    • capital utilization The New Palgrave Dictionary of Economics.mht
    • capitalism The New Palgrave Dictionary of Economics.mht
    • Carey, Henry Charles (1793–1879) The New Palgrave Dictionary of Economics.mht
    • Carlyle, Thomas (1795–1881) The New Palgrave Dictionary of Economics.mht
    • cartels The New Palgrave Dictionary of Economics.mht
    • case-based decision theory The New Palgrave Dictionary of Economics.mht
    • Cassel, Gustav (1866–1944) The New Palgrave Dictionary of Economics.mht
    • caste system The New Palgrave Dictionary of Economics.mht
    • catallactics The New Palgrave Dictionary of Economics.mht
    • catastrophic risk The New Palgrave Dictionary of Economics.mht
    • Catchings, Waddill (1879–1967) The New Palgrave Dictionary of Economics.mht
    • categorical data The New Palgrave Dictionary of Economics.mht
    • Catholic economic thought The New Palgrave Dictionary of Economics.mht
    • causality in economics and econometrics The New Palgrave Dictionary of Economics.mht
    • central bank communication The New Palgrave Dictionary of Economics.mht
    • central bank independence The New Palgrave Dictionary of Economics.mht
    • central limit theorems The New Palgrave Dictionary of Economics.mht
    • central place theory The New Palgrave Dictionary of Economics.mht
    • certainty equivalence The New Palgrave Dictionary of Economics.mht
    • CES production function The New Palgrave Dictionary of Economics.mht
    • ceteris paribus The New Palgrave Dictionary of Economics.mht
    • Ceva, Giovanni (1647-48–1734) The New Palgrave Dictionary of Economics.mht
    • Chalmers, Thomas (1780–1847) The New Palgrave Dictionary of Economics.mht
    • Champernowne, David Gawen (1912–2000) The New Palgrave Dictionary of Economics.mht
    • chaotic dynamics in economics The New Palgrave Dictionary of Economics.mht
    • charitable giving The New Palgrave Dictionary of Economics.mht
    • cheap talk The New Palgrave Dictionary of Economics.mht
    • chemical industry The New Palgrave Dictionary of Economics.mht
    • Chenery, Hollis B_ (1918–1994) The New Palgrave Dictionary of Economics.mht
    • Chevalier, Michel (1806–1879) The New Palgrave Dictionary of Economics.mht
    • Chicago School The New Palgrave Dictionary of Economics.mht
    • Chicago School (new perspectives) The New Palgrave Dictionary of Economics.mht
    • child health and mortality The New Palgrave Dictionary of Economics.mht
    • child labour The New Palgrave Dictionary of Economics.mht
    • Child, Josiah (1630–1699) The New Palgrave Dictionary of Economics.mht
    • childcare The New Palgrave Dictionary of Economics.mht
    • China, economics in The New Palgrave Dictionary of Economics.mht
    • Chinese economic reforms The New Palgrave Dictionary of Economics.mht
    • Christaller, Walter (1894–1975) The New Palgrave Dictionary of Economics.mht
    • circular flow The New Palgrave Dictionary of Economics.mht
    • circulating capital The New Palgrave Dictionary of Economics.mht
    • city and economic development The New Palgrave Dictionary of Economics.mht
    • Clapham, John Harold (1873–1946) The New Palgrave Dictionary of Economics.mht
    • Clark, Colin Grant (1905–1989) The New Palgrave Dictionary of Economics.mht
    • Clark, John Bates (1847–1938) The New Palgrave Dictionary of Economics.mht
    • Clark, John Maurice (1884–1963) The New Palgrave Dictionary of Economics.mht
    • class The New Palgrave Dictionary of Economics.mht
    • classical distribution theories The New Palgrave Dictionary of Economics.mht
    • classical economics and economic growth The New Palgrave Dictionary of Economics.mht
    • classical growth model The New Palgrave Dictionary of Economics.mht
    • classical production theories The New Palgrave Dictionary of Economics.mht
    • climate change, economics of The New Palgrave Dictionary of Economics.mht
    • cliometrics The New Palgrave Dictionary of Economics.mht
    • clubs The New Palgrave Dictionary of Economics.mht
    • coalitions The New Palgrave Dictionary of Economics.mht
    • Coase theorem The New Palgrave Dictionary of Economics.mht
    • Coase, Ronald Harry (born 1910) The New Palgrave Dictionary of Economics.mht
    • Cobb–Douglas functions The New Palgrave Dictionary of Economics.mht
    • Cobden, Richard (1804–1865) The New Palgrave Dictionary of Economics.mht
    • cobweb theorem The New Palgrave Dictionary of Economics.mht
    • cognitive ability The New Palgrave Dictionary of Economics.mht
    • Cohen Stuart, Arnold Jacob (1855–1921) The New Palgrave Dictionary of Economics.mht
    • cointegration The New Palgrave Dictionary of Economics.mht
    • Colbert, Jean-Baptiste (1619–1683) The New Palgrave Dictionary of Economics.mht
    • collective action The New Palgrave Dictionary of Economics.mht
    • collective action (new perspectives) The New Palgrave Dictionary of Economics.mht
    • collective bargaining The New Palgrave Dictionary of Economics.mht
    • collective choice experiments The New Palgrave Dictionary of Economics.mht
    • collective models of the household The New Palgrave Dictionary of Economics.mht
    • collective rationality The New Palgrave Dictionary of Economics.mht
    • Collet, Clara Elizabeth (1860–1948) The New Palgrave Dictionary of Economics.mht
    • Colquhoun, Patrick (1745–1820)1 The New Palgrave Dictionary of Economics.mht
    • Colquhoun, Patrick (1745–1820) The New Palgrave Dictionary of Economics.mht
    • command economy The New Palgrave Dictionary of Economics.mht
    • commodity fetishism The New Palgrave Dictionary of Economics.mht
    • commodity money The New Palgrave Dictionary of Economics.mht
    • common factors The New Palgrave Dictionary of Economics.mht
    • common property resources The New Palgrave Dictionary of Economics.mht
    • common rights in land The New Palgrave Dictionary of Economics.mht
    • Commons, John Rogers (1862–1945) The New Palgrave Dictionary of Economics.mht
    • community indifference curves The New Palgrave Dictionary of Economics.mht
    • comparative advantage The New Palgrave Dictionary of Economics.mht
    • comparative statics The New Palgrave Dictionary of Economics.mht
    • compensating differentials The New Palgrave Dictionary of Economics.mht
    • compensation principle The New Palgrave Dictionary of Economics.mht
    • competing risks model The New Palgrave Dictionary of Economics.mht
    • competition The New Palgrave Dictionary of Economics.mht
    • competition and selection The New Palgrave Dictionary of Economics.mht
    • competition, Austrian The New Palgrave Dictionary of Economics.mht
    • competition, classical The New Palgrave Dictionary of Economics.mht
    • computation of general equilibria The New Palgrave Dictionary of Economics.mht
    • computation of general equilibria (new developments) The New Palgrave Dictionary of Economics.mht
    • computational methods in econometrics The New Palgrave Dictionary of Economics.mht
    • computer industry The New Palgrave Dictionary of Economics.mht
    • computer science and game theory The New Palgrave Dictionary of Economics.mht
    • computing in mechanism design The New Palgrave Dictionary of Economics.mht
    • concentration measures The New Palgrave Dictionary of Economics.mht
    • Condillac, Etienne Bonnot de, Abbé de Mureau (1714–1780) The New Palgrave Dictionary of Economics.mht
    • Condorcet, Marie Jean Antoine Nicolas Caritat, Marquis de (1743–1794) The New Palgrave Dictionary of Economics.mht
    • congestion The New Palgrave Dictionary of Economics.mht
    • conjectural equilibria The New Palgrave Dictionary of Economics.mht
    • conspicuous consumption The New Palgrave Dictionary of Economics.mht
    • constitutions, economic approach to The New Palgrave Dictionary of Economics.mht
    • consumer expenditure The New Palgrave Dictionary of Economics.mht
    • consumer expenditure (new developments and the state of research) The New Palgrave Dictionary of Economics.mht
    • consumer surplus The New Palgrave Dictionary of Economics.mht
    • consumption externalities The New Palgrave Dictionary of Economics.mht
    • consumption sets The New Palgrave Dictionary of Economics.mht
    • consumption taxation The New Palgrave Dictionary of Economics.mht
    • consumption-based asset pricing models (empirical performance) The New Palgrave Dictionary of Economics.mht
    • consumption-based asset pricing models (theory) The New Palgrave Dictionary of Economics.mht
    • contemporary capitalism The New Palgrave Dictionary of Economics.mht
    • contestable markets The New Palgrave Dictionary of Economics.mht
    • contingent commodities The New Palgrave Dictionary of Economics.mht
    • contingent valuation The New Palgrave Dictionary of Economics.mht
    • continuous and discrete time models The New Palgrave Dictionary of Economics.mht
    • contract theory The New Palgrave Dictionary of Economics.mht
    • contracting in firms The New Palgrave Dictionary of Economics.mht
    • control functions The New Palgrave Dictionary of Economics.mht
    • conventionalism The New Palgrave Dictionary of Economics.mht
    • convergence The New Palgrave Dictionary of Economics.mht
    • convex programming The New Palgrave Dictionary of Economics.mht
    • convexity The New Palgrave Dictionary of Economics.mht
    • convict labour The New Palgrave Dictionary of Economics.mht
    • cooperation The New Palgrave Dictionary of Economics.mht
    • coordination problems and communication The New Palgrave Dictionary of Economics.mht
    • copulas The New Palgrave Dictionary of Economics.mht
    • core convergence The New Palgrave Dictionary of Economics.mht
    • cores The New Palgrave Dictionary of Economics.mht
    • Corn Laws, free trade and protectionism The New Palgrave Dictionary of Economics.mht
    • corporate governance The New Palgrave Dictionary of Economics.mht
    • corporate law, economic analysis of The New Palgrave Dictionary of Economics.mht
    • corporations The New Palgrave Dictionary of Economics.mht
    • correspondence principle The New Palgrave Dictionary of Economics.mht
    • correspondences The New Palgrave Dictionary of Economics.mht
    • cost functions The New Palgrave Dictionary of Economics.mht
    • cost minimization and utility maximization The New Palgrave Dictionary of Economics.mht
    • cost–benefit analysis The New Palgrave Dictionary of Economics.mht
    • cost-push inflation The New Palgrave Dictionary of Economics.mht
    • countertrade The New Palgrave Dictionary of Economics.mht
    • countervailing power The New Palgrave Dictionary of Economics.mht
    • Courcelle-Seneuil, Jean Gustave (1813–1892) The New Palgrave Dictionary of Economics.mht
    • Cournot competition The New Palgrave Dictionary of Economics.mht
    • Cournot, Antoine Augustin (1801–1877) The New Palgrave Dictionary of Economics.mht
    • creative destruction The New Palgrave Dictionary of Economics.mht
    • creative destruction (Schumpeterian conception) The New Palgrave Dictionary of Economics.mht
    • credit card industry The New Palgrave Dictionary of Economics.mht
    • credit cycle The New Palgrave Dictionary of Economics.mht
    • credit rationing The New Palgrave Dictionary of Economics.mht
    • crime and the city The New Palgrave Dictionary of Economics.mht
    • cross-cultural experiments The New Palgrave Dictionary of Economics.mht
    • crowding out The New Palgrave Dictionary of Economics.mht
    • cultural transmission The New Palgrave Dictionary of Economics.mht
    • culture and economics The New Palgrave Dictionary of Economics.mht
    • Cunningham, William (1849–1919) The New Palgrave Dictionary of Economics.mht
    • Cunynghame, Henry Hardinge (1848–1935) The New Palgrave Dictionary of Economics.mht
    • currency boards The New Palgrave Dictionary of Economics.mht
    • currency competition The New Palgrave Dictionary of Economics.mht
    • currency crises The New Palgrave Dictionary of Economics.mht
    • currency crises models The New Palgrave Dictionary of Economics.mht
  • 13.79 MB
  • 2012-5-13
  • Threshold cointegration overview and implementation in R.rar

    本附件包括:
    • Threshold cointegration overview and implementation in R.pdf
  • 298.44 KB
  • 2012-4-29
  • Cointegration, R, Irish Mortgage Debt and Property Prices (R news & tutorials).rar

    本附件包括:
    • Cointegration, R, Irish Mortgage Debt and Property Prices (R news & tutorials).htm
  • 12.57 KB
  • 2012-4-29
  • Eviews2.pdf
       EVIEWS tutorial: Cointegration and error correction

  • 2.83 MB
  • 2011-1-30
  • 《应用数量经济学》PPT.rar

    本附件包括:
    • Part II 0 Cointegration theory.pptx
    • 7章-可线性化的非线性模型.ppt
    • 8章-特殊解释变量.ppt
    • 9章-异方差.ppt
    • 10章-自相关.ppt
    • 11章-多重共线性.ppt
    • 12章-联立方程模型.ppt
    • 13章-模型检验的常用统计量.ppt
    • 14章-时间序列ARIMA模型.ppt
    • 15章 面板数据模型与应用.ppt
    • 16章-单位根检验与协整.ppt
    • Chapter 0 Multicollinearity.ppt
    • Chapter 1 Linear Regression Model.ppt
    • Chapter 2 NLS and Numerical optimization.ppt
    • Chapter 3 GLS.ppt
    • Chapter 4 IV Estimation.ppt
    • Chapter 5 GMM.ppt
    • Chapter 7 System equation.ppt
    • Chapter 8 simutaneous equation.ppt
    • Chapter 12 ARIMA model.ppt
    • Chapter 19 Model's specification and model's selection.ppt
    • Introduction to econometrics.ppt
    • Part I-0 System equations Model.pptx
    • Part I 0 Model specification test.pptx
    • Part II 0 ARIMA model.pptx
    • Part II 0 Nonstationary Time Series and Unit Root Test.pptx
    • Part III 1 Fixed effect.pptx
    • Part III 2 Random effect.pptx
    • 1章-数据的特征数.ppt
    • 2章-总体特征数的点估计与区间估计.ppt
    • 3章-总体特征数的假设检验.ppt
    • 4章-经济指数.ppt
    • 5章-一元线性回归模型.ppt
    • 6章-多元线性回归模型.ppt
  • 10.62 MB
  • 2010-6-12
  • 面板因果检验的文献.rar

    本附件包括:
    • Cointegration and error correction-representation, estimation, and testing.pdf
    • Testing Granger Causality in Heterogenous Panel Data Models with Fixed Coefficients.pdf
    • 基于异质面板因果检验的债务与盈利关系研究.caj
    • Energy consumption and economic growth in Asian economies A more comprehensive analysis using panel data.pdf
    • Energy consumption, economic growth and prices A reassessment using panel VECM for developed and developing countries.pdf
    • Energy–GDP relationship revisited An example from GCC countries using panel causality.pdf
    • Evaluation of panel data models_some suggestions from time series.pdf
    • Granger Causality Tests in Panel Data Models with Fixed Coeffcients.pdf
    • Panel data, cointegration, causality and Wagner's law Empirica evidence from Chinese province.pdf
  • 1.93 MB
  • 2010-3-10
  • 面板因果检验的文献.rar

    本附件包括:
    • Cointegration and error correction-representation, estimation, and testing.pdf
    • Testing Granger Causality in Heterogenous Panel Data Models with Fixed Coefficients.pdf
    • 基于异质面板因果检验的债务与盈利关系研究.caj
    • Energy consumption and economic growth in Asian economies A more comprehensive analysis using panel data.pdf
    • Energy consumption, economic growth and prices A reassessment using panel VECM for developed and developing countries.pdf
    • Energy–GDP relationship revisited An example from GCC countries using panel causality.pdf
    • Evaluation of panel data models_some suggestions from time series.pdf
    • Granger Causality Tests in Panel Data Models with Fixed Coeffcients.pdf
    • Panel data, cointegration, causality and Wagner's law Empirica evidence from Chinese province.pdf
  • 1.93 MB
  • 2010-3-10
  • 《应用数量经济学》PPT.rar

    本附件包括:
    • Part II 0 Cointegration theory.pptx
    • 7章-可线性化的非线性模型.ppt
    • 8章-特殊解释变量.ppt
    • 9章-异方差.ppt
    • 10章-自相关.ppt
    • 11章-多重共线性.ppt
    • 12章-联立方程模型.ppt
    • 13章-模型检验的常用统计量.ppt
    • 14章-时间序列ARIMA模型.ppt
    • 15章 面板数据模型与应用.ppt
    • 16章-单位根检验与协整.ppt
    • Chapter 0 Multicollinearity.ppt
    • Chapter 1 Linear Regression Model.ppt
    • Chapter 2 NLS and Numerical optimization.ppt
    • Chapter 3 GLS.ppt
    • Chapter 4 IV Estimation.ppt
    • Chapter 5 GMM.ppt
    • Chapter 7 System equation.ppt
    • Chapter 8 simutaneous equation.ppt
    • Chapter 12 ARIMA model.ppt
    • Chapter 19 Model's specification and model's selection.ppt
    • Introduction to econometrics.ppt
    • Part I-0 System equations Model.pptx
    • Part I 0 Model specification test.pptx
    • Part II 0 ARIMA model.pptx
    • Part II 0 Nonstationary Time Series and Unit Root Test.pptx
    • Part III 1 Fixed effect.pptx
    • Part III 2 Random effect.pptx
    • 1章-数据的特征数.ppt
    • 2章-总体特征数的点估计与区间估计.ppt
    • 3章-总体特征数的假设检验.ppt
    • 4章-经济指数.ppt
    • 5章-一元线性回归模型.ppt
    • 6章-多元线性回归模型.ppt
  • 10.62 MB
  • 2010-1-25
  • Refers.rar

    本附件包括:
    • 078.pdf
    • 090.pdf
    • 091.pdf
    • 108.pdf
    • 125.pdf
    • 3960540.pdf
    • 3960542.pdf
    • 8585371.pdf
    • 9276248.pdf
    • 0020340203.pdf
    • bridgegap.pdf
    • CES.pdf
    • cointegration2.pdf
    • 062.pdf
    • 68LIND.PDF
  • 2.7 MB
  • 2010-1-7
  • 关于违约相关CDS定价的论文.rar

    本附件包括:
    • CreditSpreadsandInterestRatesACointegrationApproach.pdf
    • Credit Risk - Models, Derivatives, and Management.pdf
    • 含交易对手风险的公司债券和信用衍生品的定价问题研究.nh
    • The_Credit_Default_Swap_Basis.PDF
    • 基于几何L_vy过程的期权定价.nh
    • 人民币CDS产品的初步设计_定价及相关思考.pdf
    • 信用违约互换定价分析.nh
    • 利率随机的基于跳_扩散过程的信用违约互换定价.nh
    • 11.pdf
    • 模型化交易对手风险的向导.pdf
    • 信用衍生品讲义.pdf
    • Aonuma_Nakagawa.pdf
    • Modelling the Price of a Credit Default Swap.pdf
    • doubleDefaultCorrelation.pdf
    • 基于copula函数族的信用违约互换组合定价模型.pdf
    • 基于跳_扩散过程的信用违约互换定价模型.pdf
    • Valuing Credit Derivatives Using an Implied Copula Approach.pdf
    • 交易对手风险和定价可违约债券.pdf
    • CREDIT——RISK——MODELS.pdf
    • 期限结构和信用价差的联合估计.pdf
    • Pricing Counterparty Credit Risk.ppt
    • 改进交易对手风险的实践.pdf
    • 信用违约互换的定价方法.pdf
    • Cyclical—correlationscreditcontagion(no use).pdf
    • 不完全信息下的违约相关.pdf
    • A Comparative Study of Structural and Reduced-Form Models.pdf
    • 双指数跳扩散模型信用违约互换短期价格研究.pdf
    • 信用违约互换与债券市场发展.pdf
    • Pricing Counterparty Credit Risk.pdf
    • CDS and CDO Pricing with Stochastic Recovery.pdf
    • Modelofcounterpartyritionandvaluatio.pdf
    • CreditRiskModelsII.pdf
    • 正确看待信用违约互换促进我国债券市场发展.pdf
    • A SIMULATION-BASED CREDIT DEFAULT SWAP PRICING APPROACH UNDER JUMP-DIFFUSION.pdf
    • 用随机动态模型对双边交易对手违约风险的估值.pdf
    • 信用违约互换的定价模型及实证分析.pdf
    • 关于双曲衰减的违约相关模型及CDS定价.pdf
    • CreditContagion_20070130.pdf
    • COUNTERPARTY RISK FOR CREDIT DEFAULT SWAPS.pdf
    • 交易对手风险和伴随利率与违约相关的CDS估值.pdf
    • Counterparty risk and Contingent CDS valuation.pdf
    • 违约风险证券化的评估模型.pdf
    • 基于违约过程的企业债券定价模型研究.pdf
    • CreditRiskModelsIII.pdf
    • 信用违约互换的定价.pdf
    • 流动性风险调整的信用违约互换定价.pdf
  • 38.6 MB
  • 2009-10-16
  • 315927.rar
       [下载]Panel Cointegration的12篇经典文献

  • 4.3 MB
  • 2009-4-16
  • 305225.pdf
       请各位大侠帮助诊断一下cointegration test 的结果

  • 199.64 KB
  • 2009-3-18
  • 270133.rar
       [分享]发几篇westerlund关于面板协整突变的文章

    本附件包括:
    • 06年Testing for Panel Cointegration with Multiple Structural Breaks.pdf
    • 06New Improved Tests for Cointegration with Structural Breaks.pdf
    • 05年Panel Cointegration Tests with Deterministic Trends and Structural Breaks.pdf
    • 07Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data.pdf
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  • 2008-11-25
  • 264573.rar
       [推荐]诺奖获得者Briton Clive W.J Granger论文N篇

    本附件包括:
    • A Cointegration Analysis of Treasury Bill Yields.pdf
    • Time Series Analysis, Cointegration, and Applications.pdf
    • Varieties of long memory models.pdf
    • A simple nonlinear time series model with misleading linear properties.pdf
    • An introduction to stochastic unit-root processes.pdf
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    • Comments on testing economic theories and the use of model selection criteria.pdf
    • Copycats and Common Swings- The Impact of the Use of Forecasts in Information Sets.pdf
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  • 12.19 MB
  • 2008-11-7
  • 259995.pdf
       请求一篇文献:The asymptotics of single-equation cointegration regressions with I(1) and

  • 1.6 MB
  • 2008-10-26
  • 259994.pdf
       请求一篇文献:The asymptotics of single-equation cointegration regressions with I(1) and

  • 1.6 MB
  • 2008-10-26
  • 227525.pdf
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  • 8.47 MB
  • 2008-7-15
  • 221440.rar
       Unit root,cointegration and structure change by Maddala and Kim

  • 19.08 MB
  • 2008-6-21
  • 203934.rar
       [下载]一份很好的英文协整讲义

    本附件包括:
    • Cointegration.pdf
  • 349.14 KB
  • 2008-4-7
  • 180497.pdf
       [下载]Time-series Econometrics[Cointegration,ARCH,GARCH].pdf

  • 748.75 KB
  • 2007-12-10
  • 179889.pdf
       [下载]Time-series Econometrics[Cointegration,ARCH,GARCH].pdf

  • 748.75 KB
  • 2007-12-7
  • 173767.pdf
       Tar cointegration的几篇经典文章

  • 712.02 KB
  • 2007-11-14
  • 173766.pdf
       Tar cointegration的几篇经典文章

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  • 173765.pdf
       Tar cointegration的几篇经典文章

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  • 173764.pdf
       Tar cointegration的几篇经典文章

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  • 2007-11-14
  • 148480.pdf
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  • 332.22 KB
  • 2007-8-24
  • 148467.pdf
       Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration

  • 461.34 KB
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  • 148466.pdf
       Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration

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  • 148465.pdf
       Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration

  • 461.34 KB
  • 2007-8-24
  • 148464.pdf
       Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration

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  • 2007-8-24
  • 148405.pdf
       A Residual-Based Test of the Null of Cointegration in Panel Data

  • 198.63 KB
  • 2007-8-24
  • 148177.pdf
       A Panel Unit Root and Panel Cointegration Test of the Complementarity Hypothesis in the M

  • 220.77 KB
  • 2007-8-23
  • 148176.pdf
       Panel Unit Roots and Cointegration Evidence for OECD Energy Demand

  • 138.05 KB
  • 2007-8-23
  • 148160.pdf
       Monte Carlo tests of cointegration with structural breaks

  • 311.19 KB
  • 2007-8-23
  • 148099.pdf
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  • 2007-8-23
  • 148096.pdf
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  • 442.31 KB
  • 2007-8-23
  • 145537.rar
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    本附件包括:
    • 2007panel cointegration with global stochastic trends.pdf
  • 542.04 KB
  • 2007-8-12
  • 145534.rar
       [公告]非平稳面板计量讨论

    本附件包括:
    • 2006Robust Unit Root and Cointegration Rank Tests for Panels and Large Systems.pdf
  • 185.39 KB
  • 2007-8-11
  • 145532.rar
       [公告]非平稳面板计量讨论

    本附件包括:
    • 2006Panel Cointegration Tests of the Sustainabilit Hypothesis in Rich OECD Countries.pdf
  • 259.73 KB
  • 2007-8-11
  • 137233.rar
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    • Testing for Panel Cointegration with Multiple.pdf
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    • Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods.pdf
    • Estimating Vector Autoregressions with Panel Data.pdf
    • Inference in Linear Time Series Models with some Unit Roots.pdf
    • Instrumental-Variable Estimation of an Error-Components Model.pdf
    • Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable.pdf
    • On Seemingly Unrelated Regressions with Error Components.pdf
    • On the Pooling of Time Series and Cross Section Data.pdf
    • Optimal Experimental Design for Error Components Models.pdf
    • Optimal Inference in Cointegrated Systems.pdf
    • Panel Data and Unobservable Individual Effects.pdf
    • Pooling Cross Section and Time Series Data in the Estimation of a Dynamic Model The Demand for Natural Gas.pdf
    • Pooling of Time Series and Cross Section Data.pdf
    • Rank estimation of a generalized fixed-effects regression model.pdf
    • Social Experimentation, Truncated Distributions, and Efficient Estimation.pdf
    • Specification Tests for the Multinomial Logit Model.pdf
    • Specification Tests in Econometrics.pdf
    • Testing for Neglected Heterogeneity.pdf
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    • A Comparative Study of Alternative Estimators in a Distributed Lag Model.pdf
    • A Conditional Probit Model for Qualitative Choice.pdf
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    • Attrition Bias in Experimental and Panel Data The Gary Income Maintenance Experiment.pdf
  • 31.69 MB
  • 2007-7-16
  • 137042.rar
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  • 2007-7-15
  • 137040.rar
       cointegration error correction and the econometric analysis of non- stationary data

  • 1000 KB
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  • 137039.rar
       cointegration error correction and the econometric analysis of non- stationary data

  • 1000 KB
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  • 137038.rar
       cointegration error correction and the econometric analysis of non- stationary data

  • 1000 KB
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  • 137037.rar
       cointegration error correction and the econometric analysis of non- stationary data

  • 1000 KB
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  • 137036.rar
       cointegration error correction and the econometric analysis of non- stationary data

  • 1000 KB
  • 2007-7-15
  • 115792.rar
       Econometric Theory vol 23 issue 04

    本附件包括:
    • THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT.pdf
    • BAYESIAN CONSISTENCY FOR STATIONARY MODELS.pdf
    • REGRESSION WITH SLOWLY VARYING REGRESSORS AND NONLINEAR TRENDS.pdf
    • THE LIKELIHOOD RATIO TEST FOR COINTEGRATION RANKS IN THE I(2) MODEL.pdf
    • A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION.pdf
  • 1.3 MB
  • 2007-5-11
  • 113296.rar
       Journal of economitrics计量论文

    本附件包括:
    • 经济学与管理学门类“最有学术影响力的国际期刊”目录.doc
    • Common cyclical features analysis in VAR models with cointegration.doc.ff1
    • Estimating dynamic panel data discrete choice models with fixed effects.doc
    • Masking identification of discrete choice models under simulation methods.doc
    • Residual autocorrelation testing for vector error correction models.doc.ff1
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  • 2007-5-4
  • 113060.rar
       Jounal of economitrics计量论文

    本附件包括:
    • Common cyclical features analysis in VAR models with cointegration.doc.ff1
  • 492.58 KB
  • 2007-5-3
  • 110602.pdf
       CH47,Vector Autoregressions and Cointegration

  • 4.46 MB
  • 2007-4-23
  • 109458.rar
       [下载]协整检验的文章和相应GAUSS程序

    本附件包括:
    • Residual Based Tests for Cointegration in Panel Data(gauss prog).doc
  • 7.73 KB
  • 2007-4-19
  • 75665.rar
       几篇协整分析的文章包括面板协整

    本附件包括:
    • A cointegrated panel analysis.pdf
    • A panel data-based cointegration analysis.pdf
    • bootstrap in panel.pdf
  • 564.2 KB
  • 2006-12-3
  • 70007.rar
       面板协整与单位根检验的英文文章(1)

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    • Cointegration of Consumption and Disposable Income Evidence from Twelve OECD Countries.pdf
    • Cointegration, Aggregate Consumption, and the Demand for Imports A Structural Econometric Investigation.pdf
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  • 2006-11-2
  • 66974.rar
       面板单位根和协整检验的一些资料(中、英文,Pdf、Doc)

    本附件包括:
    • Nonparametric Tests for Unit Roots and Cointegration.pdf
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    • Comparison of Panel Cointegration Tests.pdf
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    • panel unit root cointegration.pdf
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    • The Local Power of Some Unit Root Tests for Panel Data.pdf
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  • 8.67 MB
  • 2006-10-12
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    • Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root.pdf (by Divid A. Dickey;Wayne A.Fuller) .pdf
    • MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION--WITH APPLICATIONS TO THE DEMAND FOR MONEY.pdf( by Soren Johansen,Katarina Juselius).pdf
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  • 2006-10-5
  • 65863.rar
       [分享]Cointegration Tests

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  • 2006-10-1
  • 56782.pdf
       European Monetary Union. A cointegration analysis

  • 78.33 KB
  • 2006-6-30
  • 56780.pdf
       A parametric approach to the estimation of cointegration vectors in panel data

  • 192.77 KB
  • 2006-6-30
  • 51991.pdf
       [下载] pannel Cointegration Mannual

  • 47.59 KB
  • 2006-5-10
  • 51272.pdf
       Var Cointegration&Arch

  • 4.69 MB
  • 2006-5-5
  • 51271.pdf
       Var Cointegration&Arch

  • 4.46 MB
  • 2006-5-5
  • 49961.pdf
       协整分析(cointegration)的一本好书

  • 1.77 MB
  • 2006-4-25
  • 47421.pdf
       [下载]Testing Unit Root in Threshold Cointegration

  • 629.65 KB
  • 2006-4-7
  • 47420.pdf
       [下载]Cointegration vs Traditional Econometrics

  • 884.01 KB
  • 2006-4-7
  • 42784.pdf
       Threshold Cointegration

  • 1.85 MB
  • 2006-3-10
  • 25422.rar
       Unit Roots and Cointegration in Panels

    本附件包括:
    • Unit Root and Cointegration in Panels.pdf
  • 321.35 KB
  • 2005-9-6
  • 22649.rar
       [下载]关于对panel data 进行Pedroni(1999) panel cointegration test.

    本附件包括:
    • Pedroni(1999).pdf
  • 116.04 KB
  • 2005-8-11
  • 22517.rar
       [下载]Johansen的几篇文章

    本附件包括:
    • 2000Cointegration analysis in the presence of structural breaks in the deterministic trend.pdf
    • 1995Identifying restrictions of linear equations with applications to simultaneous equations.pdf
    • 1999Testing exact rational expectations in vecm.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
    • 2005Interpretation of Cointegrating Coefficients in vecm.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
  • 17638.rar
       Southampton University计量经济学教材

    本附件包括:
    • Unit Root & Cointegration Analysis.pdf
    • Endogeneity, Instrumental Variables and GMM.pdf
    • Heteroskedasticity & Autocorrelation.pdf
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    • Introduction to Linear Regression.pdf
    • Limited Dependent Variables Models.pdf
    • Maximum Likelihood Estimation & Specification Tests.pdf
    • Univariate Time Series Models.pdf
  • 1.45 MB
  • 2005-6-23
  • 15314.rar
       部分Granger文献4

    本附件包括:
    • 2-11,A Cointegration Analysis of Treasury Bill Yields.pdf
  • 1.42 MB
  • 2005-5-22
  • 15313.rar
       部分Granger文献3

    本附件包括:
    • 2-10,Seasonal integration and cointegration.pdf
  • 1.03 MB
  • 2005-5-22
  • 14199.rar
       [下载]Cointegration and causality in international agricultural economics research

    本附件包括:
    • Cointegration and causality in international agricultural economics research.pdf
  • 98.36 KB
  • 2005-5-8
  • 1175.rar
       1975-2000引用率最高的二十篇经济学文献(1)——特邀点评:admin

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    • MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION--WITH APPLICATIONS TO THE DEMAND FOR MONEY.pdf
  • 929.98 KB
  • 2004-9-4
  • 1174.rar
       1975-2000引用率最高的二十篇经济学文献(1)——特邀点评:admin

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  • 2004-9-4
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