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  • Taylor_&_Francis_Articles(11Nov2023).zip

    本附件包括：
    • 00-Ball Covariance_ A Generic Measure of Dependence in Banach Space.pdf
  • 1.19 MB
  • 2023-11-12

  • systemic-risk.zip
       系统风险MES和CoVaR计算代码（R语言）

    本附件包括：
    • code.R
    • data.xlsx
  • 50.07 MB
  • 2023-10-14

  • 地统计学中的克里格插值法，Matlab编写，内有详细的说明.rar
       地统计学中的克里格插值法，Matlab编写，内有详细的说明

    本附件包括：
    • devico.m
    • dlpm.m
    • halfrevolution.m
    • hfr2.m
    • KrigingInter.m
    • xcovariance.m
  • 2.26 KB
  • 2023-6-25

  • 【Matlab代码】系统性风险计算代码（包含VaR、CoVaR、MES、DCC GARCH等）.zip

    本附件包括：
    • call_fct.m
    • ComparisonofResults2015bvs2010a.doc
    • Data_RMC.xls
    • dcc_hessian.m
    • dcc_mvgarch.m
    • dcc_mvgarch_full_likelihood.m
    • dcc_mvgarch_likelihood.m
    • fct_MES.m
    • GJRgarch.m
    • GJRgarchlikelihood.m
    • hessian_2sided.m
    • main_script.m
    • quantilereg.m
  • 1.01 MB
  • 2023-6-17

  • Large Covariance and Autocovariance Matrices.rar

    本附件包括：
    • Large Covariance and Autocovariance Matrices.pdf
  • 17.3 MB
  • 2023-5-24

  • 【Matlab代码】系统性风险计算代码（包含VaR、CoVaR、MES、DCC GARCH等）.zip

    本附件包括：
    • call_fct.m
    • ComparisonofResults2015bvs2010a.doc
    • Data_RMC.xls
    • dcc_hessian.m
    • dcc_mvgarch.m
    • dcc_mvgarch_full_likelihood.m
    • dcc_mvgarch_likelihood.m
    • fct_MES.m
    • GJRgarch.m
    • GJRgarchlikelihood.m
    • hessian_2sided.m
    • main_script.m
    • quantilereg.m
  • 1.01 MB
  • 2023-3-24

  • 论文2.pdf
       论文：基于 CoVaR 框架下金融系统性风险传导网络构建

  • 5.67 MB
  • 2023-2-12

  • Taylor_&_Francis_Articles(14Aug2022).zip

    本附件包括：
    • 01-Estimation of the nonparametric mean and covariance functions for multivariate longitudinal an.pdf
  • 1.15 MB
  • 2022-8-15

  • CoVaR操作说明.zip

    本附件包括：
    • Copula-CoVaR操作步骤(R and Eviews).pdf
    • COPULA理论及其在金融分析上的应用.PDF
    • GARCH-Copula-CoVaR具体操作.pdf
    • 沪深股市和香港股市的风险溢出效应研究——基于时变ΔCoVaR模型的分析.pdf
  • 16.04 MB
  • 2022-3-4

  • 【Matlab代码】系统性风险计算代码（包含VaR、CoVaR、MES、DCC GARCH等）.zip

    本附件包括：
    • call_fct.m
    • ComparisonofResults2015bvs2010a.doc
    • Data_RMC.xls
    • dcc_hessian.m
    • dcc_mvgarch.m
    • dcc_mvgarch_full_likelihood.m
    • dcc_mvgarch_likelihood.m
    • fct_MES.m
    • GJRgarch.m
    • GJRgarchlikelihood.m
    • hessian_2sided.m
    • main_script.m
    • quantilereg.m
  • 1.01 MB
  • 2022-1-1

  • applied_micro_methods(2).zip

    本附件包括：
    • Econometric Methods for Program Evaluation.pdf
    • Efficient Estimation for Staggered Rollout Designs.pdf
    • Errors in the Dependent Variable of Quantile Regression Models.pdf
    • Estimating Dynamic Treatment Effects in Event Studies with Heterogeneous Treatment Effect.pdf
    • External Validity in Fuzzy Regression Discontinuity Designs.pdf
    • Extremal Quantile Regressions for Selection Models and the Black-White Wage Gap（2014)..pdf
    • Extremal Quantile Regressions for Selection Models and the Black-White Wage Gap（2018)..pdf
    • Factorial Designs, Model Selection,and (Incorrect) Inference in Randomized Experiments.pdf
    • Fuzzy Differences-in-Differences（2012）..pdf
    • Fuzzy Differences-in-Differences（2017）..pdf
    • How Much Should We Trust Staggered DID Estimates.pdf
    • Identification and Extrapolation with IV.pdf
    • Inference in Differences-in-Differences with Few Treated Groups and Heteroskedasticity.pdf
    • Inference in Instrumental Variable Analysis with Heterogeneous Treatment Effects.pdf
    • Inference in Linear Regression Models with Many Covariates and Heteroscedasticity.pdf
    • Inference in Regression Discontinuity Designs with a Discrete Running Variable.pdf
    • Inference with Arbitrary Clustering.pdf
    • Inference with DID Revisited.pdf
    • Inference with Few Heterogeneous Clusters(Paper).pdf
    • Inference with Few Heterogeneous Clusters(PPT).pdf
    • Instrument-based estimation with binarized treatments_Issues and tests for the exclusion restriction.pdf
    • Instruments with Heterogeneous Effects_Bias, Monotonicity, and Localness.pdf
    • Interpreting OLS Estimands When Treatment Effects Are Heterogeneous_Smaller Groups Get Larger Weights.pdf
    • Kleven, H. J. (2016). Bunching. Annual Review of Economics 8, 435–464..pdf
    • Matching Methods for Causal Inference with Time-Series Cross-Section Data.pdf
    • Matrix Completion Methods for Causal Panel Data Models..pdf
    • Network and Panel Quantile Effects via Distribution Regression..pdf
    • Non-random exposure to exogenous shocks-Theory and Applications.pdf
    • Nonparametric Bounds for Causal Effects in Imperfect Randomized Experiments.pdf
    • On Bunching and Identification of the Taxable Income Elasticity.pdf
    • On Estimating Multiple Treatment Effects with Regression.pdf
    • On the Role of Covariates in the Synthetic Control Method.pdf
    • On_Event_Studies_and_Distributed_Lags_in_Two_Way_Fixed_Effects_Models.pdf
    • Optimal Bandwidth Choice for Robust Bias-Corrected Inference in Regression Riscontinuity Designs..pdf
    • Optimal Inference in a Class of Regression Models..pdf
    • Optimized Regression Discontinuity Designs.pdf
    • Panel Data and Experimental Design..pdf
    • Policy Evaluation with Multiple Instrumental Variables.pdf
    • Pre-event Trends in the Panel Event-Study Design.pdf
    • Quantile Treatment Effects in Difference in Differences Models under Dependence Restrictions and with Only Two Time Periods..pdf
    • Quantile treatment effects in difference in differences models with panal data.pdf
    • Quasi-Experimental Shift-Share Research Designs.pdf
    • Regression Discontinuity Designs Using Covariates..pdf
    • Revisiting Event Study Designs_Robust and Efficient Estimatation.pdf
    • Robust Standard Errors in Small Samples_Some Practical Advice.pdf
    • Sampling-Based Versus Design-Based Uncertainty in Regression Analysis..pdf
    • Shift-Share Designs_Theory and Inference..pdf
    • Simple and Honest Confidence Intervals in Non-parametric Regression..pdf
    • Simple local polynomial density estimators..pdf
    • Simultaneous Selection of Optimal Bandwidths for the Sharp Regression Discontinuity Estimator..pdf
    • Small Sample Methods for Cluster Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models.pdf
    • Small-Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models.pdf
    • Sufficient Statistics Revisited.pdf
    • Synthetic Controls with Imperfect Pre-Treatment Fit..pdf
    • Synthetic Controls with Staggered Adoption.pdf
    • Synthetic Difference in Differences.pdf
    • Testing continuity of a density via g-order statistics in the regression discontinuity design.pdf
    • Testing Treatment Effect Heterogeneity in Regression Discontinuity Designs.pdf
    • The Augmented Synthetic Control.pdf
    • The casual interpretation of two-stage least squares with multiple instrumental variables.pdf
    • The Effect of Minimum Wages on Low-Wage Jobs..pdf
    • The Generalized Oaxaca-Blinder Estimator.pdf
    • The Role of Parallel Trends in Event Study Settings_An Application to Environmental Economics.pdf
    • The Wild Bootstrap with a Small Number of Large Clusters.pdf
    • Two-Stage Differences-in-Differences.pdf
    • Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects.pdf
    • Two-Way Fixed Effects, the Two-Way Mundlak Regression, and DID Estimators.pdf
    • Unbiased Instrumental Variables Estimation under Known First-Stage Sign..pdf
    • Using instrumental variables for inference about policy relevant treatment parameters.pdf
    • Using Synthetic Controls_Feasibility, Data Requirements, and Methodological Aspects.pdf
    • Valid t-ratio Inference for IV.pdf
    • Visualization, Identification, and Estimation in the Linear Panel Event-Study Design.pdf
    • Weak Instruments in Instrumental Variables Regression_Theory and Practice.pdf
    • Weak Instruments in IV Regression_Theory and Practice.pdf
    • Weak-instrument robust inference for two-sample instrumentalvariables regression.pdf
    • Weak-Instrument Robust Inference for Two-Sample IV Regression.pdf
    • When Is Parallel Trends Sensitive to Functional Form.pdf
    • When Should We (Not) Interpret Linear IV Estimands as LATE.pdf
    • When Should You Adjust Standard Errors for Clustering.pdf
    • Why High Order Polynomials Should Not Be Used in Regression Discontinuity Designs.pdf
  • 81.25 MB
  • 2021-9-7

  • Fama.rar

    本附件包括：
    • Fama & French 1992 JF.pdf
    • Fama & French 1992 JF.xml
    • Fama & French 1993 Common Risk Factors in the Returns on Stocks and Bonds.pdf
    • Fama & French 1996 JF.pdf
    • Fama & French 2000 Characteristics, Covariances, and Average Returns 1929 to 1997.pdf
    • Fama & French 2002 The equity premium.pdf
    • Fama & French 2004 The Capital asset pricing model theory and evidence .pdf
    • Fama & French 2006 Profitability, investment and average returns.pdf
    • Fama & French 2006 The Behavior of Interest Rates.pdf
    • Fama & French 2006 The Value Premium and the CAPM.pdf
    • Fama & French 2007 Disagreement, tastes, and asset prices.pdf
    • Fama & French 2007 The anatomy of value and growth stock returns.pdf
    • Fama & French 2008 Average Returns, BM, and Share Issues.pdf
    • Fama & French 2008 Dissecting Anomalies.pdf
    • Fama & French 2010 Luck versus Skill in the Cross-Section of Mutual.pdf
    • Fama & French 2012 Size, value, and momentum in international stock returns.pdf
    • Fama & French 2015 A five-factor asset pricing model.pdf
    • Fama & French 2016 RFS Dissecting Anomalies with a Five-Factor Model.pdf
    • Fama & French 2017 JFE International tests of a five-factor asset pricing model.pdf
    • Fama & French 2018 Choosing factors.pdf
    • Fama & MacBeth 1973 JPE.pdf
    • Fama 1965 Random Walks.pdf
    • Fama 1965 The Behavior of Stock-Market Prices.pdf
    • Fama 1970 Efficient Capital Markets A Review of Theory and Empirical work.pdf
    • Fama 1984 Term Premiums in Bond Reuturns JFE.pdf
    • Fama 1984 The Information in the Term Structure JFE.pdf
    • Fama 1991 Efficient Capital Markets II JF.pdf
    • Fama 1998 Market efficiency, long-term returns, and behavioral finance JFE.pdf
    • Fama 2006 RFS.pdf
    • Fama 2006 The Behavior of Interest Rates RFS.pdf
    • Fama 2010 Gene Fama’s comments.pdf
    • Fama 2011 My Life in Finance.pdf
    • Fama 2012 Size, value,and momentum ininternational stock returns.pdf
    • Fama and Blume 1966.pdf
    • Fama, Fisher, Jensen, Roll 1969 The Adjustment of Stock Prices to New Information.pdf
    • WP Interest Rates and Inflation Revisited.pdf
    • Fama & Bliss 1987 AER.pdf
    • Fama & Blume 1966 Filter Rules and Stock-Market Trading.pdf
    • Fama & French 1987 JB.pdf
    • Fama & French 1988 JF.pdf
    • Fama & French 1988 JFE.pdf
    • Fama & French 1988 JPE.pdf
    • Fama & French 1989 Business conditions and expected returns on stocks and bonds.pdf
  • 50.12 MB
  • 2021-8-12

  • covardata.xlsx
       示例数据 须转换成csv格式

  • 121.11 KB
  • 2020-1-5

  • covar.txt
       GARCH-copula-CoVaR代码

  • 3.7 KB
  • 2020-1-5

  • The Econometric Analysis of Transition Data.rar

    本附件包括：
    • 2.0 Part II - Inference.pdf
    • 3.2 bibliography.pdf
    • 3.3 Index.pdf
    • 3.1 Appendix 2 - Some Properties of the Laplace Transform.pdf
    • 3.0 Appendix 1 - The Gamma Function and Distribution.pdf
    • 2.11 - Residual Analysis.pdf
    • 2.10 - Misspecification Analysis.pdf
    • 2.9 - Limited Information Inference.pdf
    • 2.8 - Fully Parametric Inference.pdf
    • 2.7 - Identifiability Issues.pdf
    • 1.0 Part I - Model Building.pdf
    • 1.5 - Some Important Processes.pdf
    • 1.4 - Mixture Models.pdf
    • 1.6 - Some Structural Transition Models.pdf
    • 1.3 - Parametric Families of Duration Distributions.pdf
    • 1.2 - Covariates and the Hazard Function.pdf
    • 1.1 - Some Basic Results.pdf
    • 0.0 Frontmatter.pdf
  • 15.3 MB
  • 2019-6-7

  • 基于广义CoVaR模型的系统重要性银行的风险溢出效应研究.rar

    本附件包括：
    • 基于广义CoVaR模型的系统重要性银行的风险溢出效应研究.pdf
  • 493.73 KB
  • 2018-2-9

  • Lecture Notes in Statistics 81-90.rar

    本附件包括：
    • (Lecture Notes in Statistics 90) Attila Csenki (auth.)-Dependability for Systems with a Partitioned State Space_ Markov and Semi-Markov Theory and Computational Implementation-Springer-Verlag New York.pdf
    • (Lecture Notes in Statistics 81) Peter Spirtes, Clark Glymour, Richard Scheines (auth.)-Causation, Prediction, and Search-Springer-Verlag New York (1993).pdf
    • (Lecture Notes in Statistics 82) A. P. Korostelev, A. B. Tsybakov (auth.)-Minimax Theory of Image Reconstruction-Springer-Verlag New York (1993).pdf
    • (Lecture Notes in Statistics 83) Case Studies in Bayes.pdf
    • (Lecture Notes in Statistics 84) Sakutarō Yamada (auth.)-Pivotal Measures in Statistical Experiments and Sufficiency-Springer-Verlag New York (1994).pdf
    • (Lecture Notes in Statistics 85) Paul Doukhan (auth.)-Mixing_ Properties and Examples-Springer-Verlag New York (1994).djvu
    • (Lecture Notes in Statistics 86) Werner Vach (auth.)-Logistic Regression with Missing Values in the Covariates-Springer-Verlag New York (1994).pdf
    • (Lecture Notes in Statistics 87) Jesper M?ller (auth.)-Lectures on Random Voronoi Tessellations-Springer-Verlag New York (1994).pdf
    • (Lecture Notes in Statistics 88) John E. Kolassa (auth.)-Series Approximation Methods in Statistics-Springer New York (1994).pdf
    • (Lecture Notes in Statistics 88) John E. Kolassa (auth.)-Series Approximation Methods in Statistics-Springer New York (1997).pdf
    • (Lecture Notes in Statistics 88) Series Approximation Methods in Statistics -Springer (2006).pdf
    • (Lecture Notes in Statistics 89) D. J. Hand (auth.), P. Cheeseman, R. W. Oldford (eds.)-Selecting Models from Data_ Artificial Intelligence and Statistics IV-Springer-Verlag New York (1994).pdf
  • 62.08 MB
  • 2017-9-9

  • Applied Nonparametric Econometrics 2015.zip
       Applied Nonparametric Econometrics 2015

    本附件包括：
    • Semiparametric_methods.pdf
    • Constrained_estimation_and_inference.pdf
    • Introduction.pdf
    • Multivariate_density_estimation.pdf
    • Instrumental_variables.pdf
    • Regression_with_discrete_covariates.pdf
    • Bibliography.pdf
    • Univariate_density_estimation.pdf
    • Contents.pdf
    • Regression.pdf
    • Frontmatter.pdf
    • Dedication.pdf
    • Smoothing_discrete_variables.pdf
    • Index.pdf
    • Panel_data.pdf
    • Inference_about_the_density.pdf
    • Testing_in_regression.pdf
  • 5.75 MB
  • 2017-8-18

  • snde1763_supplementary_1.zip

    本附件包括：
    • covariates-financial.dat
    • README2.rtf
    • Foreign_assets.xls
    • matriz_06.xls
    • Li_test.R
  • 639.66 KB
  • 2016-12-17

  • supplementary.zip

    本附件包括：
    • AUC.Rdata
    • make.DV.r
    • boot.both.Rdata
    • bootstrap.specification2.r
    • AUC.figure.r
    • c.product.r
    • make.DV.EHA.r
    • figure.B5.r
    • time.para.dif.figure.r
    • copula.associate.unit.r
    • e.logistic.r
    • c.fgm.r
    • MC.figure.background.r
    • COEHA.r
    • cgs_mult.dta
    • time.para.background.r
    • e.probit.r
    • time.para.count.unit.r
    • do.MC.unit.publish.EHA.r
    • c.frank.r
    • multinom.robust.sde.0.1-0.r
    • cox.r
    • figure.unit.r
    • unit.r
    • copula.sample.r.r
    • appendices.pdf
    • starter.Rdata
    • figure.first.difference.unit.r
    • AUC.background.r
    • MC.figure.draw.unit.r
    • AUC.unit.r
    • bootstrap.specification3.r
    • c.amh.r
    • MC.unit.publish.r
    • c.gaussian.r
    • AUC.functions.r
    • t.gamma.r
    • bootstrap.specification1.r
    • MC.publish.EHA.Rdata
    • AIC.logit.Rdata
    • CGS.setup.r
    • c.trig.r
    • AIC.probit.r
    • analyze.specification3.r
    • figure.probabilities.r
    • MC.figure.draw.background.r
    • MNL.r
    • AUC.r
    • readme.txt
    • MC.figure.dif.background.count.time.both.r
    • MC.figure.functions.r
    • slide.r
    • analyze.MC.r.r
    • MC.unit.publish.EHA.r
    • image.r
    • c.gumbel.barnett.r
    • make.covariates.simple.r
    • AIC.logit.r
    • do.MC.unit.publish.r
    • COEHA.cox.r
    • short.censor.time.r
    • time.para.r
    • e.normal.r
    • boot.four.Rdata
    • figure.functions.3rd.r
    • boot.Rdata
    • MC.setup.r
    • MC.figure.control.r
    • t.log.logistic.r
    • MC.figure.treat.r
    • MC.figure.dif.background.count.time.e.only.r
    • AIC.summarize.r
    • analyze.specification1.r
    • AIC.probit.Rdata
    • time.para.unit.r
    • c.clayton.r
    • c.gumbel.hougaard.r
    • MC.normal.Rdata
    • MC.figure.dif.count.time.r
    • do.MC.unit.publish.EHA.censor.r
    • basic.functions.r
    • copula.sample.unit.r
    • t.weibull.r
    • MC.censor.Rdata
    • t.log.normal.r
    • analyze.specification2.r
  • 24.13 MB
  • 2015-5-9

  • Estimating Covariance Matrices.zip

    本附件包括：
    • Estimating Covariance Matrices.pdf
  • 201.67 KB
  • 2014-11-6

  • linear latent variable models and covariance structures.rar

    本附件包括：
    • linear latent variable models and covariance structures.pdf
  • 1000.52 KB
  • 2014-10-31

  • 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

  • CAViaRCodes.ZIP
       codes

    本附件包括：
    • VarianceCovariance.m
    • ADAPTIVEloop.dll
    • ASloop.c
    • ASloop.dll
    • CAViaR.m
    • CAViaROptimisation.m
    • DQtest.m
    • GARCHloop.c
    • GARCHloop.dll
    • NewsImpactCurve.m
    • ReadMe.txt
    • RQobjectiveFunction.m
    • SAVloop.c
    • SAVloop.dll
    • ADAPTIVEloop.c
  • 21.71 KB
  • 2014-6-23

  • 45 Analysis of covariance in Stata.rar

    本附件包括：
    • 45 Analysis of covariance in Stata.flv
  • 19.13 MB
  • 2013-4-22

  • A Capital Asset Pricing Model with Time-Varying Covariances.pdf.zip

    本附件包括：
    • A Capital Asset Pricing Model with Time-Varying Covariances.pdf
  • 238.06 KB
  • 2012-12-10

  • StatPro.zip
       EXCEL StatPro插件

    本附件包括：
    • AutocorrHelp.htm
    • 1Samp2.gif
    • 1Samp3.gif
    • 1Samp4.gif
    • 1Samp5.gif
    • 1Way1.gif
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    • Diff.xla
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    • HistNorm.xla
    • Interact.xla
    • Lag.xla
    • Lill.xla
    • OneSamp.xla
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    • PairSamp.xla
    • QQPlot.xla
    • RandFns.xla
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    • Runs.xla
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    • Scat.xla
    • SPCCharts.xla
    • Stack.xla
    • StatPro.xla
    • SummStats.xla
    • Transform.xla
    • TSPlot.xla
    • TwoSamp.xla
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  • 1.82 MB
  • 2012-5-13

  • 统计函数.zip

    本附件包括：
    • 统计函数\avedev函数.xls
    • 统计函数\averagea函数.xls
    • 统计函数\average函数.xls
    • 统计函数\betadist函数.xls
    • 统计函数\betainv函数.xls
    • 统计函数\binomdist函数.xls
    • 统计函数\chidist函数.xls
    • 统计函数\chiinv函数.xls
    • 统计函数\chitest函数.xls
    • 统计函数\confidence函数.xls
    • 统计函数\CORREL.xls
    • 统计函数\counta.xls
    • 统计函数\countblank.xls
    • 统计函数\countif函数.xls
    • 统计函数\count函数.xls
    • 统计函数\covar函数.xls
    • 统计函数\critbinom函数.xls
    • 统计函数\devsq函数.xls
    • 统计函数\expondist.xls
    • 统计函数\fdist函数.xls
    • 统计函数\finv函数.xls
    • 统计函数\fisherinv函数.xls
    • 统计函数\fisher函数.xls
    • 统计函数\forecase函数.xls
    • 统计函数\forecast函数.xls
    • 统计函数\frequency.xls
    • 统计函数\ftest函数.xls
    • 统计函数\gammadist函数.xls
    • 统计函数\gammainv.xls
    • 统计函数\gammaln函数.xls
    • 统计函数\geomean函数.xls
    • 统计函数\growth函数.xls
    • 统计函数\harmean函数.xls
    • 统计函数\hypgeomdist函数.xls
    • 统计函数\intercept函数.xls
    • 统计函数\kurt函数.xls
    • 统计函数\large函数.xls
    • 统计函数\linest函数.xls
    • 统计函数\logest函数.xls
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    • 统计函数\maxa函数.xls
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    • 统计函数\normsinv函数.xls
    • 统计函数\pearson函数.xls
    • 统计函数\percentile函数.xls
    • 统计函数\percentrank函数.xls
    • 统计函数\permut函数.xls
    • 统计函数\poisson函数.xls
    • 统计函数\PROB.xls
    • 统计函数\QUARTILE.xls
    • 统计函数\RANK.xls
    • 统计函数\RSQ.xls
    • 统计函数\SKEW.xls
    • 统计函数\SLOPE.xls
    • 统计函数\SMALL.xls
    • 统计函数\STANDARDIZE.xls
    • 统计函数\STDEV.xls
    • 统计函数\STDEVA.xls
    • 统计函数\STDEVP.xls
    • 统计函数\STDEVPA.xls
    • 统计函数\STEYX.xls
    • 统计函数\TDIST.xls
    • 统计函数\TINV.xls
    • 统计函数\TREND.xls
    • 统计函数\TRIMMEAN.xls
    • 统计函数\TTEST.xls
    • 统计函数\VAR.xls
    • 统计函数\VARA.xls
    • 统计函数\VARP.xls
    • 统计函数\VARPA.xls
    • 统计函数\WEIBULL.xls
    • 统计函数\ZTEST.xls
    • 统计函数\
  • 146.68 KB
  • 2012-3-28

  • Donald Andrew Notes.rar
       Donald Andrew notes

    本附件包括：
    • Lecture_1_review_of_linear_models.pdf
    • Lecture_2_some_asymptotic_theorems.pdf
    • Lecture_3_consistency.pdf
    • Lecture_4_normality.pdf
    • Lecture_5_covariance.pdf
    • Lecture_6_testing2.pdf
    • Lecture_7_inequality.pdf
    • Lecture_8_local_power.pdf
    • Lecture_9_example.pdf
    • Lecture_11_el.pdf
    • Lecture_12_bt_1.pdf
  • 1.06 MB
  • 2011-12-28

  • 01103788.pdf
       A smoothness priors-time varying AR coefficient modelling of nonstationary covariance time series

  • 1.02 MB
  • 2011-9-15

  • Chapter files3.rar

    本附件包括：
    • fm3_chapter_41_var_covar.xls
    • fm3_chapter28.xls
    • fm3_chapter29.xls
    • fm3_chapter30.xls
    • fm3_chapter31.xls
    • fm3_chapter32.xls
    • fm3_chapter33.xls
    • fm3_chapter34.xls
    • fm3_chapter35.xls
    • fm3_chapter36.xls
    • fm3_chapter37.xls
    • fm3_chapter38.xls
    • fm3_chapter39.xls
    • fm3_chapter40.xls
    • fm3_chapter40_client.xls
    • fm3_chapter40_server.xls
    • fm3_chapter40_vba_client.xls
    • fm3_chapter40_vba_server.xls
    • fm3_chapter41.xls
    • fm3_chapter41_djiparam.iqy.xls
    • fm3_chapter41_FTSE100.iqy.xls
    • fm3_chapter41_gm.iqy.xls
  • 757.99 KB
  • 2011-6-25

  • Pinggu_HCCME.rar

    本附件包括：
    • White_1980_A Heteroskedasticity-Consistent Covariance Matrix Estimator.pdf
    • MacKinnon & White_1985_Some Heteroskedastic-Consistent Covariance Matrix Estimators with Improved Finite Sample Properties.pdf
  • 1.47 MB
  • 2011-5-31

  • 2.rar

    本附件包括：
    • Influence diagnostics for polyhazard models in the presence of covariates.pdf
    • Bathtub Shaped Failure Rate Life Distributions.pdf
  • 639.85 KB
  • 2011-1-4

  • code.zip

    本附件包括：
    • Analysis of Covariance.r
    • Block Designs.r
    • Chicago insurance example.r
    • Diagnostics.r
    • Estimation.r
    • Factorial Designs.r
    • Inference.r
    • Introduction.r
    • Missing Data.r
    • One way ANOVA.r
    • Problems with the Error.r
    • Problems with the Predictors.r
    • Shrinkage Methods.r
    • Transformation.r
    • Variable Selection.r
  • 11.29 KB
  • 2010-12-12

  • 新建 WinRAR ZIP 压缩文件.zip

    本附件包括：
    • Divorce and Child Behavior Pro.pdf
    • 2329239.pdf
    • A Cautionary Note on the Use of Information Fit Indexes in Covariance Structure Modeling With Means.pdf
    • A SAS Macro for Estimating and Visualizing Individual Growth Curves Volume 11, Issue 1 January 2004 , pages 132 – 149.pdf
    • A SAS Macro for Estimating and Visualizing Individual Growth Curves.pdf
    • Including Time-Invariant Covariates in the Latent Growth Curve Model.pdf
    • Point and Interval Estimation of Reliability for Multiple-Component Measuring Instruments via Linear Constraint Covariance Structure Modeling.pdf
    • Using an EM Covariance Matrix to Estimate Structural Equation Models With Missing Data Choosing an Adjusted Sample Size to Improve the Accuracy of Inferences .pdf
  • 10.2 MB
  • 2009-12-25

  • 高盛风险管理系列经典之作.zip

    本附件包括：
    • GS_RMS - Managing Market Exposure_Jan96.pdf
    • GS_RMS - Estimating Covariance Matrices_Jan98.pdf
    • GS_RMS - Hot Spots & Hedges_Oct96.pdf
  • 566.56 KB
  • 2009-9-13

  • 41-61.rar

    本附件包括：
    • The Impact of credit constraints on the adoption of hybrid maize in Malawi.pdf
    • SUPPLY RESPONSIVENESS OF MAIZE FARMERS IN KENYA：A FARM-LEVEL ANALYSIS.pdf
    • Modes of Land Access and Welfare Impacts in Uganda.pdf
    • Covariate Shocks and Rural Poverty in Burkina Faso.pdf
    • Chinese Regional Agricultural Productivity：1994-2005.pdf
    • Price distortions on the Hungarian raw milk market.pdf
    • The Impact of Rising Food Prices on the Poor.pdf
    • Is Micro-Finance Achieving Its Goal Among Smallholder Farmers in Africa？Empirical Evidence from Kenya Using Propensity Score Matching.pdf
    • Ambiguous jointness and multifunctionality.pdf
    • Contractual Arrangements of Traders in Chinese Wholesale Markets.pdf
    • Oligopsony Power in the Ukrainian Milk Processing Industry：Evidence from the Regional Markets for Raw Milk.pdf
    • Consumer Purchasing Behavior in Response to Media Coverage of Avian Influenza.pdf
    • Full Product Costs on Base of Farm Accountancy Data by Means of Maximum Entropy.pdf
    • Trade and Intellectual Property Rights in the Agricultural Seed Sector.pdf
    • The Choice Of Land Tenure Contracts In The Presence Of Transaction Costs In Rice Farming In West Java, Indonesia..pdf
    • International Commodity Organizations and the Governance of Global Value Chains.pdf
    • The impacts of mobile phone coverage expansion and personal networks on migration：evidence from Uganda.pdf
    • Evaluation of rural development programs after Poland’s accession to EU：regional CGE approach.pdf
    • Consumer Cohorts and Demand Systems.pdf
    • Sharp decline in the food self-sufficiency ratio in Japan and it’s future prospects.pdf
  • 4.73 MB
  • 2009-9-4

  • DCC.rar

    本附件包括：
    • Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH.pdf
    • Transmission of Liquidity Shocks_Evidence from the 2007 Subprime Crisis.pdf
    • Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns.pdf
    • Evaluating the Specification of Covariance Models for Large Portfolios.pdf
    • Fitting and Testing Vast Dimensional Time-Varying Covariance Models.pdf
    • Fitting Vast Dimensional Time-Varying Covariance Models.pdf
    • Multi-step estimation of Multivariate GARCH models.pdf
  • 3.06 MB
  • 2009-6-18

  • 264576.rar
       [推荐]诺奖获得者Robert F. Engle论文N篇

    本附件包括：
    • 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 for Regression Coefficient Stability with a Stationary AR(1) Alternative.pdf
    • Testing Price Equations for Stability Across Spectral Frequency Bands.pdf
  • 7.65 MB
  • 2008-11-7

  • 223032.rar
       【合集】100篇准备金文章

    本附件包括：
    • 用双广义线性模型预测非寿险未决赔款准备金.pdf
    • ESTIMATING THE WORKERS’ COMPENSATION TAIL RICHARD E. SHERMAN AND GORDON F. DISS .pdf
    • ESTIMATORS AND BOOTSTRAP CONFIDENCE INTERVALS FOR RUIN PROBABILITIES .pdf
    • FITTING TWEEDIE'S COMPOUND POISSON MODEL TO INSURANCE CLAIMS DATA.pdf
    • Generalized Linear Models Beyond the Exponential Family with Loss Reserve Applications.pdf
    • GLM Basic Modeling Avoiding Common Pitfalls.pdf
    • GLM III Advanced Modeling Strategy.pdf
    • IBNR FACTORS.pdf
    • IBNR Reserve Under a Loglinear Location-Scale Regression Model.pdf
    • IBNR索赔准备金均匀最小方差的无偏估计.pdf
    • Interpretations of Semi-Parametric Mixture Models.pdf
    • Largest Claims Reinsurance Premiums under Possible Claims Dependence.pdf
    • Local Mixtures and Exponential Dispersion Models.pdf
    • Loss Development Using Credibility.pdf
    • LOSS RESERVING METHODS.pdf
    • Loss Reserving Using Claim-Level Data.pdf
    • Loss Reserving with Limited Data.pdf
    • Mack_Venter.pdf
    • Measuring the Variability of Chain Ladder Reserve Estimates.pdf
    • Method of Testing Loss Reserves.pdf
    • Methods and Models of Loss Reserving Based on Run-Off Triangles_ A Unifying Survey.pdf
    • methods for IBNR.pdf
    • MODEL FOR IBNR CLAIMS.pdf
    • On the Analysis of the Truncated Generalized Poisson Distribution Using a Bayesian Method.pdf
    • On the Distribution of Discounted Loss Reserves Using Generalized Linear Models.pdf
    • On the Distribution of Discounted Loss.pdf
    • Parameter Estimation for Bornhuetter_Ferguson.pdf
    • Predictive Distributions for Reserves which Separate True IBNR.pdf
    • Refining Reserve Runoff Ranges.pdf
    • report on An approach to the analysis of claims experience in excess of loss reinsurance.pdf
    • Some remarks on IBNR evaluation techniques.pdf
    • STOCHASTIC CLAIMS INFLATION IN IBNR.pdf
    • STOCHASTIC CLAIMS RESERVING IN GENERAL INSURANCE By P. D. England and R. J. Verrall.pdf
    • Stochastic ReservingMack and Bootstrapping.pdf
    • THE ACTUARY AND IBNR.pdf
    • THE CLAIMS RESERVING PROBLEM IN NON-LIFE INSURANCE SOME STRUCTURAL IDEAS.pdf
    • The Estimation Error in the Chain-Ladder Reserving Method_A Bayesian Approach.pdf
    • The Modified Bornhuetter-Ferguson Approach To IBNR Allocation.pdf
    • The Path of the Ultimate Loss Ratio estimate..pdf
    • The Path of the Ultimate Loss Ratio Estimate.pdf
    • The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles.pdf
    • Using Claim Department Work Measurement Systems to Determine Claim Adjustment Expense Reserves.pdf
    • Variance and Covariance in Reserves Due to Inflation.pdf
    • Which Stochastic Model is Underlying the Chain Ladder Method.pdf
    • 保险公司IBNR准备金财务规定的实证研究.pdf
    • 产险业已发生已报案未决赔款准备金评估差异性实证分析.pdf
    • 非寿险责任准备金评估.pdf
    • 广义线性模型在非寿险精算中的应用及其研究进展.pdf
    • 广义线性模型在汽车保险定价的应用.pdf
    • 我国保险公司IBNR准备金的财务核算内涵.pdf
    • 修正IBNR法的算法及其简化.pdf
    • ESTIMATING THE TAILS OF LOSS SEVERITY DISTRIBUTIOINS .pdf
  • 27.06 MB
  • 2008-6-27

  • 137233.rar
       [原创]萧政的panel data 书后的部分参考文献

    本附件包括：
    • Consistent Estimates Based on Partially Consistent Observations.pdf
    • Error Components and Seemingly Unrelated Regressions.pdf
    • 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
    • Testing for Panel Cointegration with Multiple.pdf
    • The Estimation of a Simultaneous Equation Generalized Probit Model.pdf
    • A Comparative Study of Alternative Estimators in a Distributed Lag Model.pdf
    • A Conditional Probit Model for Qualitative Choice.pdf
    • A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity.pdf
    • Attrition Bias in Experimental and Panel Data The Gary Income Maintenance Experiment.pdf
  • 31.69 MB
  • 2007-7-16

  • 136806.rar
       [原创]罗默的高级宏观后的部分参考文献

    本附件包括：
    • Measuring the Cyclicality of Real Wages How Important is Composition Bias.pdf
    • Money-Wage Dynamics and Labor-Market Equilibrium.pdf
    • The Prewar Business Cycle Reconsidered New Estimates of Gross National Product, 1869-1908.pdf
    • The Relation between Unemployment and the Rate of Change of Money Wage Rates in the United Kingdom, 1861-1957.pdf
    • The Role of Monetary Policy.pdf
    • A General Equilibrium Approach To Monetary Theory.pdf
    • A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix.pdf
    • Credit Conditions and the Cyclical Behavior of Inventories.pdf
    • Credit, Money, and Aggregate Demand.pdf
    • Financial Intermediaries and the Effectiveness of Monetary Controls.pdf
    • Menu Costs and the Neutrality of Money.pdf
    • Temporary Taxes as Macro-Economic Stabilizers.pdf
    • An Equilibrium Model of the Business Cycle.pdf
    • International Evidence on Output-Inflation Tradeoffs.pdf
    • Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule.pdf
  • 23.47 MB
  • 2007-7-14

  • 116940.rar
       Matlab的一些金融应用

    本附件包括：
    • Black-Scholes Option Value.zip
    • Kernel Regression Toolbox 1.0.zip
    • Technical Analysis Tool.zip
    • Covariance Tools 1.0a.zip
    • parameter estimation of 1-F interest rate.rar
    • Interactive Efficient Frontier Viewer.zip
    • Mortgage Calculator.zip
    • PlotMeTheGreeks.zip
    • riskcalc.zip
  • 175.23 KB
  • 2007-5-15

  • 104025.rar
       [讨论]Stata中covariences的计算

    本附件包括：
    • Stata.doc
  • 86.39 KB
  • 2007-3-30

  • 102368.pdf
       [下载]SAS内部资料，Analysis of CoVar 与混合模型

  • 444.25 KB
  • 2007-3-24

  • 48583.pdf
       Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure

  • 1.25 MB
  • 2006-4-15

  • 41927.rar
       Fama 老头的新世纪 论文四篇（2000-2004）

    本附件包括：
    • (2001)-Disappearing dividends-- changing firm characteristics or lower propensity to pay.pdf
    • (2002)-The Equity Premium.pdf
    • (2004)-Financing decisions-- who issues stock.pdf
    • (2004)-New lists-- Fundamentals and survival rates.pdf
    • (2000)-Characteristics, Covariances, and Average Returns-- 1929 to 1997.pdf
  • 4.85 MB
  • 2006-3-6

  • 25773.rar
       Journal of Econometrics Vol 95 2000

    本附件包括：
    • A numerically stable quadrature procedure for the one-factor random-component discrete choice model.pdf
    • Bayesian analysis of ARMA–GARCH models-- A Markov chain sampling approach.pdf
    • Conference Paper.pdf
    • Cross-sectional aggregation of non-linear models.pdf
    • Detection of change in persistence of a linear time series.pdf
    • Econometrics and decision theory.pdf
    • Editorial.pdf
    • Empirically relevant critical values for hypothesis tests-- A bootstrap approach.pdf
    • Estimating the density of unemployment duration based on contaminated samples or small samples.pdf
    • Estimation of a censored regression panel data model using conditional moment restrictions efficiently.pdf
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