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  • trend following.rar

    本附件包括：
    • Journal of Econometrics Volume 99 issue 2 2000 [doi 10.1016%2Fs0304-4076%2800%2900028-2] D.S.G. Pollock -- Trend estimation and de-trending via rational square-wave filters.pdf
    • Stop-Losses-v8.pdf
    • Trend Following Trading Strategies Oct 17 2014.pdf
    • pricedynamics.pdf
    • Quantitative Finance Volume 3 issue 6 2003 [doi 10.1088%2F1469-7688%2F3%2F6%2Fm03] James, Jessica -- Robustness of simple trend-following strategies.pdf
  • 1.36 MB
  • 2017-10-20

  • 307797.rar
       [下载]国际权威期刊journal of Econometrics2009年1月文章

  • 4.42 MB
  • 2009-3-25

  • 264937.pdf
       Papers on Journal of Econometrics, (October 2008)

  • 1.81 MB
  • 2008-11-9

  • 264936.pdf
       Papers on Journal of Econometrics, (October 2008)

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  • 2008-11-9

  • 264935.pdf
       Papers on Journal of Econometrics, (October 2008)

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  • 2008-11-9

  • 264933.pdf
       Papers on Journal of Econometrics, (October 2008)

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  • 2008-11-9

  • 264932.pdf
       Papers on Journal of Econometrics, (October 2008)

  • 510.75 KB
  • 2008-11-9

  • 264926.pdf
       Papers on Journal of Econometrics, (October 2008)

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  • 2008-11-9

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       Papers on Journal of Econometrics, (October 2008)

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  • 2008-11-9

  • 264923.pdf
       Papers on Journal of Econometrics, (October 2008)

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  • 2008-11-9

  • 264922.pdf
       Papers on Journal of Econometrics, (October 2008)

  • 977.63 KB
  • 2008-11-9

  • 264921.pdf
       Papers on Journal of Econometrics, (October 2008)

  • 358.86 KB
  • 2008-11-9

  • 264919.pdf
       Papers on Journal of Econometrics, (October 2008)

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  • 2008-11-9

  • 264918.pdf
       Papers on Journal of Econometrics, (October 2008)

  • 268.46 KB
  • 2008-11-9

  • 253047.zip
       [下载]Kim04-08的相关论文

    本附件包括：
    • 2007jmcb.pdf
    • 2007_jmcb_kim_piger_startz.pdf
    • 2006JEF.pdf
    • 2006_JME_kim_Nelson.pdf
    • 2006_economics_letters.pdf
    • 2005_Journal of applied econometrics.pdf
    • 2005_jbes.pdf
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    • 2004_Journal of econometrics.pdf
    • 2004_JMCB.pdf
    • 2008kim_kim_kim_BOK.pdf
    • 2008jae.pdf
    • 2008_pacific_Econ_Rev.pdf
    • 2008_Kim_morley_piger_JAE.pdf
  • 10.65 MB
  • 2008-10-5

  • 231986.pdf
       [求助]求Journal of Econometrics文献一篇

  • 1.14 MB
  • 2008-7-30

  • 209026.pdf
       [求助]求一篇Journal of Econometrics的早期文章

  • 1.26 MB
  • 2008-4-29

  • 201085.pdf
       [求助] 继续求Journal of Econometrics 上一文

  • 1005.26 KB
  • 2008-3-26

  • 169761.rar
       [原创][下载]Journal of Econometrics-Volume 141, Issue 2, Pages 323-1420 (December 2007)

    本附件包括：
    • 19.A consistent characteristic function-based test for conditional independence.pdf
    • 20.A goodness-of-fit test for ARCH(∞) models.pdf
    • 21.Modelling security market events in continuous time- Intensity based, multivariate point process models.pdf
    • 22.Asymptotics for duration-driven long range dependent processes.pdf
    • 23.An adaptive empirical likelihood test for parametric time series regression models.pdf
    • 24.A goodness-of-fit test for ARCH models.pdf
    • 25.Discrete time duration models with group-level heterogeneity.pdf
    • 26.Income distribution and inequality measurement- The problem of extreme values.pdf
    • 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
    • 34.Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese Yuan.pdf
    • 35.Inverse probability weighted estimation for general missing data problems.pdf
    • 36.A simple, robust and powerful test of the trend hypothesis.pdf
    • 38.Nonstationarity-extended local Whittle estimation.pdf
    • 37.A theory of robust long-run variance estimation.pdf
    • 39.Efficient high-dimensional importance sampling.pdf
    • 40.Corrigendum to The pseudo-true score encompassing test for non-nested hypotheses.pdf
    • 41.The large sample behaviour of the generalized method of moments estimator in misspecified models.pdf
    • 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
    • 3.Instrumental variable estimation based on conditional median restriction.pdf
    • 4.Generalized R-estimators under conditional heteroscedasticity.pdf
    • 5.Incidental trends and the power of panel unit root tests.pdf
    • 6.Non-parametric estimation of sequential english auctions.pdf
    • 7.On the uniqueness of optimal prices set by monopolistic sellers.pdf
    • 8.On the second-order properties of empirical likelihood with moment restrictions.pdf
    • 9.Contemporaneous threshold autoregressive models- Estimation, testing and forecasting.pdf
    • 10.Efficient tests of the seasonal unit root hypothesis.pdf
    • 11.Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach.pdf
    • 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
    • 18.Endogenous selection or treatment model estimation.pdf
  • 13.96 MB
  • 2007-11-3

  • 162989.pdf
       求Journal of econometrics上一结构突变文献

  • 663.01 KB
  • 2007-10-9

  • 116046.rar
       Journal of Econometrics 2007 vol 138

    本附件包括：
    • Information measures for generalized gamma family.pdf
    • Reconciling introspective utility with revealed preference Experimental arguments based on prospect theory.pdf
    • A pair-wise approach to testing for output and growth convergence.pdf
    • Approximately normal tests for equal predictive accuracy in nested models.pdf
    • Smoothly mixing regressions.pdf
    • Seasonality and non-linear price effects in scanner-data-based market-response models.pdf
    • Product attributes and models of multiple discreteness.pdf
    • Measuring volatility with the realized range.pdf
    • No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise Theory and testable distributional implications.pdf
    • Unit root log periodogram regression.pdf
    • Natural conjugate priors for the instrumental variables regression model applied to the Angrist–Krueger data.pdf
    • The zero-information-limit condition and spurious inference in weakly identified models.pdf
    • Testing with many weak instruments.pdf
    • Generalizing the standard product rule of probability theory and Bayes's Theorem.pdf
    • Progress and challenges in econometrics.pdf
    • Some aspects of the history of Bayesian information processing.pdf
    • Information optimality and Bayesian modelling.pdf
    • Efficient information theoretic inference for conditional moment restrictions.pdf
    • On the efficient use of the informational content of estimating equations Implied probabilities and Euclidean empirical likelihood.pdf
    • Information in generalized method of moments estimation and entropy-based moment selection.pdf
    • Estimation and inference in the case of competing sets of estimating equations.pdf
    • GMM estimation of a maximum entropy distribution with interval data.pdf
    • A versatile and robust metric entropy test of time-reversibility, and other hypotheses.pdf
  • 11.07 MB
  • 2007-5-12

  • 116000.rar
       Journal of Econometrics 2007 vol 138

    本附件包括：
    • Information measures for generalized gamma family.pdf
    • Reconciling introspective utility with revealed preference Experimental arguments based on prospect theory.pdf
    • A pair-wise approach to testing for output and growth convergence.pdf
    • Approximately normal tests for equal predictive accuracy in nested models.pdf
    • Smoothly mixing regressions.pdf
    • Seasonality and non-linear price effects in scanner-data-based market-response models.pdf
    • Product attributes and models of multiple discreteness.pdf
    • Measuring volatility with the realized range.pdf
    • No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise Theory and testable distributional implications.pdf
    • Unit root log periodogram regression.pdf
    • Natural conjugate priors for the instrumental variables regression model applied to the Angrist–Krueger data.pdf
    • The zero-information-limit condition and spurious inference in weakly identified models.pdf
    • Testing with many weak instruments.pdf
    • Generalizing the standard product rule of probability theory and Bayes's Theorem.pdf
    • Progress and challenges in econometrics.pdf
    • Some aspects of the history of Bayesian information processing.pdf
    • Information optimality and Bayesian modelling.pdf
    • Efficient information theoretic inference for conditional moment restrictions.pdf
    • On the efficient use of the informational content of estimating equations Implied probabilities and Euclidean empirical likelihood.pdf
    • Information in generalized method of moments estimation and entropy-based moment selection.pdf
    • Estimation and inference in the case of competing sets of estimating equations.pdf
    • GMM estimation of a maximum entropy distribution with interval data.pdf
    • A versatile and robust metric entropy test of time-reversibility, and other hypotheses.pdf
  • 11.07 MB
  • 2007-5-12

  • 110623.rar
       [下载]Journal of Econometrics Volume: 138 最新

  • 8.56 MB
  • 2007-4-23

  • 110621.rar
       [下载]Journal of Econometrics Volume: 138 最新

  • 8.56 MB
  • 2007-4-23

  • 51766.rar
       [分享]Journal of Econometrics（2005）

  • 5.68 MB
  • 2006-5-7

  • 51765.rar
       [分享]Journal of Econometrics（2005）

  • 3.51 MB
  • 2006-5-7

  • 51764.rar
       [分享]Journal of Econometrics（2005）

  • 1.93 MB
  • 2006-5-7

  • 51763.rar
       [分享]Journal of Econometrics（2005）

  • 2.21 MB
  • 2006-5-7

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       [分享]Journal of Econometrics（2005）

  • 1.93 MB
  • 2006-5-7

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       [分享]Journal of Econometrics（2005）

  • 1.83 MB
  • 2006-5-7

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       [分享]Journal of Econometrics（2005）

  • 1.88 MB
  • 2006-5-7

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  • 3.78 MB
  • 2006-5-7

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  • 4.35 MB
  • 2006-5-7

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       [分享]Journal of Econometrics（2005）

  • 2.33 MB
  • 2006-5-7

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       Journal of Econometrics117（2003）

  • 4.18 MB
  • 2006-1-26

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       Journal of Econometrics118（2004）

  • 3.82 MB
  • 2006-1-26

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       Journal of Econometrics 119（2004）

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  • 2006-1-26

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       [下载]Journal of Econometrics （1998）

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  • 2006-1-25

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       [下载]Journal of Econometrics （1998）

  • 27.72 MB
  • 2006-1-25

  • 38266.rar
       [下载]Journal of Econometrics （1998）

  • 17.22 MB
  • 2006-1-25

  • 38255.rar
       Journal of Econometrics 120(2004)

  • 2.21 MB
  • 2006-1-25

  • 38254.rar
       Journal of Econometrics 121（2004）

  • 4.29 MB
  • 2006-1-25

  • 38251.rar
       Journal of Econometrics 122（2004）

  • 5.06 MB
  • 2006-1-24

  • 38250.rar
       Journal of Econometrics 123（2004）

  • 4.93 MB
  • 2006-1-24

  • 38244.rar
       Journal of Econometrics 124(2005)

  • 6.52 MB
  • 2006-1-24

  • 38241.rar
       Journal of Econometrics 125(2005)

  • 3.63 MB
  • 2006-1-24

  • 38208.rar
       Journal of Econometrics 126

  • 2.51 MB
  • 2006-1-24

  • 28702.rar
       [下载]Journal of Econometrics 2000

    本附件包括：
    • Pages 255-289.pdf
    • Pages 291-315.pdf
    • Pages 317-334.pdf
    • Pages 335-345.pdf
    • Pages 347-348.pdf
    • Pages 349-372.pdf
    • Pages 373-386.pdf
    • Index.pdf
    • Pages 1-38.pdf
    • Pages 39-61.pdf
    • Pages 63-106.pdf
    • Pages 107-137.pdf
    • Pages 139-171.pdf
    • Pages 173-193.pdf
    • Pages 195-223.pdf
    • Pages 225-253.pdf
  • 3.05 MB
  • 2005-9-28

  • 28701.rar
       [下载]Journal of Econometrics 2000

    本附件包括：
    • Pages 365-383.pdf
    • Index.pdf
    • Pages 1-25.pdf
    • Pages 27-46.pdf
    • Pages 47-79.pdf
    • Pages 81-106.pdf
    • Pages 107-127.pdf
    • Pages 129-161.pdf
    • Pages 163-185.pdf
    • Pages 187-202.pdf
    • Pages 203-223.pdf
    • Pages 225-255.pdf
    • Pages 257-281.pdf
    • Pages 283-316.pdf
    • Pages 317-334.pdf
    • Pages 335-363.pdf
  • 3.17 MB
  • 2005-9-28

  • 28700.rar
       [下载]Journal of Econometrics 2000

    本附件包括：
    • Pages 207-225.pdf
    • Pages 227-259.pdf
    • Pages 261-291.pdf
    • Pages 293-343.pdf
    • Pages 345-364.pdf
    • Pages 365-381.pdf
    • Index.pdf
    • Pages 1-23.pdf
    • Pages 25-50.pdf
    • Pages 51-91.pdf
    • Pages 93-115.pdf
    • Pages 117-144.pdf
    • Pages 145-177.pdf
    • Pages 179-188.pdf
    • Pages 189-202.pdf
  • 2.57 MB
  • 2005-9-28

  • 28696.rar
       [下载]Journal of Econometrics 2000

    本附件包括：
    • Pages 93-115.pdf
    • Pages 117-143.pdf
    • Pages 145-180.pdf
    • Pages 181-238.pdf
    • Pages 239-276.pdf
    • Pages 277-318.pdf
    • Pages 1-7.pdf
    • Pages 9-51.pdf
    • Pages 53-92.pdf
  • 12.43 MB
  • 2005-9-28

  • 26950.rar
       [推荐]最新 Journal of Econometrics Volume: 128 免费！！

  • 2.03 MB
  • 2005-9-17

  • 25776.rar
       Journal of Econometrics Vol 96 2000

    本附件包括：
    • A simple framework for nonparametric specification testing.pdf
    • An empirical analysis of earnings dynamics among men in the PSID-- 1968–1989.pdf
    • Duration dependence and nonparametric heterogeneity-- A Monte Carlo study.pdf
    • Efficiency results of MLE and GMM estimation with sampling weights.pdf
    • Efficient estimation of binary choice models under symmetry.pdf
    • Estimating the rational expectations model of speculative storage.pdf
    • Index.pdf
    • Moments of Markov switching models.pdf
    • Nonparametric inference on structural breaks.pdf
    • On simulated EM algorithms.pdf
    • Reconsidering the continuous time limit of the GARCH(1, 1) process.pdf
    • Semiparametric identification and heterogeneity in discrete choice dynamic programming models.pdf
    • Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes.pdf
    • The spurious regression of fractionally integrated processes.pdf
  • 4.22 MB
  • 2005-9-9

  • 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
    • Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics.pdf
    • Identification problems and decisions under ambiguity-- treatment response and choice.pdf
    • Index.pdf
    • Internet-based econometric computing.pdf
    • On the sensitivity of the usual t- and F-tests to covariance misspecification.pdf
    • Rank estimation of a generalized fixed-effects regression model.pdf
    • Testing for the cointegrating rank of a VAR process with a time trend.pdf
    • Testing time reversibility without moment restrictions.pdf
    • The econometric consequences of the ceteris paribus condition in economic theory.pdf
    • The incidental parameter problem since 1948.pdf
    • Unit root tests in the presence of uncertainty about the non-stochastic trend.pdf
    • Using a likelihood perspective to sharpen econometric discourse-- Three examples.pdf
  • 3.35 MB
  • 2005-9-9

  • 25619.rar
       [下载]Journal of Econometrics ,Volume 126, Issue 2, Pages 233-588 (June 2005)

    本附件包括：
    • sdarticle(6).pdf
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  • 5.17 MB
  • 2005-9-8

  • 25618.rar
       [下载]Journal of Econometrics,Volume 127, Issue 1, Pages 1-129 (July 2005)

    本附件包括：
    • sdarticle(7).pdf
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  • 1.93 MB
  • 2005-9-8

  • 25021.rar
       [下载]Journal of Econometrics ,Volume 127, Issue 2, Pages 131-253 (August 2005)

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    • sdarticle(5).pdf
    • sdarticle(2).pdf
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  • 2.03 MB
  • 2005-9-3

  • 24952.rar
       [下载][贴图]Journal of Econometrics,Volume 128, Issue 1, Pages 1-194 (September 2005)

    本附件包括：
    • sdarticle(5).pdf
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  • 2005-9-2

  • 24951.rar
       [下载] Journal of Econometrics,Volume 128, Issue 2, Pages 195-326 (October 2005)

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    • sdarticle.pdf
    • sdarticle(2).pdf
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    • sdarticle(4).pdf
    • sdarticle(5).pdf
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  • 2.03 MB
  • 2005-9-2

  • 17684.rar
       [分享]journal of econometrics 2001 文献下载

  • 7.96 MB
  • 2005-6-24

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       [分享]journal of econometrics 2001 文献下载

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  • 2005-6-24

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  • 2005-6-10

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  • 2005-6-8

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