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  • Quantile regression.zip
       分位数回归(Quantile regression)书籍

    本附件包括：
    • Handbook of Quantile Regression_Roger Koenker, Victor Chernozhukov, Xuming He, Limin Peng.pdf
    • Quantile Regression_ Theory and Applications_Cristina Davino, Marilena Furno, Domenico Vistocco.pdf
    • Quantile Regression_Roger Koenker.pdf
    • Quantile regression_ estimation and simulation_Davino, Cristina; Furno, Marilena; Vistocco, Domenico.pdf
  • 47.68 MB
  • 2024-5-11

  • 【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

  • 【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

  • Taylor_&_Francis_Articles(15Aug2022).zip

    本附件包括：
    • 01-Nonparametric quantile regression with missing data using local estimating equations.pdf
  • 1.24 MB
  • 2022-8-15

  • 【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

  • moremata.zip

    本附件包括：
    • moremata14_source.hlp
    • mf_mm_root.hlp
    • mf_mm_ddens.hlp
    • mf_mm_sort.hlp
    • lmoremata11.mlib
    • mf_mm_ecdf.hlp
    • lmoremata.mlib
    • mf_mm_rbinomial.hlp
    • mf_mm_expand.hlp
    • mf_mm_integrate.hlp
    • stata.toc
    • lmoremata10.mlib
    • mf_mm_ls.hlp
    • mf_mm_prod.hlp
    • mf_mm_pieces.hlp
    • moremata11_source.hlp
    • mf_mm_mgof.hlp
    • mf_mm_strexpand.hlp
    • mf_mm_callf.hlp
    • mf_mm_invtokens.hlp
    • mf_mm_kern.hlp
    • mf_mm_matlist.hlp
    • moremata.pkg
    • readme.txt
    • mf_mm_panels.hlp
    • mf_mm_freq.hlp
    • mf_mm_colvar.hlp
    • mf_mm_gini.hlp
    • mf_mm_hdq.hlp
    • mf_mm_collapse.hlp
    • mf_mm_group.hlp
    • mf_mm_seq.hlp
    • mf_mm_ipolate.hlp
    • mf_mm_posof.hlp
    • mf_mm_density.sthlp
    • mf_mm_nobs.hlp
    • mf_mm_plot.hlp
    • mf_mm_cut.hlp
    • mf_mm_realofstr.hlp
    • mf_mm_sqrt.hlp
    • mf_mm_hl.hlp
    • mf_mm_isconstant.hlp
    • mf_mm_mloc.hlp
    • mf_mm_ebalance.sthlp
    • mf_mm_diff.hlp
    • moremata10_source.hlp
    • mf_mm_ranks.hlp
    • mf_mm_areg.hlp
    • mf_mm_relrank.hlp
    • mf_mm_which.hlp
    • mf_mm_jk.hlp
    • mf_mm_benford.hlp
    • mf_mm_ebal.sthlp
    • mf_mm_quantile.hlp
    • moremata_source.hlp
    • mf_mm_insheet.hlp
    • mf_mm_nunique.hlp
    • mf_mm_nrroot.hlp
    • mf_mm_sample.hlp
    • lmoremata14.mlib
    • mf_mm_minim.hlp
    • mf_mm_cauchy.hlp
    • mf_mm_histogram.hlp
    • mf_mm_locate.hlp
    • mf_mm_unorder2.hlp
    • mf_mm_clip.hlp
    • mf_mm_cond.hlp
    • moremata.hlp
    • mf_mm_polint.hlp
    • mf_mm_finvert.hlp
    • mf_mm_wbal.sthlp
    • mf_mm_greedy.hlp
    • mf_mm_aqreg.hlp
    • mf_mm_linbin.hlp
    • mf_mm_bs.hlp
    • mf_mm_regexr.hlp
    • mf_mm_subset.hlp
    • mf_mm_colrunsum.hlp
    • mf_mm_qr.sthlp
  • 349.88 KB
  • 2021-12-8

  • BVAR模型matlab代码及详解.zip

    本附件包括：
    • bernoullirnd.m
    • BVAR_FULL.m
    • bvardgp.m
    • bvar模型matlab代码详解.pdf
    • gamm_rnd.m
    • impulse.m
    • mlag2.m
    • mvnpdf.m
    • prior_hyper.m
    • quantile.m
    • results_indep_normal_wishart.mat
    • results_SSVS_full.mat
    • wish.m
    • ydata.mat
    • yearlab.dat
    • Yraw.dat
  • 36.18 MB
  • 2021-11-28

  • BVAR_FULL.zip

    本附件包括：
    • bernoullirnd.m
    • BVAR_FULL.m
    • bvardgp.m
    • bvar模型matlab代码详解.pdf
    • gamm_rnd.m
    • impulse.m
    • mlag2.m
    • mvnpdf.m
    • prior_hyper.m
    • quantile.m
    • results_indep_normal_wishart.mat
    • results_SSVS_full.mat
    • wish.m
    • ydata.mat
    • yearlab.dat
    • Yraw.dat
  • 36.18 MB
  • 2021-11-28

  • moremata.zip
       moremata命令缺少的命令包，放在stata/ado/updates里面就可以了

    本附件包括：
    • moremata14_source.hlp
    • mf_mm_root.hlp
    • mf_mm_ddens.hlp
    • mf_mm_sort.hlp
    • lmoremata11.mlib
    • mf_mm_ecdf.hlp
    • lmoremata.mlib
    • mf_mm_rbinomial.hlp
    • mf_mm_expand.hlp
    • mf_mm_integrate.hlp
    • stata.toc
    • lmoremata10.mlib
    • mf_mm_prod.hlp
    • mf_mm_pieces.hlp
    • moremata11_source.hlp
    • mf_mm_mgof.hlp
    • mf_mm_strexpand.hlp
    • mf_mm_callf.hlp
    • mf_mm_invtokens.hlp
    • mf_mm_kern.hlp
    • mf_mm_matlist.hlp
    • moremata.pkg
    • readme.txt
    • mf_mm_panels.hlp
    • mf_mm_freq.hlp
    • mf_mm_colvar.hlp
    • mf_mm_gini.hlp
    • mf_mm_collapse.hlp
    • mf_mm_group.hlp
    • mf_mm_seq.hlp
    • mf_mm_ipolate.hlp
    • mf_mm_posof.hlp
    • mf_mm_density.sthlp
    • mf_mm_nobs.hlp
    • mf_mm_plot.hlp
    • mf_mm_cut.hlp
    • mf_mm_realofstr.hlp
    • mf_mm_sqrt.hlp
    • mf_mm_hl.hlp
    • mf_mm_isconstant.hlp
    • mf_mm_mloc.hlp
    • mf_mm_diff.hlp
    • moremata10_source.hlp
    • mf_mm_ranks.hlp
    • mf_mm_relrank.hlp
    • mf_mm_which.hlp
    • mf_mm_jk.hlp
    • mf_mm_benford.hlp
    • mf_mm_ebal.sthlp
    • mf_mm_quantile.hlp
    • moremata_source.hlp
    • mf_mm_insheet.hlp
    • mf_mm_nunique.hlp
    • mf_mm_nrroot.hlp
    • mf_mm_sample.hlp
    • lmoremata14.mlib
    • mf_mm_minim.hlp
    • mf_mm_cauchy.hlp
    • mf_mm_histogram.hlp
    • mf_mm_locate.hlp
    • mf_mm_unorder2.hlp
    • mf_mm_clip.hlp
    • mf_mm_cond.hlp
    • moremata.hlp
    • mf_mm_polint.hlp
    • mf_mm_finvert.hlp
    • mf_mm_greedy.hlp
    • mf_mm_linbin.hlp
    • mf_mm_bs.hlp
    • mf_mm_regexr.hlp
    • mf_mm_subset.hlp
    • mf_mm_colrunsum.hlp
  • 288.14 KB
  • 2021-9-9

  • applied_micro_methods(2).zip

    本附件包括：
    • Errors in the Dependent Variable of Quantile Regression Models.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
    • Network and Panel Quantile Effects via Distribution Regression..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
    • Econometric Methods for Program Evaluation.pdf
    • Efficient Estimation for Staggered Rollout Designs.pdf
    • Estimating Dynamic Treatment Effects in Event Studies with Heterogeneous Treatment Effect.pdf
    • External Validity in Fuzzy Regression Discontinuity Designs.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
    • 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
    • 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

  • applied_micro_methods(1).zip

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

  • Koenker R. - Censored Quantile Regression Redux + Code.rar

    本附件包括：
    • v27i06.pdf
    • v27i06-simulations-fig3.zip
    • v27i06-simulations-tab1.zip
    • v27i06-simulations.zip
    • v27i06.R.zip
  • 7.57 MB
  • 2020-7-1

  • 252-1117-1-SP.zip
       model

    本附件包括：
    • TVP_VAR_MH_final_corrected_dec13.m
    • TVP_VAR_MH_Prior_final.m
    • TVP_VAR_MH_revised_main.m
    • vare.m
    • wish.m
    • apm.m
    • beta_inv.m
    • beta_pdf.m
    • bfgsi.m
    • carter_kohn_hom2.m
    • carter_kohn1.m
    • chis_prb.m
    • coda.m
    • convcheck.m
    • corrvc.m
    • csminit.m
    • csminwel.m
    • csolve.m
    • Data_US_Q.mat
    • draw_alpha_a_MH_constant.m
    • draw_alpha_a_MH_TVP.m
    • draw_alpha_a_MH_TVP_dec13.m
    • draw_beta_conditional.m
    • draw_beta_conditional_constant.m
    • draw_beta_conditional_hierarchical.m
    • draw_beta_conditional_lr.m
    • draw_beta_conditional_reparametrized.m
    • draw_beta_conditional_single.m
    • draw_sigma_constant.m
    • draw_sigma_constant_corrected.m
    • draw_sigma_TVP.m
    • draw_sigma_TVP_corrected.m
    • draw_sigma_TVP_corrected_GARCH.m
    • draw_sigma_TVP_corrected_GARCH2.m
    • draw_sign_restrictions.m
    • empquant.m
    • Example.m
    • exp_approx.m
    • fdis_prb.m
    • g1.mat
    • H.dat
    • ident_SZ06_alt.prn
    • indtest.m
    • inv_wishpdf.m
    • keep.m
    • logdet.m
    • loglike_svar_AB.m
    • mcest.m
    • mctest.m
    • MDD_TVP_SVAR_Harmonic_final.m
    • mlag.m
    • mlag2.m
    • momentg.m
    • mprint.m
    • mvnpdf.m
    • mvnrnd.m
    • norm_rnd.m
    • numgrad.m
    • ols.m
    • ppnd.m
    • prior_ML_final_40_2_1_2_1_20_0.mat
    • prt_coda.m
    • quantile.m
    • raftery.m
    • Readme.xlsx
    • round2.m
    • sacf.m
    • tdis_inv.m
    • tdis_prb.m
    • thin.m
    • transx.m
    • trimr.m
    • TVP_VAR_MH_Figures_final.m
    • TVP_VAR_MH_final.m
    • TVP_VAR_MH_final_corrected.m
    • Supplementary.pdf
    • paper.pdf
  • 875.88 KB
  • 2020-5-25

  • 文章精华系列数据和do file.zip

    本附件包括：
    • heckman two-stage data.dta
    • oxaca.dta
    • panel data.dta
    • psm data.dta
    • quantile regression dataset.dta
    • RDD data.dta
    • 两篇文章的完整do file.do
  • 639.5 KB
  • 2020-3-6

  • moremata.zip
       moremata.zip 安装包

    本附件包括：
    • moremata14_source.hlp
    • mf_mm_root.hlp
    • lmoremata11.mlib
    • mf_mm_ecdf.hlp
    • lmoremata.mlib
    • mf_mm_rbinomial.hlp
    • mf_mm_expand.hlp
    • mf_mm_integrate.hlp
    • stata.toc
    • lmoremata10.mlib
    • mf_mm_pieces.hlp
    • moremata11_source.hlp
    • mf_mm_mgof.hlp
    • mf_mm_strexpand.hlp
    • mf_mm_callf.hlp
    • mf_mm_invtokens.hlp
    • mf_mm_kern.hlp
    • mf_mm_matlist.hlp
    • moremata.pkg
    • readme.txt
    • mf_mm_panels.hlp
    • mf_mm_freq.hlp
    • mf_mm_colvar.hlp
    • mf_mm_gini.hlp
    • mf_mm_collapse.hlp
    • mf_mm_ipolate.hlp
    • mf_mm_posof.hlp
    • mf_mm_nobs.hlp
    • mf_mm_plot.hlp
    • mf_mm_cut.hlp
    • mf_mm_realofstr.hlp
    • mf_mm_sqrt.hlp
    • mf_mm_isconstant.hlp
    • moremata10_source.hlp
    • mf_mm_which.hlp
    • mf_mm_jk.hlp
    • mf_mm_benford.hlp
    • mf_mm_ebal.sthlp
    • mf_mm_quantile.hlp
    • moremata_source.hlp
    • mf_mm_insheet.hlp
    • mf_mm_nunique.hlp
    • mf_mm_nrroot.hlp
    • mf_mm_sample.hlp
    • lmoremata14.mlib
    • mf_mm_cauchy.hlp
    • mf_mm_histogram.hlp
    • mf_mm_locate.hlp
    • mf_mm_unorder2.hlp
    • mf_mm_cond.hlp
    • moremata.hlp
    • mf_mm_polint.hlp
    • mf_mm_finvert.hlp
    • mf_mm_greedy.hlp
    • mf_mm_linbin.hlp
    • mf_mm_bs.hlp
    • mf_mm_regexr.hlp
    • mf_mm_subset.hlp
    • mf_mm_colrunsum.hlp
  • 188.8 KB
  • 2020-1-21

  • Granger-causality in quantiles.zip
       分位数格兰杰因果检验

    本附件包括：
    • Renewable energy, oil prices, and economic activity - Granger.pdf
  • 585.03 KB
  • 2019-10-23

  • Data Set.zip

    本附件包括：
    • QuantilesInterpolation.m
    • Readme.pdf
    • VulnerabilityReadData.m
    • VulnerabilityExploratory.m
    • VulnerabilityBands.m
    • VulnerabilityMain.m
    • VulnerabilityOutOfSample.m
    • VulnerabilityAlternativeApproaches.m
    • VulnerabilityAlternativeOutOfSample.m
    • VulnerabilityAlternativeMeasures.m
    • DataVulnerability.xls
    • DataVulnerability.mat
    • DataVulnerabilityAppendix.xls
    • DataVulnerabilityAppendix.mat
    • PlotPredictiveTS.m
    • PlotQRbands.m
    • printpdf.m
    • QRboot.m
    • rq.m
    • Step2match.m
    • ResMatch_H1.mat
    • ResMatch_H4.mat
    • ResOOS_H1.mat
    • ResOOS_H4.mat
    • ResAlternativeOOS_H1.mat
    • ResAlternativeOOS_H4.mat
  • 17.65 MB
  • 2019-4-17

  • Quantile processes with statistical applications .rar
       有关分位数的随机过程

    本附件包括：
    • A Preliminary Study of Quantile Processes.pdf
    • A Weak Convergence of the Normed Sample Quantile Process.pdf
    • On the Approximation of Quantile Processes by Kiefer Processes.pdf
    • 10.1137@1.9781611970289.ch10.pdf
    • 10.1137@1.9781611970289.ch5.pdf
    • 10.1137@1.9781611970289.ch3.pdf
    • 10.1137@1.9781611970289.ch4.pdf
    • 10.1137@1.9781611970289.ch6.pdf
    • 10.1137@1.9781611970289.ch7.pdf
    • 10.1137@1.9781611970289.ch8.pdf
    • 10.1137@1.9781611970289.ch9.pdf
  • 5.88 MB
  • 2018-10-23

  • Quantile Regression 40 Years On.rar

    本附件包括：
    • Quantile Regression 40 Years On.pdf
  • 531.25 KB
  • 2018-10-8

  • Quantile Regression.rar

    本附件包括：
    • Quantile Regression.pdf
  • 694.85 KB
  • 2016-11-15

  • wooldridge_35slides.zip

    本附件包括：
    • slides_1_intro.pdf
    • slides_10_sems2.pdf
    • slides_11_linpanel1.pdf
    • slides_12_linpanel2.pdf
    • slides_13_linpanel3.pdf
    • slides_14_nonlin.pdf
    • slides_15_mle.pdf
    • slides_16_binary.pdf
    • slides_17_multinomial.pdf
    • slides_18_tobit.pdf
    • slides_19_twopart.pdf
    • slides_2_lincrossols.pdf
    • slides_20_quantile.pdf
    • slides_21_qmle.pdf
    • slides_22_mindist.pdf
    • slides_23_count.pdf
    • slides_24_fractional.pdf
    • slides_25_censor.pdf
    • slides_26_select_heck.pdf
    • slides_27_select_ipw.pdf
    • slides_28_select_panel.pdf
    • slides_29_stratified.pdf
    • slides_3_lincrossiv.pdf
    • slides_30_cluster.pdf
    • slides_31_ate_uncon.pdf
    • slides_32_ate_iv.pdf
    • slides_33_ate_regdisc.pdf
    • slides_34_durat.pdf
    • slides_35_nonpar.pdf
    • slides_4_controlfuncs.pdf
    • slides_5_systemols.pdf
    • slides_6_systemgls.pdf
    • slides_7_systemexamples.pdf
    • slides_8_systemiv.pdf
    • slides_9_sems1.pdf
  • 4.45 MB
  • 2016-9-25

  • Counterfactual decomposition of changes in wage distributions using quantile reg.zip

    本附件包括：
    • Counterfactual decomposition of changes in wage distributions using quantile regression.pdf
  • 175.52 KB
  • 2016-7-22

  • 11rqpd.docx
       Regression Quantiles for panel data (longitudinal data)

  • 19.27 KB
  • 2016-5-20

  • Bayesian semiparametric additive quantile regression.rar

    本附件包括：
    • Bayesian semiparametric additive quantile regression.pdf
  • 1.49 MB
  • 2015-12-28

  • all.rar
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    本附件包括：
    • A spatiotemporal quantile regression model for emergency department expenditures.pdf
    • Beyond mean regression.pdf
    • Bayesian semiparametric additive quantile regression.pdf
  • 5.35 MB
  • 2015-12-28

  • Reexamining0948fj58.pdf
       Reexamining Determinants of FDI Using Dynamic Panel Quantile Regression Analysis: Evidence of Korea

  • 350.63 KB
  • 2015-11-17

  • Quantile Processes with Statistical Applications.rar
       djvu format

    本附件包括：
    • Quantile Processes with Statistical Applications.djvu
  • 1.26 MB
  • 2014-2-17

  • 1SEMIPARAMETRIC QUANTILE REGRESSION .rar
       请查收

    本附件包括：
    • 1SEMIPARAMETRIC QUANTILE REGRESSION .pdf
  • 217.55 KB
  • 2013-11-13

  • quantile.rar
       matlab分位数回归算法

    本附件包括：
    • quantile.m
  • 1.06 KB
  • 2013-10-15

  • Quantile regression methods with varying-coefficient.rar

    本附件包括：
    • Quantile regression methods with varying-coefficient.pdf
  • 278.99 KB
  • 2013-9-17

  • Latest Developments on Heavy-Tailed Distributions JOE 2013Volume 172, Issue 2, .zip

    本附件包括：
    • Estimation for multivariate stable distributions with generalized.pdf
    • ExtendedNeymansmoothgoodness-of-fittests,appliedtocompeting.pdf
    • Fattails,VaRandsubadditivity.pdf
    • HeavytailsofOLS.pdf
    • Jumptails,extremedependencies,andthedistributionofstockreturns.pdf
    • Latestdevelopmentsonheavy-taileddistributions.pdf
    • Linearandnonlinearregressionwithstableerrors.pdf
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    • StatisticalestimationofmultivariateOrnstein–Uhlenbeckprocessesand.pdf
    • Themethodofsimulatedquantiles.pdf
  • 5.67 MB
  • 2013-1-9

  • 中文文章.rar
       劳动经济学中文经典论文

    本附件包括：
    • 城镇居民与流动人口的收入差异——基于Oaxaca-Blinder和Quantile方法的分解.pdf
    • 城里小伙儿遇到农村姑娘_婴儿户口、户籍改革与跨户籍通婚.pdf
    • 城市劳动力市场上的就业机会与工资差异——外来劳动力就业与报酬研究.pdf
    • 城乡分割、就业状况与主观幸福感差异.pdf
    • 绝对收入_相对收入与主观幸福感_来自中国城乡住户调查数据的经验分析 - 副本.pdf
    • 农民工与城镇职工的收入差距——基于半参数方法的分析.pdf
  • 4.26 MB
  • 2012-10-15

  • 应用计量经济学.zip

    本附件包括：
    • 22. Non- and Semiparametric Approaches - Quantile Regression.ppt
    • 1. The Paradigm of Econometrics.ppt
    • 10. Prediction in the Classical Regression Model.ppt
    • 11. Asymptotic Distribution Theory.ppt
    • 12. Asymptotic Results for the Classical Regression Model.ppt
    • 13. Instrumental Variables Estimation.ppt
    • 14. The Generalized Regression Model.ppt
    • 15. Applications of Feasible GLS (Two Step) Estimation.ppt
    • 16. Some Linear Models for Panel Data.ppt
    • 17. Nonlinear Regression Models.ppt
    • 18. Maximum Likelihood Estimation.ppt
    • 19. Applications of Maximum Likelihood Estimation and a Two Step Estimator.ppt
    • 2. Conditional Means and the Linear Regression Model.ppt
    • 20. Sample Selection.ppt
    • 21. Generalized Method of Moments - GMM Estimation.ppt
    • 23. Simulation Based Estimation.ppt
    • 24. Bayesian Analysis.ppt
    • 25. Time Series Data.ppt
    • 3. Linear Least Squares.ppt
    • 4. Least Squares Algebra - Partial Regression and Partial Correlation.ppt
    • 5. Regression Algebra and a Fit Measure; Restricted Least Squares.ppt
    • 6. Finite Sample Properties of the Least Squares Estimator.ppt
    • 7. Estimating the Variance of the Least Squares Estimator.ppt
    • 8. Hypothesis Testing in the Linear Regression Model.ppt
    • 9. Hypothesis Tests_ Analytics and an Application.ppt
  • 16.37 MB
  • 2012-8-12

  • The New Palgrave Dictionary of Economics Q.rar

    本附件包括：
    • quasi-concavity The New Palgrave Dictionary of Economics.mht
    • Quesnay, Francois (1694–1774) The New Palgrave Dictionary of Economics.mht
    • quantal response equilibria The New Palgrave Dictionary of Economics.mht
    • quantile regression The New Palgrave Dictionary of Economics.mht
    • quantity theory of money The New Palgrave Dictionary of Economics.mht
  • 1.43 MB
  • 2012-5-13

  • The New Palgrave Dictionary of Economics E.rar

    本附件包括：
    • extreme poverty The New Palgrave Dictionary of Economics.mht
    • Easterlin hypothesis The New Palgrave Dictionary of Economics.mht
    • Eckstein, Otto (1927–1984) The New Palgrave Dictionary of Economics.mht
    • ecological economics The New Palgrave Dictionary of Economics.mht
    • ecological inference The New Palgrave Dictionary of Economics.mht
    • econometrics The New Palgrave Dictionary of Economics.mht
    • economic anthropology The New Palgrave Dictionary of Economics.mht
    • economic calculation in socialist countries The New Palgrave Dictionary of Economics.mht
    • economic demography The New Palgrave Dictionary of Economics.mht
    • economic development and the environment The New Palgrave Dictionary of Economics.mht
    • economic epidemiology The New Palgrave Dictionary of Economics.mht
    • economic governance The New Palgrave Dictionary of Economics.mht
    • economic growth The New Palgrave Dictionary of Economics.mht
    • economic growth in the very long run The New Palgrave Dictionary of Economics.mht
    • economic growth nonlinearities The New Palgrave Dictionary of Economics.mht
    • economic growth, empirical regularities in The New Palgrave Dictionary of Economics.mht
    • economic history The New Palgrave Dictionary of Economics.mht
    • economic laws The New Palgrave Dictionary of Economics.mht
    • economic man The New Palgrave Dictionary of Economics.mht
    • economic sanctions The New Palgrave Dictionary of Economics.mht
    • economic sociology The New Palgrave Dictionary of Economics.mht
    • economic surplus and the equimarginal principle The New Palgrave Dictionary of Economics.mht
    • economics in Belgium The New Palgrave Dictionary of Economics.mht
    • economics of franchises The New Palgrave Dictionary of Economics.mht
    • economics, definition of The New Palgrave Dictionary of Economics.mht
    • economy as a complex system The New Palgrave Dictionary of Economics.mht
    • econophysics The New Palgrave Dictionary of Economics.mht
    • Eden, Frederick Morton (1766–1809) The New Palgrave Dictionary of Economics.mht
    • Edgeworth, Francis Ysidro (1845–1926) The New Palgrave Dictionary of Economics.mht
    • education in developing countries The New Palgrave Dictionary of Economics.mht
    • education production functions The New Palgrave Dictionary of Economics.mht
    • educational finance The New Palgrave Dictionary of Economics.mht
    • effective demand The New Palgrave Dictionary of Economics.mht
    • efficiency bounds The New Palgrave Dictionary of Economics.mht
    • efficiency wages The New Palgrave Dictionary of Economics.mht
    • efficient allocation The New Palgrave Dictionary of Economics.mht
    • efficient markets hypothesis The New Palgrave Dictionary of Economics.mht
    • egalitarianism The New Palgrave Dictionary of Economics.mht
    • Einaudi, Luigi (1874–1961) The New Palgrave Dictionary of Economics.mht
    • Eisner, Robert (1922–1998) The New Palgrave Dictionary of Economics.mht
    • elasticities approach to the balance of payments The New Palgrave Dictionary of Economics.mht
    • elasticity The New Palgrave Dictionary of Economics.mht
    • elasticity of intertemporal substitution The New Palgrave Dictionary of Economics.mht
    • elasticity of substitution The New Palgrave Dictionary of Economics.mht
    • electricity markets The New Palgrave Dictionary of Economics.mht
    • electronic commerce The New Palgrave Dictionary of Economics.mht
    • elites and economic outcomes The New Palgrave Dictionary of Economics.mht
    • Ellet, Charles, Jr_ (1810–1862) The New Palgrave Dictionary of Economics.mht
    • Ely, Richard Theodore (1854–1943) The New Palgrave Dictionary of Economics.mht
    • emergence The New Palgrave Dictionary of Economics.mht
    • emerging markets The New Palgrave Dictionary of Economics.mht
    • empirical likelihood The New Palgrave Dictionary of Economics.mht
    • encompassing The New Palgrave Dictionary of Economics.mht
    • endogeneity and exogeneity The New Palgrave Dictionary of Economics.mht
    • endogenous growth theory The New Palgrave Dictionary of Economics.mht
    • endogenous market incompleteness The New Palgrave Dictionary of Economics.mht
    • energy economics The New Palgrave Dictionary of Economics.mht
    • Engel curve The New Palgrave Dictionary of Economics.mht
    • Engel, Ernst (1821–1896) The New Palgrave Dictionary of Economics.mht
    • Engel's Law The New Palgrave Dictionary of Economics.mht
    • Engels, Friedrich (1820–1895) The New Palgrave Dictionary of Economics.mht
    • Engle, Robert F_ (born 1942) The New Palgrave Dictionary of Economics.mht
    • English School of political economy The New Palgrave Dictionary of Economics.mht
    • Enlightenment, Scottish The New Palgrave Dictionary of Economics.mht
    • enterprise zones The New Palgrave Dictionary of Economics.mht
    • entitlements in laboratory experiments The New Palgrave Dictionary of Economics.mht
    • entrepreneurship The New Palgrave Dictionary of Economics.mht
    • envelope theorem The New Palgrave Dictionary of Economics.mht
    • environmental economics The New Palgrave Dictionary of Economics.mht
    • environmental Kuznets curve The New Palgrave Dictionary of Economics.mht
    • Ephémérides du citoyen ou chronique de l'esprit national The New Palgrave Dictionary of Economics.mht
    • epistemic game theory an overview The New Palgrave Dictionary of Economics.mht
    • epistemic game theory beliefs and types The New Palgrave Dictionary of Economics.mht
    • epistemic game theory complete information The New Palgrave Dictionary of Economics.mht
    • epistemic game theory incomplete information The New Palgrave Dictionary of Economics.mht
    • equality The New Palgrave Dictionary of Economics.mht
    • equality of opportunity The New Palgrave Dictionary of Economics.mht
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    • equilibrium (development of the concept) The New Palgrave Dictionary of Economics.mht
    • equilibrium-correction models The New Palgrave Dictionary of Economics.mht
    • equivalence scales The New Palgrave Dictionary of Economics.mht
    • ergodicity and nonergodicity in economics The New Palgrave Dictionary of Economics.mht
    • Erlich, Alexander (1913–1985) The New Palgrave Dictionary of Economics.mht
    • estate and inheritance taxes The New Palgrave Dictionary of Economics.mht
    • ethics and economics The New Palgrave Dictionary of Economics.mht
    • Eucken, Walter (1891–1950) The New Palgrave Dictionary of Economics.mht
    • Euler equations The New Palgrave Dictionary of Economics.mht
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    • euro The New Palgrave Dictionary of Economics.mht
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    • Evans, Griffith Conrad (1887–1973) The New Palgrave Dictionary of Economics.mht
    • evolutionary economics The New Palgrave Dictionary of Economics.mht
    • ex ante and ex post The New Palgrave Dictionary of Economics.mht
    • excess burden of taxation The New Palgrave Dictionary of Economics.mht
    • excess volatility tests The New Palgrave Dictionary of Economics.mht
    • exchange The New Palgrave Dictionary of Economics.mht
    • exchange rate dynamics The New Palgrave Dictionary of Economics.mht
    • exchange rate exposure The New Palgrave Dictionary of Economics.mht
    • exchange rate target zones The New Palgrave Dictionary of Economics.mht
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    • excise taxes The New Palgrave Dictionary of Economics.mht
    • exhaustible resources The New Palgrave Dictionary of Economics.mht
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    • expectations The New Palgrave Dictionary of Economics.mht
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    • experimental economics The New Palgrave Dictionary of Economics.mht
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    • experimental methods in economics The New Palgrave Dictionary of Economics.mht
    • experimental methods in environmental economics The New Palgrave Dictionary of Economics.mht
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    • explanation The New Palgrave Dictionary of Economics.mht
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    • extremal quantiles and value-at-risk The New Palgrave Dictionary of Economics.mht
    • extreme bounds analysis The New Palgrave Dictionary of Economics.mht
  • 11.64 MB
  • 2012-5-13

  • RCA & Unit Root.zip

    本附件包括：
    • Testing for a Unit Root Processes in a Random Coefficient AR Models.pdf
    • Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process.pdf
    • Testing for Unit Roots in Panel Data.pdf
    • Unit root inference in panel data models where the time-series dimension is fixed A comparison of different tests.pdf
    • UNIT ROOT QUANTILE AUTOREGRESSION INFERENCE.pdf
    • A Random Coefficients Autoregressive Model With Exogenously-Driven Stochastic Unit Roots.pdf
    • Bayesian Analysis of Random Coefficient AutoRegressive Models.pdf
    • Near–Integrated Random Coefficient Autoregressive Time Series.pdf
    • Testing for a Unit Root in a Random Coefficient Panel Data Model.pdf
  • 3.15 MB
  • 2011-3-25

  • Patton_copula_toolbox.zip

    本附件包括：
    • corrcoef12.m
    • bb7_rnd.m
    • BB7UgivenV_inverse2.m
    • BB7UgivenV_t.m
    • bisect2.m
    • bivarnormcdf.m
    • bivarnormcdf_arg.m
    • bivarnormcdf2.m
    • bivartcdfmc.m
    • bivartLL.m
    • bivartpdf.m
    • clayton_cdf.m
    • clayton_pdf.m
    • clayton_rnd.m
    • claytonCL.m
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    • empiricalCDF.m
    • frankCL.m
    • gumbel_cdf.m
    • gumbel_pdf.m
    • Gumbel_rnd.m
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    • GumbelUgivenV_inverse2.m
    • GumbelUgivenV_t.m
    • kappa2tau.m
    • nines.m
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    • NormalCopula_CL.m
    • NormalCopula_pdf.m
    • plackett_cdf.m
    • plackett_pdf.m
    • plackett_rnd.m
    • plackettCL.m
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    • PlackettUgivenV_t.m
    • quantiledep.m
    • sym_jc_cdf.m
    • sym_jc_CL.m
    • sym_jc_example_code.m
    • sym_jc_pdf.m
    • sym_jc_rnd.m
    • tau2kappa.m
    • tCopula.m
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    • tcopula_pdf.m
    • tcopulaCL.m
    • ibm_ccola_rets.txt
    • Gumbel_tvp1_CL.m
    • bivnorm_tvp1_CL.m
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    • contents.xls
    • contour_plots_code.m
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  • 73.87 KB
  • 2010-11-23

  • 分位数回归(Quantile Regression)2.rar

    本附件包括：
    • Quantile Regression(主要英文教材）.pdf
  • 1.08 MB
  • 2010-7-11

  • 分位数回归(Quantile Regression)1.rar

    本附件包括：
    • Koenker(2005,BOOK) Quantile_regression.pdf
  • 2.28 MB
  • 2010-7-11

  • 264108.rar
       Quantile_regression

    本附件包括：
    • Koenker(2005,BOOK) Quantile_regression.pdf
  • 2.28 MB
  • 2008-11-6

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       求管中闵关于quantile regression的讲义

  • 347.83 KB
  • 2008-10-26

  • 254042.pdf
       求文献 gender wage discrimination at quantiles

  • 406.37 KB
  • 2008-10-8

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       分位数回归(Quantile Regression)研究专帖

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  • 2008-7-7

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       分位数回归(Quantile Regression)研究专帖

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  • 2008-7-7

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       分位数回归(Quantile Regression)研究专帖

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  • 2008-7-7

  • 217495.pdf
       Quantile Computation

  • 421 KB
  • 2008-6-5

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       Quantile Computation

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  • 2008-6-5

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       [下载]一篇国外Investment Portfolio学术论文下载

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    • Optimal Control of the Investment Portfolio with Respect to the Quantile Criterion.pdf
  • 191.59 KB
  • 2008-5-26

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       quantile regression

  • 209 KB
  • 2008-5-18

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       quantile regression

  • 281.27 KB
  • 2008-5-18

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       quantile regression

  • 122.04 KB
  • 2008-5-18

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       Quantile Regression

  • 2.48 MB
  • 2008-5-5

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       分位数回归(Quantile Regression)研究专帖

    本附件包括：
    • Koenker(2005,BOOK) Quantile_regression.pdf
  • 2.28 MB
  • 2008-4-29

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       【求助】proquest库英文文献1篇

    本附件包括：
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  • 4.3 MB
  • 2008-2-13

  • 192613.rar
       [下载]whats new in Econometrics2007年暑期哈佛及NBER的Guido Imbens教授、密歇根州立大学Jeff

    本附件包括：
    • lect_14Quantile Methods.pdf
    • lect_12_Missing Data.pdf
    • lect_13Weak Instruments and Many Instruments.pdf
    • lect_15Generalized Method of Moments and Empirical Likelihood.pdf
    • lect_11_Discrete Choice Models.pdf
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  • 2008-2-13

  • 189707.rar
       [下载] Quantile Regression (pdf清晰版)

    本附件包括：
    • Koenker(2005,BOOK) Quantile_regression.pdf
  • 2.28 MB
  • 2008-1-21

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       分位数回归(Quantile Regression)研究专帖

    本附件包括：
    • Quantile Regression(主要英文教材）.pdf
  • 1.08 MB
  • 2007-11-11

  • 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

  • 148471.pdf
       寻A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegr

  • 528.32 KB
  • 2007-8-24

  • 91764.pdf
       QUANTILE REGRESSION

  • 1.34 MB
  • 2007-2-15

  • 53158.pdf
       抛砖引玉介绍一个最近热点Quantile regression

  • 1.64 MB
  • 2006-5-19

  • 34493.rar
       matlab for quantile regression

    本附件包括：
    • rq.m
  • 1.26 KB
  • 2005-12-12

  • 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

  • 9113.zip
       [下载]gauss_maxlik

    本附件包括：
    • maxlik.lcg
    • count.lcg
    • gauss.lcg
    • maxlik.lcg.BAK
    • pgraph.lcg
    • user.lcg
    • fastpflcl.src
    • fastbayes.src
    • fastboot.src
    • fastmax.src
    • maxlik.dec
    • fastprof.src
    • fastutil.src
    • maxbayes.src
    • maxblim.src
    • maxboot.src
    • maxdens.src
    • maxhist.src
    • maxlik.src
    • maxpflcl.src
    • maxprof.src
    • maxutil.src
    • mlcheck.src
    • mlgradre.src
    • base10.src
    • cdfchii.src
    • cdfnonc.src
    • cmtools.src
    • coord.src
    • corr.src
    • count.dec
    • count.ext
    • count.src
    • countwts.src
    • crossprd.src
    • cumprodc.src
    • cumsumc.src
    • datalist.src
    • datatran.src
    • dataxchn.dec
    • dataxchn.ext
    • dataxchn.src
    • dens.g
    • design.src
    • dfft.src
    • dffti.src
    • diag.src
    • dos.src
    • ds.sdf
    • ds.src
    • dstat.src
    • eig.dec
    • eig.ext
    • eigcg.src
    • eigch.src
    • eigrg.src
    • eigrs.src
    • eqsolve.dec
    • eqsolve.ext
    • eqsolve.src
    • exctsmpl.src
    • expgam.src
    • expon.src
    • fcompare.dec
    • fcompare.ext
    • fcompare.src
    • fftm.src
    • finprocs.dec
    • finprocs.ext
    • finprocs.src
    • finutils.src
    • flibuff.dec
    • flibuff.ext
    • gauss.dec
    • gauss.ext
    • gauss.src
    • getpath.src
    • gradmt.src
    • gradp.src
    • hessmt.src
    • hessp.src
    • holidays.asc
    • hurdlep.src
    • indexcat.src
    • indices.src
    • indices2.src
    • indsav.src
    • integral.dec
    • integral.ext
    • integral.src
    • intgrat.src
    • intrsect.src
    • intsimp.src
    • keys.h
    • lag.src
    • lapeig.src
    • lapschur.src
    • lapsvd.src
    • lncdfn.dec
    • lncdfn.ext
    • lncdfn.src
    • lnfact.src
    • lnpdfn.src
    • loess.dec
    • loess.ext
    • loess.src
    • machconst.src
    • maxlik.ext
    • median.src
    • medit.src
    • momentd.src
    • nametype.src
    • negbin.src
    • null.src
    • ols.dec
    • ols.ext
    • ols.src
    • olsqr.src
    • optim.sdf
    • optim.src
    • pareto.src
    • parse.dec
    • parse.ext
    • parse.src
    • pause.src
    • paxnum.src
    • pbar.src
    • pbox.src
    • pcart.src
    • pcart3d.src
    • pcontour.src
    • pdraw.src
    • peps.dec
    • peps.ext
    • peps.src
    • pgraph.dec
    • pgraph.ext
    • pgraph.src
    • phist.src
    • play.src
    • ploglog.src
    • plogx.src
    • plogy.src
    • poisson.src
    • polar.src
    • poly.dec
    • poly.ext
    • poly.src
    • polyint.src
    • polymat.src
    • ppc.src
    • pscale.src
    • psurface.src
    • putf.src
    • pv.sdf
    • pv.src
    • pwindow.src
    • pxy.src
    • pxyz.src
    • qnewton.dec
    • qnewton.ext
    • qnewton.src
    • qprog.dec
    • qprog.ext
    • qprog.src
    • qqr.src
    • qr.dec
    • qr.ext
    • qr.src
    • qrsol.src
    • qtyr.src
    • quantile.src
    • qyr.src
    • randkm.src
    • randlc.src
    • random.src
    • rangechk.src
    • recserrc.src
    • ribesl.src
    • rnde.g
    • rref.src
    • saveload.src
    • schtoc.src
    • seqai.g
    • seqas.g
    • setdif.src
    • showpath.src
    • sortd.src
    • sortmc.src
    • sparse.dec
    • sparse.ext
    • sparse.src
    • spline.src
    • sqpsolve.dec
    • sqpsolve.ext
    • sqpsolve.src
    • sqpsolvemt.sdf
    • sqpsolvemt.src
    • strput.src
    • subdat.g
    • subdatd.g
    • subdatv.g
    • subscat.src
    • supreme.src
    • supreme2.src
    • svd.dec
    • svd.ext
    • svd.src
    • system.dec
    • system.ext
    • system.src
    • time.src
    • toeplitz.src
    • token.src
    • trig.src
    • tsutil.src
    • varmaml.src
    • vars.src
    • vartype.src
    • vpack.src
    • wait.src
    • waitc.src
    • xls.src
    • x_indcv.src
  • 454.35 KB
  • 2005-2-22
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