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  • s40854-023-00489-z.pdf
       Return direction forecasting: a conditional autoregressive shape model with beta density

  • 2.13 MB
  • 2023-11-21

  • Handbook of Econometrics, Volume 4.zip

    本附件包括：
    • Contents-of-volume-IV_1994_Handbook-of-Econometrics.pdf
    • Preface-to-the-handbook_1994_Handbook-of-Econometrics.pdf
    • Chapter-50-State-space-models_1994_Handbook-of-Econometrics.pdf
    • Chapter-49-Arch-models_1994_Handbook-of-Econometrics.pdf
    • Chapter-48-Aspects-of-modelling-nonlinear-time-se_1994_Handbook-of-Econometr.pdf
    • Chapter-40-Classical-estimation-methods-for-LDV-model_1994_Handbook-of-Econo.pdf
    • Chapter-41-Estimation-of-semiparametric-models_1994_Handbook-of-Econometrics.pdf
    • Chapter-42-Restrictions-of-economic-theory-in-nonpar_1994_Handbook-of-Econom.pdf
    • Contents-of-the-handbook_1994_Handbook-of-Econometrics.pdf
    • Introduction-to-the-series_1994_Handbook-of-Econometrics.pdf
    • Index_1994_Handbook-of-Econometrics.pdf
    • Chapter-46-Unit-roots--structural-breaks-and-tre_1994_Handbook-of-Econometri.pdf
    • Chapter-45-Estimation-and-inference-for-dependent-_1994_Handbook-of-Economet.pdf
    • Chapter-51-Structural-estimation-of-markov-decision_1994_Handbook-of-Econome.pdf
    • Chapter-47-Vector-autoregressions-and-cointegrat_1994_Handbook-of-Econometri.pdf
    • Chapter-37-Empirical-process-methods-in-economet_1994_Handbook-of-Econometri.pdf
    • Chapter-38-Applied-nonparametric-methods_1994_Handbook-of-Econometrics.pdf
    • Chapter-44-Testing-non-nested-hypotheses_1994_Handbook-of-Econometrics.pdf
    • Chapter-39-Methodology-and-theory-for-the-bootst_1994_Handbook-of-Econometri.pdf
    • Chapter-43-Analog-estimation-of-econometric-mode_1994_Handbook-of-Econometri.pdf
    • Chapter-36-Large-sample-estimation-and-hypothesis-_1994_Handbook-of-Economet.pdf
  • 48.12 MB
  • 2022-5-4

  • TVP-VAR.zip
       论文

    本附件包括：
    • Koop, Korobilis - 2013 - Large time-varying parameter VARs-annotated.pdf
    • Nakajima - 2011 - Time-Varying Parameter VAR Model with Stochastic Volatility An Overview of Methodology and Empirical Applications.pdf
    • Primiceri - 2005 - Time Varying Structural Vector Autoregressions and Monetary Policy-annotated.pdf
  • 1.87 MB
  • 2022-2-5

  • ee559-slides-all-part1.zip
       Part1

    本附件包括：
    • ee559-slides-1-1-from-anns-to-deep-learning.pdf
    • ee559-slides-1-2-current-success.pdf
    • ee559-slides-1-3-what-is-happening.pdf
    • ee559-slides-1-4-tensors-and-linear-regression.pdf
    • ee559-slides-1-5-high-dimension-tensors.pdf
    • ee559-slides-1-6-tensor-internals.pdf
    • ee559-slides-10-1-autoregression.pdf
    • ee559-slides-10-2-causal-convolutions.pdf
    • ee559-slides-10-3-NVP.pdf
    • ee559-slides-2-1-loss-and-risk.pdf
    • ee559-slides-2-2-overfitting.pdf
    • ee559-slides-2-3-bias-variance-dilemma.pdf
    • ee559-slides-2-4-evaluation-protocols.pdf
    • ee559-slides-2-5-basic-embeddings.pdf
    • ee559-slides-3-1-perceptron.pdf
    • ee559-slides-3-2-LDA.pdf
    • ee559-slides-3-3-features.pdf
    • ee559-slides-3-4-MLP.pdf
    • ee559-slides-3-5-gradient-descent.pdf
    • ee559-slides-3-6-backprop.pdf
    • ee559-slides-4-1-DAG-networks.pdf
    • ee559-slides-4-2-autograd.pdf
    • ee559-slides-4-3-modules-and-batch-processing.pdf
    • ee559-slides-4-4-convolutions.pdf
    • ee559-slides-4-5-pooling.pdf
    • ee559-slides-4-6-writing-a-module.pdf
    • ee559-slides-5-1-cross-entropy-loss.pdf
    • ee559-slides-5-2-SGD.pdf
    • ee559-slides-5-3-optim.pdf
    • ee559-slides-5-4-l2-l1-penalties.pdf
    • ee559-slides-5-5-initialization.pdf
    • ee559-slides-5-6-architecture-and-training.pdf
    • ee559-slides-5-7-writing-an-autograd-function.pdf
    • ee559-slides-6-1-benefits-of-depth.pdf
    • ee559-slides-6-2-rectifiers.pdf
    • ee559-slides-6-3-dropout.pdf
    • ee559-slides-6-4-batch-normalization.pdf
    • ee559-slides-6-5-residual-networks.pdf
    • ee559-slides-6-6-using-GPUs.pdf
    • ee559-slides-7-1-transposed-convolutions.pdf
    • ee559-slides-7-2-autoencoders.pdf
    • ee559-slides-7-3-denoising-autoencoders.pdf
    • ee559-slides-7-4-VAE.pdf
    • ee559-slides-8-1-CV-tasks.pdf
    • ee559-slides-8-2-image-classification.pdf
    • ee559-slides-8-3-object-detection.pdf
    • ee559-slides-8-4-segmentation.pdf
    • ee559-slides-8-5-dataloader-and-surgery.pdf
    • ee559-slides-9-1-looking-at-parameters.pdf
    • ee559-slides-9-2-looking-at-activations.pdf
    • ee559-slides-9-3-visualizing-in-input.pdf
    • ee559-slides-9-4-optimizing-inputs.pdf
  • 68.9 MB
  • 2020-8-31

  • ee559-handout-all-part1.zip
       讲义的第一部分

    本附件包括：
    • ee559-handout-1-1-from-anns-to-deep-learning.pdf
    • ee559-handout-1-2-current-success.pdf
    • ee559-handout-1-3-what-is-happening.pdf
    • ee559-handout-1-4-tensors-and-linear-regression.pdf
    • ee559-handout-1-5-high-dimension-tensors.pdf
    • ee559-handout-1-6-tensor-internals.pdf
    • ee559-handout-10-1-autoregression.pdf
    • ee559-handout-10-2-causal-convolutions.pdf
    • ee559-handout-10-3-NVP.pdf
    • ee559-handout-2-1-loss-and-risk.pdf
    • ee559-handout-2-2-overfitting.pdf
    • ee559-handout-2-3-bias-variance-dilemma.pdf
    • ee559-handout-2-4-evaluation-protocols.pdf
    • ee559-handout-2-5-basic-embeddings.pdf
    • ee559-handout-3-1-perceptron.pdf
    • ee559-handout-3-2-LDA.pdf
    • ee559-handout-3-3-features.pdf
    • ee559-handout-3-4-MLP.pdf
    • ee559-handout-3-5-gradient-descent.pdf
    • ee559-handout-3-6-backprop.pdf
    • ee559-handout-4-1-DAG-networks.pdf
    • ee559-handout-4-2-autograd.pdf
    • ee559-handout-4-3-modules-and-batch-processing.pdf
    • ee559-handout-4-4-convolutions.pdf
    • ee559-handout-4-5-pooling.pdf
    • ee559-handout-4-6-writing-a-module.pdf
    • ee559-handout-5-1-cross-entropy-loss.pdf
    • ee559-handout-5-2-SGD.pdf
    • ee559-handout-5-3-optim.pdf
    • ee559-handout-5-4-l2-l1-penalties.pdf
    • ee559-handout-5-5-initialization.pdf
    • ee559-handout-5-6-architecture-and-training.pdf
    • ee559-handout-5-7-writing-an-autograd-function.pdf
    • ee559-handout-6-1-benefits-of-depth.pdf
    • ee559-handout-6-2-rectifiers.pdf
    • ee559-handout-6-3-dropout.pdf
    • ee559-handout-6-4-batch-normalization.pdf
    • ee559-handout-6-5-residual-networks.pdf
    • ee559-handout-6-6-using-GPUs.pdf
    • ee559-handout-7-1-transposed-convolutions.pdf
    • ee559-handout-7-2-autoencoders.pdf
    • ee559-handout-7-3-denoising-autoencoders.pdf
    • ee559-handout-7-4-VAE.pdf
    • ee559-handout-8-1-CV-tasks.pdf
    • ee559-handout-8-2-image-classification.pdf
    • ee559-handout-8-3-object-detection.pdf
    • ee559-handout-8-4-segmentation.pdf
    • ee559-handout-8-5-dataloader-and-surgery.pdf
    • ee559-handout-9-1-looking-at-parameters.pdf
    • ee559-handout-9-2-looking-at-activations.pdf
    • ee559-handout-9-3-visualizing-in-input.pdf
    • ee559-handout-9-4-optimizing-inputs.pdf
  • 69.72 MB
  • 2020-8-31

  • Markov-Switching Vector Autoregressions_ Modelling, Statistical Inference, and A.rar

    本附件包括：
    • Markov-Switching Vector Autoregressions_ Modelling, Statistical Inference, and Application to Business Cycle Analysis (199.pdf
  • 23.18 MB
  • 2019-4-4

  • Markov-Switching Vector Autoregressions_ Modelling, Statistical Inference, and A.rar

    本附件包括：
    • Markov-Switching Vector Autoregressions_ Modelling, Statistical Inference, and Application to Business Cycle.pdf
  • 1.5 MB
  • 2019-4-4

  • Lecture Notes in Statistics 11-20.rar

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

  • sp.pdf
       Spatial Autoregressive Models

  • 11.04 MB
  • 2017-6-16

  • 000.pdf
       An autoregressive growth model for longitudinal item analysis

  • 715.82 KB
  • 2017-2-24

  • GMM and 2SLS estimation of mixed regressive, spatial autoregressive models.zip

    本附件包括：
    • GMM and 2SLS estimation of mixed regressive, spatial autoregressive models.pdf
  • 294.23 KB
  • 2016-9-7

  • Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Auto.zip

    本附件包括：
    • Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models.pdf
  • 228.57 KB
  • 2016-9-7

  • Handbook of Macroeconomics Volume 2.rar
       Handbook of Macroeconomics, Vol.2 (working paper version)

    本附件包括：
    • Ch17 __ Wholesale Banking and Bank Runs in Macroeconomic Modelling of Financial Crises.pdf
    • Ch19 __ Macro, Money and Finance A Continuous-Time Approach.pdf
    • Ch20 __ Housing and Macroeconomics.pdf
    • Ch21 __ Term Structure of Uncertainty in the Macroeconomy.pdf
    • Ch22 __ Quantitative Models of Sovereign Debt Crises.pdf
    • Ch23 __ Families in Macroeconomics.pdf
    • Ch24 __ Environmental Macroeconomics.pdf
    • Ch25 __ The Staying Power of Staggered Wage and Price Setting Models in Macroeconomics.pdf
    • Ch26 __ Neoclassical Models in Macroeconomics.pdf
    • Ch27 __ Macroeconomics of Persistent Slumps.pdf
    • Ch29 __ Challenges for Macro Models Used at Central Banks.pdf
    • Ch30 __ Liquidity requirements, liquidity choice and financial stability.pdf
    • Ch31 __ Understanding Inflation as a Joint Monetary-Fiscal Phenomenon.pdf
    • Ch32 __ Fiscal Multipliers Liquidity Traps and Currency Unions.pdf
    • Ch33 __ What is a Sustainable Public Debt.pdf
    • Ch34 __ The Political Economy of Government Debt.pdf
    • Ch01 __ RBC Methodology and the Development of Aggregate Economic Theory.pdf
    • Ch02 __ The Facts of Economic Growth.pdf
    • Ch03 __ Macroeconomic Shocks and Their Propagation.pdf
    • Ch04 __ Macroeconomic Regimes and Regime Shifts.pdf
    • Ch05 __ The Macroeconomics of Time Allocation.pdf
    • Ch06 __ Who Bears the Cost of Recessions The Role of House Prices and Household Debt.pdf
    • Ch07 __ Allocative and Remitted Wages New Facts and Challenges for Keynesian Models.pdf
    • Ch08 __ Bordo __ Financial and Fiscal Crises.pdf
    • Ch09 __ Stock and Watson __ Factor Models and Structural Vector Autoregressions in Macroeconomics.pdf
    • Ch10 __ Solution and Estimation Methods for DSGE Models.pdf
    • Ch11 __ Recursive Contracts and Endogenously Incomplete Markets.pdf
    • Ch12 __ Macroeconomics and Household Heterogeneity.pdf
    • Ch13 __ Natural Experiments in Macroeconomics.pdf
    • Ch14 __ Accounting for Business Cycles.pdf
    • Ch15 __ Incomplete Information in Macroeconomics Accommodating Frictions in Coordination.pdf
    • Ch16 __ New Methods for Macro-Financial Model Comparison and Policy Analysis.pdf
  • 32.19 MB
  • 2016-8-28

  • GasVola_Matlab.zip
       Generalized autoregressive score models 的说明+程序+例子数据

    本附件包括：
    • GasVolaUnivMain.pdf
    • hessian.m
    • LogLikelihoodGasVolaUniv.m
    • PlotSeries.m
    • StandardErrors.m
    • StartingValues.m
    • DJInd19801999.xls
    • GasVolaUnivMain.m
  • 238.69 KB
  • 2016-2-19

  • Using the variance structure of the conditional autoregressive spatial specifica.rar

    本附件包括：
    • Using the variance structure of the conditional autoregressive spatial specification to model knowledge spillovers.pdf
  • 300.44 KB
  • 2015-7-3

  • Bayes regression with autoregressive errors.rar

    本附件包括：
    • Bayes regression with autoregressive errors.pdf
  • 774.85 KB
  • 2015-1-13

  • 2008年American Economic Review 文章精选.zip

    本附件包括：
    • A Dynamic Theory of Public Spending Taxation and Debt.pdf
    • Allowing the Data to Speak Freely The Macroeconometrics of the Cointegrated Vector Autoregression.pdf
    • Deal or No Deal Decision Making under Risk in a Large-Payoff Game Show.pdf
    • Do People Vote with Their Feet An Empirical Test of Tiebout's Mechanism.pdf
    • How Big Are Total Individual Income Tax Expenditures, and Who Benefits from Them.pdf
    • Income and Democracy.pdf
    • Limited Attention and Income Distribution.pdf
    • Rational Expectations in Games.pdf
    • Report of the Treasurer.pdf
    • Tax Expenditures for Owner-Occupied Housing Deductions for Property Taxes and Mortgage Interest and the Exclusion of Imputed Rental Income.pdf
    • Temporary Investment Tax Incentives Theory with Evidence from Bonus Depreciation.pdf
    • The Future of the IMF and the World Bank.pdf
    • Using Tax Expenditures to Achieve Energy Policy Goals.pdf
  • 5.5 MB
  • 2014-8-17

  • 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

  • Generalized autoregressive conditional heteroskedasticity.rar

    本附件包括：
    • Generalized autoregressive conditional heteroskedasticity.pdf
  • 675.65 KB
  • 2014-6-4

  • 空间计量stata操作.rar
       多个stata软件做空间计量的命令

    本附件包括：
    • de13_mortari XSMLE - A Command to Estimate Spatial Panel Models in Stata.pdf
    • desug12_pisati Exploratory spatial data analysis using Stata.pdf
    • drukker_spatial Analyzing spatial autoregressive models using Stata.pdf
    • it12_pisati Spatial Data Analysis in Stata.pdf
    • WP_spivreg_2011 spatial-autoregressive disturbances and.pdf
    • 空间计量与stata命令.ppt
    • Bavaud Models for spatial weights_ a systematic look.pdf
  • 13.96 MB
  • 2014-3-6

  • V55I13.rar
       CARBayes: An R Package for Bayesian Spatial Modeling with Conditional Autoregressive Priors

  • 723.67 KB
  • 2013-12-9

  • Bruce E. Hansen门限回归论文合集.zip

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

  • Vector Autoregressions and Cointegration.zip

    本附件包括：
    • Vector Autoregressions and Cointegration.pdf
  • 3.84 MB
  • 2013-5-29

  • Statistical inference in vector autoregressions with possibly integrated processes.zip

    本附件包括：
    • Statistical inference in vector autoregressions with possibly integrated processes.pdf
  • 1.02 MB
  • 2013-3-22

  • Econometric 2012 vol 1.rar
       美国一流期刊Econometrica经典文献

    本附件包括：
    • Timing and Self-Control .pdf
    • Combinatorial Voting.pdf
    • Definable and Contractible Contracts.pdf
    • Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals.pdf
    • Folklore Theorems, Implicit Maps, and Indirect Inference.pdf
    • Inference in Nonparametric Instrumental Variables With Partial Identification.pdf
    • Inference of Signs of Interaction Effects in Simultaneous Games With Incomplete Information.pdf
    • On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions.pdf
    • One Person, Many Votes Divided Majority and Information Aggregation .pdf
    • One-Dimensional Inference in Autoregressive Models With the Potential Presence of a Unit Root.pdf
    • Stability and Preference Alignment in Matching and Coalition Formation.pdf
  • 3.97 MB
  • 2013-3-17

  • Bootstrapping general first order autoregression.rar

    本附件包括：
    • Bootstrapping general first order autoregression.pdf
  • 436.32 KB
  • 2013-3-14

  • 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
    • Modelidentificationforinfinitevarianceautoregressiveprocesses.pdf
    • Momentconditiontestsforheavytailedtimeseries.pdf
    • One-stepR-estimationinlinearmodelswithstableerrors.pdf
    • StablemixtureGARCHmodels.pdf
    • StatisticalestimationofmultivariateOrnstein–Uhlenbeckprocessesand.pdf
    • Themethodofsimulatedquantiles.pdf
  • 5.67 MB
  • 2013-1-9

  • LIKELIHOOD-BASED INFERENCE IN COINTEGRATED VECTOR AUTOREGRESSIVE MODELS.rar

    本附件包括：
    • LIKELIHOOD-BASED INFERENCE IN COINTEGRATED VECTOR AUTOREGRESSIVE MODELS.pdf
  • 3.4 MB
  • 2012-5-19

  • The New Palgrave Dictionary of Economics V.rar

    本附件包括：
    • virtual economy The New Palgrave Dictionary of Economics.mht
    • voluntary contribution model of public goods The New Palgrave Dictionary of Economics.mht
    • von Neumann, John (1903–1957) The New Palgrave Dictionary of Economics.mht
    • Vorob'ev, Nikolai N_ (1925–1995) The New Palgrave Dictionary of Economics.mht
    • voting paradoxes The New Palgrave Dictionary of Economics.mht
    • value elicitation The New Palgrave Dictionary of Economics.mht
    • value judgements The New Palgrave Dictionary of Economics.mht
    • value of life The New Palgrave Dictionary of Economics.mht
    • value of time The New Palgrave Dictionary of Economics.mht
    • value-added tax The New Palgrave Dictionary of Economics.mht
    • variance decomposition The New Palgrave Dictionary of Economics.mht
    • variance, analysis of The New Palgrave Dictionary of Economics.mht
    • varying coefficient models The New Palgrave Dictionary of Economics.mht
    • Veblen goods The New Palgrave Dictionary of Economics.mht
    • Veblen, Thorstein Bunde (1857–1929) The New Palgrave Dictionary of Economics.mht
    • vector autoregressions The New Palgrave Dictionary of Economics.mht
    • venture capital The New Palgrave Dictionary of Economics.mht
    • Verri, Pietro (1728–1797) The New Palgrave Dictionary of Economics.mht
    • vertical integration The New Palgrave Dictionary of Economics.mht
    • Vickrey, William Spencer (1914–1996) The New Palgrave Dictionary of Economics.mht
    • Vind, Karl (1933–2004) The New Palgrave Dictionary of Economics.mht
    • Viner, Jacob (1892–1970) The New Palgrave Dictionary of Economics.mht
    • vintage capital The New Palgrave Dictionary of Economics.mht
    • vintages The New Palgrave Dictionary of Economics.mht
  • 2.15 MB
  • 2012-5-13

  • The New Palgrave Dictionary of Economics S.rar
       s

    本附件包括：
    • Savage, Leonard J. (Jimmie) (1917–1971) The New Palgrave Dictionary of Economics.mht
    • Savage's subjective expected utility model The New Palgrave Dictionary of Economics.mht
    • Sax, Emil (1845–1927) The New Palgrave Dictionary of Economics.mht
    • Say, (Jean-Baptiste) Léon (1826–1896) The New Palgrave Dictionary of Economics.mht
    • Say, Jean-Baptiste (1767–1832) The New Palgrave Dictionary of Economics.mht
    • Say's Law The New Palgrave Dictionary of Economics.mht
    • Scandinavia, economics in The New Palgrave Dictionary of Economics.mht
    • Schelling, Thomas C_ (born 1921) The New Palgrave Dictionary of Economics.mht
    • Schlesinger, Karl (1889–1938) The New Palgrave Dictionary of Economics.mht
    • Schmoller, Gustav von (1838–1917) The New Palgrave Dictionary of Economics.mht
    • Schmookler, Jacob (1918–1967) The New Palgrave Dictionary of Economics.mht
    • scholastic economics The New Palgrave Dictionary of Economics.mht
    • Scholes, Myron (born 1941) The New Palgrave Dictionary of Economics.mht
    • school choice and competition The New Palgrave Dictionary of Economics.mht
    • Schultz, Henry (1893–1938) The New Palgrave Dictionary of Economics.mht
    • Schultz, T_W_ (1902–1998) The New Palgrave Dictionary of Economics.mht
    • Schumpeter, Joseph Alois (1883–1950) The New Palgrave Dictionary of Economics.mht
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    • simplex method for solving linear programs The New Palgrave Dictionary of Economics.mht
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    • SNP nonparametric time series analysis The New Palgrave Dictionary of Economics.mht
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    • sticky wages and staggered wage setting The New Palgrave Dictionary of Economics.mht
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    • structural change The New Palgrave Dictionary of Economics.mht
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  • 16.62 MB
  • 2012-5-13

  • Statistical inference in vector autoregressions with possibly integrated processes.rar

    本附件包括：
    • Statistical inference in vector autoregressions with possibly integrated processes.pdf
  • 1 MB
  • 2012-5-6

  • 空间计量.rar

    本附件包括：
    • Lee2006 GMM and 2SLS estimation of mixed regressive, spatial autoregressive models.pdf
    • anselin2003_externalities.pdf
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    • Cliff and Ord 1972 Moran's I.pdf
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  • 4.92 MB
  • 2011-11-25

  • 打包下载.rar

    本附件包括：
    • 美國各州創新能力決定因素panel data.pdf
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  • 1.26 MB
  • 2011-4-1

  • RCA & Unit Root.zip

    本附件包括：
    • Testing for a Unit Root Processes in a Random Coefficient AR Models.pdf
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  • 3.15 MB
  • 2011-3-25

  • Non-Monotonic Hazard Functions and the Autoregressive Conditional Duration Model.zip

    本附件包括：
    • ba_bacd_o.fmt
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  • 19.34 KB
  • 2010-5-11

  • ARCH&GARCH经典论文.zip

    本附件包括：
    • autoregressive conditional heteroskedasicity with estimates of the variance of U.K.inflation.pdf
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  • 1.06 MB
  • 2010-4-29

  • 2009517155330169.rar

    本附件包括：
    • Ch7 Heteroscedasticity.pdf
    • Ch8 Autocorrelation.pdf
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    • Ch3 Simple Linear Regression.pdf
    • Ch4 Multiple Linear Regression.pdf
    • Ch9 Model Specification.pdf
  • 993.86 KB
  • 2010-4-2

  • 200711522591276042.rar

    本附件包括：
    • 3 Engle-2001-Financial econometrics A new discipline with new methods.pdf
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  • 946.64 KB
  • 2010-3-15

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    本附件包括：
    • 12Engle and Sheppard-2001-theoretical and empirical properties of dynamic conditional correlation multivariate GARCH.pdf
    • 10 Engle and Rosenberg-1998-Testing the volatility term structure using option hedging criteria.pdf
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  • 2 MB
  • 2010-3-15

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  • 993.86 KB
  • 2009-7-2

  • 325450.pdf
       论文下载Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of U

  • 1.62 MB
  • 2009-5-14

  • 314665.zip
       AR(ARMA)模型选择Improved Subset Autoregression

    本附件包括：
    • v28i02-tables.R
  • 1.88 KB
  • 2009-4-13

  • 314664.zip
       AR(ARMA)模型选择Improved Subset Autoregression

    本附件包括：
    • v28i02-figures.R
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  • 2009-4-13

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       AR(ARMA)模型选择Improved Subset Autoregression

  • 566.94 KB
  • 2009-4-13

  • 276771.pdf
       Dickey and Fuller-1979-Distribution of estimators for autoregressive time series with a u

  • 754.52 KB
  • 2008-12-15

  • 274929.rar
       Walter Enders的7篇论文

    本附件包括：
    • Whose Line Is It？ Plagiarism in Economics.pdf
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  • 5.99 MB
  • 2008-12-10

  • 274928.rar
       Walter Enders的7篇论文

    本附件包括：
    • Whose Line Is It？ Plagiarism in Economics.pdf
    • The Effectiveness of Antiterrorism Policies：A Vector-Autoregression- Intervention Analysis.pdf
    • The Impact of Transnational Terrorism on U.S. Foreign Direct Investment.pdf
    • The term structure of Japanese interest rates：The equilibrium spread with asymmetric dynamics.pdf
    • Theory and Tests of Generalized Purchasing-Power Parity： Common Trends and Real Exchange Rates In the Pacific Rim.pdf
    • Transnational Terrorism in the Post-Cold War Era.pdf
    • Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates.pdf
  • 5.99 MB
  • 2008-12-10

  • 264573.rar
       [推荐]诺奖获得者Briton Clive W.J Granger论文N篇

    本附件包括：
    • Varieties of long memory models.pdf
    • A Cointegration Analysis of Treasury Bill Yields.pdf
    • A simple nonlinear time series model with misleading linear properties.pdf
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    • Comments on -Psychophysics of Prices-.pdf
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    • Time Series Analysis, Cointegration, and Applications.pdf
  • 12.19 MB
  • 2008-11-7

  • 262683.pdf
       [推荐]Tim BOLLERSLEV的GARCH原文（GENERALIZED AUTOREGRESSIVE CONDITIONAL）

  • 750.11 KB
  • 2008-11-2

  • 224193.rar
       [下载]比较经典——台湾中原大学陈若晖时间序列课件

    本附件包括：
    • Vector Autoregressions.ppt
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  • 829.46 KB
  • 2008-7-2

  • 222774.rar
       谁知道Gauss中的threshold编程？

    本附件包括：
    • THRESHOLD AUTOREGRESSION WITH A UNIT ROOT.pdf
  • 262.39 KB
  • 2008-6-26

  • 222580.rar
       ARCH模型创立者、2003诺奖得主Robert Engle几篇关于ARCH的经典论文

    本附件包括：
    • Robert Engle_Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation.pdf
    • Robert Engle_Dynamic Conditional Correlation_A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models.pdf
    • Robert Engle_GARCH 101_The Use of ARCH-GARCH Models in Applied Econometrics.pdf
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    • Robert Engle_The Econometrics of Ultra-High-Frequency Data.pdf
  • 2.31 MB
  • 2008-6-25

  • 211382.pdf
       [求助]英文文献一篇：Autoregressive Conditional Heteroskedaticity with Estimates of the va

  • 398.89 KB
  • 2008-5-8

  • 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

  • 148480.pdf
       Inference of Vector Autoregressive Models With Cointegration and Scalar

  • 332.22 KB
  • 2007-8-24

  • 148479.pdf
       SVAR 2篇(Structural Vector Autoregressive Models)

  • 66.16 KB
  • 2007-8-24

  • 148478.pdf
       SVAR 2篇(Structural Vector Autoregressive Models)

  • 14.23 KB
  • 2007-8-24

  • 148094.pdf
       Distribution of the Estimators for Autoregressive Time Series With a Unit Root

  • 360.81 KB
  • 2007-8-23

  • 148093.pdf
       Distribution of the Estimators for Autoregressive Time Series With a Unit Root

  • 207.78 KB
  • 2007-8-23

  • 148092.pdf
       Distribution of the Estimators for Autoregressive Time Series With a Unit Root

  • 207.78 KB
  • 2007-8-23

  • 148091.pdf
       Distribution of the Estimators for Autoregressive Time Series With a Unit Root

  • 207.78 KB
  • 2007-8-23

  • 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

  • 132083.rar
       [分享]tar，star，setar与单位根检验 的几篇论文

    本附件包括：
    • Unit Root Test in a Threshold Autoregression.pdf
  • 197.86 KB
  • 2007-7-2

  • 123385.rar
       Papers of spatial econometrics

    本附件包括：
    • Brulhart_kelly 1999.pdf
    • 20050427.pdf
    • lecture1_slide.pdf
    • estimation of simultaneous systems of spatially interrelated cross sectional equations.pdf
    • models for spatially dependent Missing data.pdf
    • a note on the computation of the tobit estimator.pdf
    • panel data models with spatially correlated error components.pdf
    • FDI in space spatial autoregressive relationshis in FDI.pdf
    • estimation of seemingly unrelated tobit regressions via the em algorithm.pdf
    • WP_Prucha_3_2006_spatial.pdf
    • hidden negative spatial autocorrelation.pdf
    • probit with spatial autocorrelation.pdf
    • spatial.ppt
    • spatial econometrics.pdf
    • manual of spatial tools for matlab.pdf
    • anselin_spareg[1].pdf
    • moran I.pdf
  • 8.48 MB
  • 2007-6-5

  • 111678.zip
       国外论文：Robust Bayesian estimation of Autoregressive-moving Average Models

    本附件包括：
    • Barnett96a.ps
  • 74.56 KB
  • 2007-4-28

  • 110602.pdf
       CH47,Vector Autoregressions and Cointegration

  • 4.46 MB
  • 2007-4-23

  • 97344.rar
       复旦陈诗一老师的古扎拉蒂计量经济学讲义（值得一读）

    本附件包括：
    • Ch7 Heteroscedasticity.pdf
    • Ch8 Autocorrelation.pdf
    • Ch10 Autoregression and Distribution Lag Model.pdf
    • Ch11 Simultaneous Equations.pdf
    • Ch12+Time+Series+Analysis.pdf
    • Outlines of Basic Econometrics.pdf
    • Ch5 Dummy Variables Models.pdf
    • Ch6 Multicollinearity.pdf
    • Ch2 Basic Probability and Statistics.pdf
    • Ch3 Simple Linear Regression.pdf
    • Ch4 Multiple Linear Regression.pdf
    • Ch9 Model Specification.pdf
  • 993.86 KB
  • 2007-3-10

  • 84733.rar
       重磅出击－－Roberet F. Engle 和 Tim Bollerslev 计量经济学文献合集(共32篇)

    本附件包括：
    • 21 Bollerslev-1986-Generalized Autoregressive Conditional Herteroskedasticity.pdf
    • 19 Andersen, Bollerslev, Diebold and Ebens-2001-The distribution of realized stock return volatility.pdf
    • 20 Baillie, Bollerslev and Mikkelsen-1996-Fractionally integrated generalized autoregressive conditional heteroskedasticity.pdf
  • 3.2 MB
  • 2007-1-15

  • 84729.rar
       重磅出击－－Roberet F. Engle 和 Tim Bollerslev 计量经济学文献合集(共32篇)

    本附件包括：
    • 12Engle and Sheppard-2001-theoretical and empirical properties of dynamic conditional correlation multivariate GARCH.pdf
    • 10 Engle and Rosenberg-1998-Testing the volatility term structure using option hedging criteria.pdf
    • 11 Engle and Russell-1998-Autoregressive conditional duration A new model for irregularly spaced transaction data.pdf
  • 2 MB
  • 2007-1-15

  • 84724.rar
       重磅出击－－Roberet F. Engle 和 Tim Bollerslev 计量经济学文献合集(共32篇)

    本附件包括：
    • 3 Engle-2001-Financial econometrics A new discipline with new methods.pdf
    • 1 Chanda,, Engle and Sokalska-2005-HIGH FREQUENCY MULTIPLICATIVE COMPONENT GARCH.pdf
    • 2 Engle-1982-Autoregressive conditional herteroscedasticity with estimates of the variance of United Kingdom inflation.pdf
  • 946.64 KB
  • 2007-1-15

  • 82210.rar
       garch paper-bollerslev

    本附件包括：
    • MaBollerslev.pdf
    • Autoregressive Conditional Heteroscedasti city with Estimates of the Variance of Un ited Kingdom Inflation.pdf
  • 2.09 MB
  • 2007-1-4

  • 70410.rar
       面板协整和单位根检验的英国文章（2）共9篇（有目录）

    本附件包括：
    • A Vector-Autoregression Analysis of State-Government Expenditure.pdf
    • Alternative Panel Estimates of Alcohol Demand, Taxation, and the Business Cycle.pdf
    • Are Real GDP Levels Nonstationary Evidence from Panel Data Tests.pdf
  • 4.06 MB
  • 2006-11-4

  • 70409.rar
       面板协整和单位根检验的英国文章（2）共9篇（有目录）

    本附件包括：
    • Estimation of Autoregressive Roots near Unity Using Panel Data.pdf
    • Estimation of Dynamic Panel Data Sample Selection Models.pdf
    • Evidence from a Panel-Data Test.pdf
    • Is There a Unit Root in the Inflation Rate Evidence from Sequential Break and Panel Data Models.pdf
    • Linear Regression Limit Theory for Nonstationary Panel Data.pdf
    • Panel Data Discrete Choice Models with Lagged Dependent Variables.pdf
  • 13.75 MB
  • 2006-11-4

  • 70007.rar
       面板协整与单位根检验的英文文章（1）

    本附件包括：
    • Are State and Provincial Governments Tax Smoothing Evidence from Panel Data.pdf
    • Assessing Reliability and Stability in Panel Models.pdf
    • Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects When Both n and T Are Large.pdf
    • Autoregressive Transformations in Cointegrated Regressions.pdf
    • Cointegration of Consumption and Disposable Income Evidence from Twelve OECD Countries.pdf
    • Cointegration, Aggregate Consumption, and the Demand for Imports A Structural Econometric Investigation.pdf
  • 8.58 MB
  • 2006-11-2

  • 66276.rar
       1975-2000年被引用最多的文献，另外7篇，全是计量方面的文章，都是大师级的作品

    本附件包括：
    • Robust Locally Weighted Regression and Smoothing Scatterplots.pdf (by Willism S.Cleveland).pdf
    • Sample Selection Bias as a Specification Error.pdf (by James J.Heckman) .pdf
    • Specification Tests in Econometrics.pdf (by J.A.Hausman).pdf
    • STATISTICAL ANALYSIS OF COINTEGRATION VECTORS (by Soren JOHANSEN).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
  • 7.99 MB
  • 2006-10-5

  • 38035.rar
       求文章,谢了!!

    本附件包括：
    • Generalized autoregressive conditional heteroskedasticity1986.pdf
  • 675.64 KB
  • 2006-1-21

  • 34467.rar
       [免费但不是无条件的分享]Structural Inference in Cointegrated Vector Autoregressive Models

    本附件包括：
    • Structural Inference in Cointegrated Vector Autoregressive Models .pdf
  • 734.1 KB
  • 2005-12-12

  • 30102.rar
       panel data

    本附件包括：
    • Estimation of a panel data model with parametric.pdf
    • j.1467-8276.2005.00754.x.pdf
    • linear regression limit theory for nonstationary panel data.pdf
    • NONPARAMETRIC ESTIMATION AND TESTING IN PANELS OF.pdf
    • Panel data analysis in comparative politics Linking.pdf
    • projection estimators for antoregressive panel data models.pdf
    • Projection estimators for autoregressive panel data models.pdf
    • Simulation estimation of dynamic discrete choice panel models with.pdf
    • some cautions on the use of panel methods for integrated series of macroeconomic data.pdf
    • Testing for stationarity in heterogeneous panel data.pdf
    • The Effect of Food Stamps on Food.pdf
    • trade an convergence a dynamic panel data appraoch.pdf
    • 05080217424425759.pdf
    • a panel data analysis of the effects of wages,standaed hours an unionization on paid overtime work in britain.pdf
    • CROSS SECTION AND PANEL DATA ESTIMATORS FOR.pdf
    • Dynamic panel estimation and homogeneity testing under.pdf
  • 4.18 MB
  • 2005-10-9

  • 27409.rar
       求文章、书籍及其他资料请跟贴 (学习西经版的做法)

    本附件包括：
    • Autoregressive Conditional Duration- A New Model for Irregularly Spaced Transaction Data.pdf
  • 769.8 KB
  • 2005-9-21

  • 27408.rar
       求文章、书籍及其他资料请跟贴 (学习西经版的做法)

    本附件包括：
    • Autoregressive Conditional Duration- A New Model for Irregularly Spaced Transaction Data.pdf
  • 769.8 KB
  • 2005-9-21

  • 27407.rar
       求文章、书籍及其他资料请跟贴 (学习西经版的做法)

    本附件包括：
    • Autoregressive Conditional Duration- A New Model for Irregularly Spaced Transaction Data.pdf
  • 769.8 KB
  • 2005-9-21

  • 22517.rar
       [下载]Johansen的几篇文章

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

  • 15071.rar
       求几篇论文 engle “Autoregressive Conditional Duration:A New Model for Irregularly Spaced

    本附件包括：
    • Engle 2000.pdf
    • Engle,Russell 1998.pdf
  • 4.31 MB
  • 2005-5-18

  • 13719.zip
       [下载]markov-switching vector autoregressions: modelling ,statistical inference, and appl

    本附件包括：
    • Krolzig1997.pdf
  • 1.52 MB
  • 2005-5-2

  • 13271.rar
       时间序列讲义 from ohio state university

    本附件包括：
    • hw2-05.pdf
    • 1Introduction to stationary time series .pdf
    • 2ARMA models.pdf
    • 3Spectral analysis.pdf
    • 4Asymptotic distribution theories.pdf
    • 5Linear regressions .pdf
    • 6Vector autoregressions.pdf
    • 7Processes with deterministic trends.pdf
    • 8Univariate processes with unit roots .pdf
    • film_download_BB.jsp
    • 10Further topics .pdf
  • 1.24 MB
  • 2005-4-27

  • 9505.rar
       金融和经济增长方面的英文文献－Part 1

    本附件包括：
    • Financial Development and Financing Constraints International Evidence from the Structural Investment Model.pdf
    • financial development and stock market performance.pdf
    • Financial Development and Technology.pdf
    • financial development property rights and economic growth.pdf
    • Financial Development, Economic Growth and.pdf
    • financial environment and economic growth.pdf
    • FINANCE AND DEVELOPMENT IN AN EMERGING MARKET.pdf
    • Finance and Growth Theory and New Evidence.pdf
    • Finance and Macroeconomic Volatility.pdf
    • Finance and the sources of growth.pdf
    • Finance, Investment and Growth.pdf
    • Financial and Legal Constraints to Firm GrowthDoes Size Matter.pdf
    • financial constraints use of funds and firm growth.pdf
    • Financial Constraints Uses of Funds and Firm GrowthAn International Comparison .pdf
    • Financial Crises Financial Dependence and Industry Growth.pdf
    • financial deepening.pdf
    • financial deepening and growth.pdf
    • financial dependence and growth.pdf
    • financial dependence and growth revisited.pdf
    • Financial Dependence and International Trade.pdf
    • Financial Development and Dynamic Investment Behavior Evidence from Panel Vector Autoregression.pdf
    • financial development and economic growth.pdf
  • 11.73 MB
  • 2005-3-2

  • 1178.rar
       1975-2000引用率最高的二十篇经济学文献（1）——特邀点评：admin

    本附件包括：
    • Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root.pdf
  • 814.08 KB
  • 2004-9-4

  • 1177.rar
       1975-2000引用率最高的二十篇经济学文献（1）——特邀点评：admin

    本附件包括：
    • Distribution of the Estimators for Autoregressive Time Series With a Unit Root.pdf
  • 699.03 KB
  • 2004-9-4

  • 1176.rar
       1975-2000引用率最高的二十篇经济学文献（1）——特邀点评：admin

    本附件包括：
    • Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation.pdf
  • 1.43 MB
  • 2004-9-4
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