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  • 2020+structural+ecmtrc.rar

    本附件包括:
    • Week 13_ Dynamics and Endogeneity.pdf
    • Topics in Advanced Econometrics (ResEcon 703).pdf
    • Week 0_ Course Overview.pdf
    • Week 1_ Structural Estimation.pdf
    • Week 2_ R Tutorial.pdf
    • Week 3_ Random Utility Mode.pdf
    • Week 4_ Logit Model.pdf
    • Week 6_ Maximum Likelihood Estimation sl.pdf
    • Week 6_ Maximum Likelihood Estimation.pdf
    • Week 7_ Logit Estimation.pdf
    • Week 8_ Generalized Method of Moments.pdf
    • Week 9_ Generalized Extreme Value Models.pdf
    • Week 10_ Mixed Logit Model.pdf
    • Week 11_ Simulation-Based Estimation.pdf
    • Week 12_ Individual-Level Coefficients.pdf
  • 8.87 MB
  • 2021-3-8
  • Heffernan2000_Article_ADirectoryOfCoefficientsOfTail.rar

    本附件包括:
    • Heffernan2000_Article_ADirectoryOfCoefficientsOfTail.pdf
  • 67.96 KB
  • 2021-3-6
  • TVP_VAR_SHRINK.zip
       Korobilis (2013) "Data-based priors for VARs with drifting coefficients

  • 132.88 KB
  • 2019-1-5
  • Information in prices about future earnings_ Implications for earnings response .zip

    本附件包括:
    • Information in prices about future earnings_ Implications for earnings response coefficients.pdf
  • 1.54 MB
  • 2018-5-4
  • Lecture Notes in Statistics 21-30.rar

    本附件包括:
    • (Lecture Notes in Statistics 30) Jan Grandell (auth.)-Stochastic Models of Air Pollutant Concentration-Springer-Verlag New York (1985).pdf
    • (Lecture Notes in Statistics 21) Howell Tong (auth.)-Threshold Models in Non-linear Time Series Analysis-Springer-Verlag New York (1983).pdf
    • (Lecture Notes in Statistics 22) S?ren Johansen (auth.)-Functional Relations, Random Coefficients, and Nonlinear Regression with Application to Kinetic Data-Springer-Verlag New York (1984).pdf
    • (Lecture Notes in Statistics 23) Diane Griffin Saphire (auth.)-Estimation of Victimization Prevalence Using Data from the National Crime Survey-Springer-Verlag New York (1984).pdf
    • (Lecture Notes in Statistics 24) Dr. T. Subba Rao, Dr. M. M. Gabr (auth.)-An Introduction to Bispectral Analysis and Bilinear Time Series Models-Springer-Verlag New York (1984).pdf
    • (Lecture Notes in Statistics 25) Emanuel Parzen (auth.), Emanuel Parzen (eds.)-Time Series Analysis of Irregularly Observed Data_ Proceedings of a Symposium held at Texas A & M University, College Sta.pdf
    • (Lecture Notes in Statistics 26) Hirotugu Akaike (auth.), Jürgen Franke, Wolfgang Hardle, Douglas Martin (eds.)-Robust and Nonlinear Time Series Analysis_ Proceedings of a Workshop Organized by the So.pdf
    • (Lecture Notes in Statistics 27) Arnold Janssen, Hartmut Milbrodt, Helmut Strasser (auth.)-Infinitely Divisible Statistical Experiments-Springer-Verlag New York (1985).pdf
    • (Lecture Notes in Statistics 28) Shun-ichi Amari (auth.)-Differential-Geometrical Methods in Statistics-Springer-Verlag New York (1985).pdf
    • (Lecture Notes in Statistics 29) Philip M. North, Byron J. T. Morgan (auth.), Byron J. T. Morgan, Philip M. North (eds.)-Statistics in Ornithology-Springer-Verlag New York (1985).pdf
  • 62.45 MB
  • 2017-9-9
  • How to Interpret the Coefficients of Spatial Models Spillovers, Direct and Indir.rar

    本附件包括:
    • How to Interpret the Coefficients of Spatial Models Spillovers, Direct and Indirect Effects.pdf
  • 3.72 MB
  • 2015-12-8
  • On Conditional Correlation Coefficients of a Wold Markov Process of Gamma Intervals .rar

    本附件包括:
    • On Conditional Correlation Coefficients of a Wold Markov Process of Gamma Intervals .pdf
  • 182.38 KB
  • 2014-11-14
  • callBUGS_SVC.zip
       CAR model with spatially-varying coefficients using R2WinBUGS

    本附件包括:
    • callBUGS_SVC.R
  • 1.56 KB
  • 2013-12-8
  • ref.rar

    本附件包括:
    • An analysis of intertemporal and cross-sectional determinants of earnings response coefficients.pdf
    • Do nonlinearity, firm-specific coefficients, and losses represent distinct factors in the relation between stock returns and accounting earnings.pdf
    • Estimating earnings response coefficients.pdf
    • Earnings Innovations, Earnings Persistence, and Stock Returns.pdf
    • An evaluation of alternative proxies for the market's assessment of unexpected earnings.pdf
    • A Nonlinear Model of Security Price Responses to Unexpected Earnings.pdf
    • Cross-sectional variation in the stock market response to accounting earnings announcements.pdf
  • 8.91 MB
  • 2012-9-27
  • 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
  • 面板因果检验的文献.rar

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

    本附件包括:
    • Testing Granger Causality in Heterogenous Panel Data Models with Fixed Coefficients.pdf
    • 基于异质面板因果检验的债务与盈利关系研究.caj
    • Cointegration and error correction-representation, estimation, and testing.pdf
    • Energy consumption and economic growth in Asian economies A more comprehensive analysis using panel data.pdf
    • Energy consumption, economic growth and prices A reassessment using panel VECM for developed and developing countries.pdf
    • Energy–GDP relationship revisited An example from GCC countries using panel causality.pdf
    • Evaluation of panel data models_some suggestions from time series.pdf
    • Granger Causality Tests in Panel Data Models with Fixed Coeffcients.pdf
    • Panel data, cointegration, causality and Wagner's law Empirica evidence from Chinese province.pdf
  • 1.93 MB
  • 2010-3-10
  • 137003.pdf
       跪求Chow G C. Tests of equality between sets of coefficients in two linear regressions

  • 344.84 KB
  • 2007-7-15
  • 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
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