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  • F.海牙斯.pdf
       Introduction to Mediation, Moderation, and Conditional Process Analysis

  • 10.87 MB
  • 2024-4-2

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

  • 2.13 MB
  • 2023-11-21

  • process插件.rar
       process插件可用于Mediation Moderation and Conditional Process Analysis

  • 86.02 MB
  • 2023-9-11

  • Introduction to Mediation, Moderation,and Conditional Process Analysis.zip

    本附件包括：
    • Introduction to Mediation, Moderation,and Conditional Process Analysis.pdf
  • 3.14 MB
  • 2023-7-6

  • 10485252.2021.1937621.pdf
       On the uniform-in-bandwidth consistency of the general conditional U-statistics based on the copula ...

  • 4.06 MB
  • 2022-5-29

  • Handbook of Econometrics, Volume 7A.zip

    本附件包括：
    • Chapter-3---Estimation-of-large-dimensional-conditional-factor-model_2020_Ha.pdf
    • Chapter-4---Asymptotic-analysis-of-statistical-decision-rules-_2020_Handbook.pdf
    • Subject-index_2020_Handbook-of-Econometrics.pdf
    • Preface_2020_Handbook-of-Econometrics.pdf
    • Introduction-by-the-founding-editors-to-the-seri_2020_Handbook-of-Econometri.pdf
    • Front-Matter_2020_Handbook-of-Econometrics.pdf
    • Copyright_2020_Handbook-of-Econometrics.pdf
    • Contributors_2020_Handbook-of-Econometrics.pdf
    • Chapter-2---Network-data_2020_Handbook-of-Econometrics.pdf
    • Chapter-1---Generalized-instrumental-variable-models--methods--and-a_2020_Ha.pdf
    • Chapter-5---Microeconometrics-with-partial-identification-----I-thank_2020_H.pdf
    • Chapter-6---Mismeasured-and-unobserved-variable_2020_Handbook-of-Econometric.pdf
  • 7.59 MB
  • 2022-5-4

  • applied_micro_methods(1).zip

    本附件包括：
    • A Closed-Form Estimator for Quantile Treatment Effects with Endogeneity.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
    • A Varying Coefficient Approach to Estimating Hedonic Housing Price Functions and their Quantiles.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
    • Conditional Quantile Estimators_A Small Sample Theory.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

  • Ross.Sheldon_.A.First.Course.in.Probability_.8ed_.Prentice.Hall：作业及答案-清华.rar
       Ross.Sheldon_.A.First.Course.in.Probability

    本附件包括：
    • homework03_conditional_solution_154805527.pdf
    • homework04_conditional2_solution_289301675.pdf
    • homework12_vector_conditional1_solution_53505246.pdf
    • homework13_vector_conditional2_solution_335802862.pdf
    • distribution_729706014.pdf
    • ETH-probability-summary_7470940.pdf
    • homework01_classic_solution_600608936.pdf
    • homework02_kolmogorov_solution_801107112.pdf
    • homework05_rv1_solution_901906032.pdf
    • homework06_rv2_solution_14909630.pdf
    • homework07_transform_solution_894402554.pdf
    • homework08_vector_solution_493104792.pdf
    • homework09_vector_marginal_solution_665102707.pdf
    • homework10_vector_transform_solution_37302566.pdf
    • homework11_vector_mean_solution_856406105.pdf
    • homework14_cf_solution_412104865.pdf
    • Ross.Sheldon_.A.First.Course.in.Probability_.8ed_.Prentice.Hall_508806497.pdf
  • 5.38 MB
  • 2021-3-25

  • 金融工程课件.rar
       期权、期货及其他衍生产品-HUST

    本附件包括：
    • 1.Conditional Expectation.pdf
    • 2.Semi-Contibuous Models.pdf
    • 3.Brown Motion.pdf
    • 4.ITO Integral.pdf
    • 5.ITO Formula.pdf
  • 2.24 MB
  • 2021-2-7

  • ee559-slides-all-part2.zip
       Part2

    本附件包括：
    • ee559-slides-11-3-conditional-GAN.pdf
    • ee559-slides-11-1-GAN.pdf
    • ee559-slides-11-2-Wasserstein-GAN.pdf
    • ee559-slides-11-4-persistence.pdf
    • ee559-slides-12-1-RNN-basics.pdf
    • ee559-slides-12-2-LSTM-and-GRU.pdf
    • ee559-slides-12-3-word-embeddings-and-translation.pdf
    • ee559-slides-13-1-attention-memory-translation.pdf
    • ee559-slides-13-1-attention.pdf
    • ee559-slides-13-2-attention-mechanisms.pdf
    • ee559-slides-13-2-linear-attention.pdf
    • ee559-slides-13-2-multiplicative-attention.pdf
    • ee559-slides-13-2-transformers.pdf
    • ee559-slides-13-3-attention-NLP.pdf
    • ee559-slides-13-3-transformers.pdf
  • 39 MB
  • 2020-8-31

  • ee559-handout-all-part2.zip
       讲义的第二部分

    本附件包括：
    • ee559-handout-11-3-conditional-GAN.pdf
    • ee559-handout-11-1-GAN.pdf
    • ee559-handout-11-2-Wasserstein-GAN.pdf
    • ee559-handout-11-4-persistence.pdf
    • ee559-handout-12-1-RNN-basics.pdf
    • ee559-handout-12-2-LSTM-and-GRU.pdf
    • ee559-handout-12-3-word-embeddings-and-translation.pdf
    • ee559-handout-13-1-attention-memory-translation.pdf
    • ee559-handout-13-2-attention-mechanisms.pdf
    • ee559-handout-13-3-transformers.pdf
  • 29.06 MB
  • 2020-8-31

  • RI-CLPM with Mplus and process3.0v.rar
       Introduction to Mediation, Moderation, and Conditional Process Analysis

    本附件包括：
    • oerlemans2018.pdf
    • The Longitudinal Association Between Self-esteem and Depressive Symptoms.pdf
    • thun2019.pdf
    • 10.1007@s11695-020-04615-z.pdf
    • Developmental changes in longitudinal associations.pdf
    • Keeping an insecure career under control The longitudinal interplay of career insecurity, self-management, and self-efficacy(1).pdf
  • 16.7 MB
  • 2020-8-1

  • 252-1117-1-SP.zip
       model

    本附件包括：
    • 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
    • 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_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

  • 10.1201_9781420079340-10.pdf
       Conditional Inference: Guessing Lengths, Suicides, Gastrointestinal Damage, and Newborn Infants

  • 173.59 KB
  • 2019-8-3

  • 10.1201_9781420079340-9.pdf
       Conditional Inference: Guessing Lengths, Suicides, Gastrointestinal Damage, and Newborn Infants

  • 212.33 KB
  • 2019-8-3

  • 10.1201_9781420079340-8.pdf
       Conditional Inference: Guessing Lengths, Suicides, Gastrointestinal Damage, and Newborn Infants

  • 203.37 KB
  • 2019-8-3

  • Local Estimation of the Conditional Stable Tail Dependence Function.rar
       Local Estimation of the Conditional Stable Tail Dependence Function

    本附件包括：
    • Local Estimation of the Conditional Stable Tail Dependence Function.pdf
  • 1.3 MB
  • 2019-1-30

  • 金融数学.rar

    本附件包括：
    • FM-8-11 Probability space, conditional expection and stochastic calculus.pdf
    • FM-7 Stochastic control and Bellman's principle.pdf
    • FM-15 Matrix caculus.pdf
    • MF-12 Volatility modeling.pdf
    • FM 13 Interest rate modeling.pdf
    • FM-1 Syllabus of Mathematical Finance.pdf
    • FM-2 No arbitrage principle.pdf
    • FM-3 Binary tree pricing principle.pdf
    • FM-4 Brown motion.pdf
    • FM-5 Black-Scholes-Merton's option pricing model.pdf
    • FM-6 Feymann-Kac principle and PDE in Finance.pdf
  • 4.07 MB
  • 2018-11-11

  • Introduction to Mediation, Moderation, and Conditional Process Analysis_ A Regre.rar

    本附件包括：
    • Introduction to Mediation, Moderation, and Conditional Process Analysis_ A Regression-based Approach (Hayes, 2ed).pdf
  • 51.69 MB
  • 2018-5-13

  • The Conditional Importance of Prior Ties_ A Group-Level Analysis of Venture Capi.zip

    本附件包括：
    • The Conditional Importance of Prior Ties_ A Group-Level Analysis of Venture Capital Syndication.pdf
  • 487.61 KB
  • 2018-4-6

  • bookfiles_2013.zip

    本附件包括：
    • BONUS!!! PowerPivotPro Reference-Card.pdf
    • BookData.accdb
    • ch01_NOFILE.txt
    • ch02_NOFILE.txt
    • ch03_NOFILE.txt
    • ch04_LoadData.xlsx
    • ch05_IntroCalcColumn.xlsx
    • ch06_IntroDAXMeasures.xlsx
    • ch07_GoldenRules.xlsx
    • ch08_CALCULATE.xlsx
    • ch09_ALL.xlsx
    • ch10_MultipleTables.xlsx
    • ch11_NOFILE.txt
    • ch12_DisconnectedTables.xlsx
    • ch13_FILTER.xlsx
    • ch14_TimeIntelligence.xlsx
    • ch15_ConditionalFun.xlsx
    • ch16_Xfunctions.xlsx
    • ch17_MultipleDataTables.xlsx
    • ch17_MultipleDataTables_Excel2013_Dashboard.xlsx
    • ch17_ServiceCalls.csv
    • ch18_MultiTablesDifferentGrain.xlsx
    • ch19_NOFILE.txt
    • ch20_SEE_FOLDER.txt
    • ch21_Power_BI_Desktop_Intro.pbix
    • ch22A_ComplicatedRelationships.xlsx
    • ch22B_ComplicatedRelationships_M2M.xlsx
    • ch22C_ComplicatedRelationships_M2M.pbix
    • ch23_Row_Filter_Context.xlsx
    • ch24_CALC_FILTER.xlsx
    • ch25_CustomCalendar.xlsx
    • ch26_AdvancedCalcColumn.xlsx
    • ch27_PowerBIDesktop_NewFunctions_Variables.pbix
    • ch28_NOFILE.txt
  • 76.55 MB
  • 2018-3-4

  • Introduction to Mediation, Moderation, and Conditional Process Analysis.zip

    本附件包括：
    • Introduction to Mediation, Moderation, and Conditional Process Analysis.pdf
  • 8.63 MB
  • 2018-2-7

  • Springer Series in Statistics(1999).rar

    本附件包括：
    • 1999.Subsampling(1999).pdf
    • 1999.Conditional Specification of Statistical Models(1999).pdf
    • 1999.Fitting Linear Relationships_ A History of the Calculus of Observations 1750–1900(1999).pdf
    • 1999.Interpolation of Spatial Data_ Some Theory for Kriging(1999).pdf
    • 1999.Linear Models_ Least Squares and Alternatives(1999).pdf
    • 1999.Nonparametric curve estimation_ methods, theory and applications(1999).pdf
    • 1999.Orthogonal arrays_ theory and applications-Springer (1999).djvu
    • 1999.Statistical Design and Analysis for Intercropping Experiments Vol II Three or More Crops(1999).pdf
    • 1999.Statistical Methods in Software Engineering_ Reliability and Risk(1999).pdf
  • 49.98 MB
  • 2017-9-15

  • Lecture Notes in Statistics 181-190.rar

    本附件包括：
    • (Lecture Notes in Statistics 181) Daniel Straumann (auth.)-Estimation in Conditionally Heteroscedastic Time Series Models-Springer-Verlag Berlin Heidelberg (2005).pdf
    • (Lecture Notes in Statistics 182) Lixing Zhu (auth.)-Nonparametric Monte Carlo Tests and Their Applications-Springer-Verlag New York (2005).pdf
    • (Lecture Notes in Statistics 183) Danie Krige, Wynand Kleingeld (auth.), Michel Bilodeau, Fernand Meyer, Michel Schmitt (eds.)-Space, Structure and Randomness_ Contributions in Honor of Georges Mather.pdf
    • (Lecture Notes in Statistics 184) Viatcheslav B. Melas (auth.)-Functional Approach to Optimal Experimental Design-Springer-Verlag New York (2006).pdf
    • (Lecture Notes in Statistics 185) Dietrich Stoyan (auth.), Adrian Baddeley, Pablo Gregori, Jorge Mateu, Radu Stoica, Dietrich Stoyan (eds.)-Case Studies in Spatial Point Process Modeling-Springer-Verl.pdf
    • (Lecture Notes in Statistics 186) Estela Bee Dagum, Pierre A. Cholette (auth.)-Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series-Springer-Verlag New York (2006).djvu
    • (Lecture Notes in Statistics 187) Dependence in Probability and Statistics-Springer-Verlag New York (.pdf
    • (Lecture Notes in Statistics 188) Constance van Eeden-Restricted Parameter Space Estimation Problems_ Admissibility and Minimaxity Properties (Lecture Notes in Statistics) (2006).pdf
    • (Lecture Notes in Statistics 189) The nature of statistical evidence(2007).djvu
    • (Lecture Notes in Statistics 190) Weak dependence_ With examples and applications(2007).pdf
  • 34.7 MB
  • 2017-9-9

  • Lecture Notes in Statistics 71-80.rar

    本附件包括：
    • (Lecture Notes in Statistics 80) Douglas E. Critchlow, Michael A. Fligner (auth.), Michael A. Fligner, Joseph S. Verducci (eds.)-Probability Models and Statistical Analyses for Ranking Data-Springer-V.pdf
    • (Lecture Notes in Statistics 71) Eduardo M. R. A. Engel (auth.)-A Road to Randomness in Physical Systems-Springer-Verlag New York (1992).pdf
    • (Lecture Notes in Statistics 72) James K. Lindsey (auth.)-The Analysis of Stochastic Processes using GLIM-Springer-Verlag New York (1992).pdf
    • (Lecture Notes in Statistics 73) Barry C. Arnold, Enrique Castillo, José-Mariá Sarabia (auth.)-Conditionally Specified Distributions-Springer-Verlag New York (1992).pdf
    • (Lecture Notes in Statistics 74) Mona Abdalla, Jim Kay (auth.), Piero Barone, Arnoldo Frigessi, Mauro Piccioni (eds.)-Stochastic Models, Statistical Methods, and Algorithms in Image Analysis_ Proceedi.pdf
    • (Lecture Notes in Statistics 75) Joseph B. Kadane, Parthasarathy Bagchi (auth.), Prem K. Goel, N. Sreenivas Iyengar (eds.)-Bayesian Analysis in Statistics and Econometrics-Springer-Verlag New York (19.pdf
    • (Lecture Notes in Statistics 76) Lennart Bondesson (auth.)-Generalized Gamma Convolutions and Related Classes of Distributions and Densities-Springer-Verlag New York (1992).pdf
    • (Lecture Notes in Statistics 77) Enno Mammen (auth.)-When Does Bootstrap Work__ Asymptotic Results and Simulations-Springer-Verlag New York (1992).pdf
    • (Lecture Notes in Statistics 78) Robert Gilchrist, Clive Payne (auth.), Ludwig Fahrmeir, Brian Francis, Robert Gilchrist, Gerhard Tutz (eds.)-Advances in GLIM and Statistical Modelling_ Proceedings of.pdf
    • (Lecture Notes in Statistics 79) Norbert Schmitz (auth.), Norbert Schmitz (eds.)-Optimal Sequentially Planned Decision Procedures-Springer-Verlag New York (1993).pdf
  • 77.11 MB
  • 2017-9-9

  • Modeling the Dependence of Conditional Correlations on Market Volatility.zip

    本附件包括：
    • Modeling the Dependence of Conditional Correlations on Market Volatility.pdf
  • 506.04 KB
  • 2016-7-20

  • A Stochastic Volatility Model With Conditional Skewness.rar

    本附件包括：
    • A Stochastic Volatility Model With Conditional Skewness.pdf
  • 318.95 KB
  • 2016-4-7

  • Optimization of Conditional Value-at-Risk.zip

    本附件包括：
    • Optimization of Conditional Value-at-Risk.pdf
  • 177.35 KB
  • 2016-3-29

  • 30-7-8.zip

    本附件包括：
    • Managing-budget-emphasis-through-the-explicit-design-of-conditional-budgetary-slack_2005_Accounting-Organizations-and-Society.pdf
    • Financial-control-managerial-control-and-accountability-evidence-from-the-British-Cotton-Industry-1700-2000_2005_Accounting-Organizations-and-Society.pdf
    • Economic-and-equity-effects-on-tax-reporting-decisions_2005_Accounting-Organizations-and-Society.pdf
    • After-30-years_2005_Accounting-Organizations-and-Society.pdf
    • Assessing-the-quality-of-evidence-in-empirical-management-accounting-research-The-case-of-survey-studies_2005_Accounting-Organizations-and-Society.pdf
    • Call-for-papers-accounting-business-and-financial-history_2005_Accounting-Organizations-and-Society.pdf
    • IFC-Editorial-Board_2005_Accounting-Organizations-and-Society.pdf
    • Enterprise-resource-planning-systems-management-control-and-the-quest-for-integration_2005_Accounting-Organizations-and-Society.pdf
    • Not-because-they-are-new-Developing-the-contribution-of-enterprise-resource-planning-systems-to-management-control-research_2005_Accounting-Organizati.pdf
    • Volume-30-Contents-and-Author-Index_2005_Accounting-Organizations-and-Society.pdf
    • Call-for-papers_2005_Accounting-Organizations-and-Society.pdf
    • A-time-space-odyssey-management-control-systems-in-two-multinational-organisations_2005_Accounting-Organizations-and-Society.pdf
  • 2.71 MB
  • 2016-2-21

  • SINGLE VARIABLE CONDITIONAL EXPECTATION.rar

    本附件包括：
    • SINGLE VARIABLE CONDITIONAL EXPECTATION.mp4
  • 7.86 MB
  • 2016-1-20

  • Which parametric model for conditional skewness_.rar

    本附件包括：
    • Which parametric model for conditional skewness_.pdf
  • 1012 KB
  • 2015-12-7

  • 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

  • Some asymptotic results of a non-parametric conditional mode estimator for funct.rar

    本附件包括：
    • Some asymptotic results of a non-parametric conditional mode estimator for functional time-series data.pdf
  • 643.4 KB
  • 2014-12-28

  • 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

  • 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

  • introduction to mediation moderation and conditional process analysis a regressi.rar
       introduction to mediation moderation and conditional process analysis a regression-based approach

    本附件包括：
    • introduction to mediation moderation and conditional process analysis a regression-based approach.pdf
  • 8.59 MB
  • 2014-8-12

  • Andrew F. Hayes-Introduction to Mediation, Moderation, and Conditional Process A.zip
       Introduction to Mediation, Moderation, and Conditional Process Analysis: A Regression-Based Approach

    本附件包括：
    • Andrew F. Hayes-Introduction to Mediation, Moderation, and Conditional Process Analysis_ A Regression-Based Approach-Guilford Press (2013).pdf
  • 8.63 MB
  • 2014-7-29

  • MS.rar
       【摩根士丹利】2014年24周研究报告：涵盖欧洲、北美、亚太地区宏观及大宗商品等

    本附件包括：
    • Euro7s30s_conditional_curve.pdf
    • FMG_11JUN14.pdf
    • FXMORNING_090614.pdf
    • FXRecommendations_June0914.pdf
    • FXRecommendations_June1014.pdf
    • FXWeekAhead_090614.pdf
    • gic_assetallocation.pdf
    • giltedge090614.pdf
    • H9452R_RI.pdf
    • HousingTrackerJune2014.pdf
    • IAIR20140611DECOUPLING.pdf
    • IRONOREJUNE2014.pdf
    • JapanRatesWeekly20140612_J.pdf
    • Loan_Insights_2014.06.12.pdf
    • Loan_Insights_2014.06.13_SA.pdf
    • Midwest_Pickup.pdf
    • MS_BET_JUN_2014FINAL.pdf
    • MS_China Economics .pdf
    • MSGLOBALINS_JUN2014.pdf
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    • registering_for_online_services.pdf
    • Revisiting_Italian_Banks.pdf
    • RURALWAGE10JUN14.pdf
    • SADIVERSIFIEDS21604IRONORE.pdf
    • Taiwan_Chartbook_062014.pdf
    • TCM_6_9_2014.pdf
    • TUBNKS_AQ_JUNE2014_FINAL.pdf
    • Weekly_060914_FINAL.pdf
    • YieldJun14.pdf
    • 140610_Master.pdf
    • 20140610_FID.pdf
    • 20140611BEAVSPIN_N.pdf
    • ABB_REVISITV3.pdf
    • AGUPDATEJUNE2014RI.pdf
    • AMRI_RR_061114_V1.pdf
    • APMATWEEKLY10JUNE2014.pdf
    • ASEANMAY14.pdf
    • ASOSJUNE14V2.pdf
    • AT1_UpdateJune14.pdf
    • AUSMP201406.pdf
    • BHPANDRIO_12JUNE14.pdf
    • BOCHKJUNE2014.pdf
    • BTS_GEM_STRATEGY_FINAL.pdf
    • BTS_GL_STR_OUTLOOK_061114J.pdf
    • CASINOTALE37_2Q.pdf
    • CHBANK_RRR_CUT_20140609.pdf
    • China Economics140612MONEY.pdf
    • CM_TRUE_JUN14.pdf
    • CMBS_Insights_2014.06.11.pdf
    • CMBSCorps060914.pdf
    • CMCM_INITIATION_20140611.pdf
    • CNOOC20140612.pdf
    • Continuing_Debate_FINAL.pdf
    • Credag_June14.pdf
    • DBKMAY2014JUNETERP.pdf
    • DCH_UW.pdf
    • DEUT_JUN2014.pdf
    • DFM1Q14.pdf
    • EMMORNING_061014.pdf
    • EMMORNING_061114.pdf
    • EMMORNING_061314.pdf
    • ETE06112014.pdf
  • 17.58 MB
  • 2014-6-14

  • Generalized autoregressive conditional heteroskedasticity.rar

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

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

  • 723.67 KB
  • 2013-12-9

  • seminar paper 2013.rar

    本附件包括：
    • C1992 cumulative prospect theory .pdf
    • C2008 Barberis and Huang skewness and return prospect theory.pdf
    • A1976 Litzenberger Assets price with skewness.pdf
    • A2000Conditional_skewness_in_asset pricing.pdf
    • A2007 Mitton and Vorkink Equillibrem skew adv.pdf
    • A2010 Expected idiosyncratic skewness.pdf
    • A2013 JF Ex Ante Skewness and Expected Stock Returns.pdf
    • B+2006 comment HLdiscuss.pdf
    • B+2006 RV and Microstructure noise.pdf
    • B2005 A tale of two scales.pdf
    • B2009Volatility Analysis for High Frequency Financial Data wu.zhijian.pdf
  • 8.35 MB
  • 2013-11-28

  • paper by Hong.rar
       洪老师的文章写得很不错的说

    本附件包括：
    • Generalized spectral tests for conditional mean models in time series with conditional heteroscedasticity of unknown form.pdf
    • Hypothesis Testing in Time Series via the Empirical Characteristic Function A Generalized Spectral Density Approach.pdf
    • INFERENCE ON VIA GENERALIZED SPECTRUM AND NONLINEAR TIME SERIES MODELS.pdf
  • 7.87 MB
  • 2013-7-30

  • Newsvendor solutions via conditional value-at-risk minimization.rar

    本附件包括：
    • Newsvendor solutions via conditional value-at-risk minimization.pdf
  • 951.17 KB
  • 2013-3-19

  • 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

  • Analysis of the conditional stock-return distribution under incomplete specification.rar

    本附件包括：
    • Analysis of the conditional stock-return distribution under incomplete specification.pdf
  • 182.5 KB
  • 2013-1-22

  • 2009 conditional Portfolio Selection.zip
       conditional Portfolio Selection

    本附件包括：
    • 2009 conditional Portfolio Selection.pdf
    • programs.zip
  • 433.39 KB
  • 2012-8-13

  • 应用计量经济学.zip

    本附件包括：
    • 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
    • 22. Non- and Semiparametric Approaches - Quantile Regression.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

  • 经济学.zip
       经济学 必读 经典 论文合集

    本附件包括：
    • Analysis of real GDP growth rates of greater China An asymmetric conditional volatility approach .pdf
    • Collusion in transport group effects .pdf
    • Corporate governance in China An overview .pdf
    • Corruption by monopoly Bribery in Chinese enterprise licensing as a repeated bargaining game.pdf
    • Crown, corporation and church the role of institutions in the stability of pioneer settlements in the Canadian West, 1870–1914 .pdf
    • Emergence of urban poverty and inequality in China evidence from household survey.pdf
    • Fairness as a source of hysteresis in empolyment and relative wages .pdf
    • Growth and regional inequality in China during the reform era .pdf
    • Have the Chinese provinces become integrated under reform.pdf
    • High benefits and low wages Employees as monitor of managerment in soes.pdf
    • Interregional protection Implications of fiscal decentralization and trade liberalization .pdf
    • Is Chinese provincial real GDP per capita nonstationary Evidence from multiple trend break unit root tests.pdf
    • Making sense of institutions as a factor shaping economic performance.pdf
    • On the pareto-optimality of futures contracts over Islamic forward contracts implications for the emerging muslim ecomomics.pdf
    • Privatization and efficiency differentiating ownership effects from political orgnizatinal and dynamic effects.pdf
    • Rural–urban income disparity impact of growth, allocative efficiency, and local growth welfare .pdf
    • Rural–urban migration and urbanization in China Evidence from time-series and cross-section analyses .pdf
    • Segmentation and discrimination in China’s emerging industrial labor market .pdf
    • Sources of China’s economic growth 1952–1999 incorporating human capital accumulation .pdf
    • The effort effects of prizes in the second half in second half of tournaments.pdf
    • The nature of multinational firm boundaries Transaction costs, firm capabilities and foreign maket entry model.pdf
    • The open constitution and its enemies competition rent seeking and the rise of moder state.pdf
    • The wage effects of schooling under socialism and transition evidence in romania1995-2000.pdf
    • What has caused regional inequality in China.pdf
    • What is China’s true unemployment rate.pdf
    • a consititutional theroy of public goods.pdf
    • a general equilibrium of modern crime and punishment.pdf
    • alloction efficiency in competitive bribery game.pdf
    • china gross demestic production estimation.pdf
    • china human capital investment.pdf
    • contructure strcture in agriculture .pdf
    • do tournamets solve of tow-side moral hazard problem .pdf
    • dynanmic externelity modern growth.pdf
    • efficency wages and the quality of job matching.pdf
    • growing inequality and poverty in chian.pdf
    • how much do we care about absolute versus ralative income and consumption.pdf
    • information age orgnaization dynamic and perfermance .pdf
    • investment in uncertainty and policy change.pdf
    • is more data better.pdf
    • job transfer and influence activitise.pdf
    • non-prioner delimma.pdf
    • optimal investment with lumpy costs.pdf
    • productivity growth in oecd countries.pdf
    • regional diparity and economic develop in china .pdf
    • team selection with asymmetric agents.pdf
    • the impacts of income gap decision in china.pdf
    • trade insititutions and credit.pdf
  • 7.77 MB
  • 2012-7-21

  • Data Mining课件.zip

    本附件包括：
    • conditional_independence.pdf
    • discrete_and_linear_gaussian_models.pdf
    • em_for_bayesian_regression.pdf
    • em_in_general.pdf
    • factor_graphs_and_the_sum_product_algorithm.pdf
    • graphical_model_notation.pdf
    • inference_on_a_chain.pdf
    • Introduction.pdf
    • LDA.pdf
    • Markov_Chain_Monte_Carlo.pdf
    • markov_random_fields.pdf
    • mixture_models_and_em_for_gmm.pdf
    • Multivariate Gaussian.pdf
    • sampling_basic.pdf
    • sum_and_product_rules.pdf
    • varitional_inference.pdf
    • vb_2d_gaussian.pdf
    • vb_gmm.pdf
    • vb_usage.pdf
  • 28.6 MB
  • 2011-4-3

  • HBR.BA1988.rar
       HBR.BA1988.rar

    本附件包括：
    • HBR.BA1988-The Power of Unconditional Service Guarantees.pdf
    • HBR.BA1988-Time--The Next Source of Competitive Advantage.pdf
  • 5.42 MB
  • 2010-12-22

  • C Manul ASM 9ed (1).rar

    本附件包括：
    • 13 - AGGREGATE LOSS MODELS - APPROXIMATING DISTRIBUTION.pdf
    • 14 - AGGREGATE LOSS MODELS - THE RECURSIVE FORMULA.pdf
    • 15 - AGGREGATE LOSSES - AGGREGATE DEDUCTIBLE.pdf
    • 16 - AGGREGATE LOSSES - MISCELLANEOUS TOPICS.pdf
    • 17 - REVIEW OF MATHEMATICAL STATISTICS.pdf
    • 18 - THE EMPERICAL DISTRIBUTION FOR COMPLETE DATA.pdf
    • 19 - VARIANCE OF EMPIRICAL ESTIMATORS WITH COMPLETE DATA.pdf
    • 20 - KAPLAN-MEIER AND NELSON-AALEN ESTIMATORS.pdf
    • 00 - PREFACE.pdf
    • 02 - VARIANCE.pdf
    • 03 - CONDITIONAL VAIANCE.pdf
    • 04 - EXPECTED VALUES.pdf
    • 05 - PARAMETRIC DISTRIBUTIONS.pdf
    • 06 - RISK MEASURES.pdf
    • 07 - DEDUCTIBLES, LOSS ELIMINATION RATIO, INFLATION.pdf
    • 08 - OTHER COVERAGE MODIFICATIONS.pdf
    • 09 - BONUSES.pdf
    • 10 - DISCRETE DISTRIBUTIONS.pdf
    • 11 - POISSON-GAMMA.pdf
    • 12 - FREQUENCY DISTRIBUTIONS - EXPOSURE AND COVERAGE MODIFICATIONS.pdf
  • 27.35 MB
  • 2010-9-26

  • EvaluabilityHypothesis.pdf
       Learning Conditional Behavior in Similar Stag Hunt Games by Dale O. Stahl and John Van Huyck

  • 288.83 KB
  • 2010-7-27

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

    本附件包括：
    • ba_bacd_o.fmt
    • ba_eacd_o.fmt
    • ba_wacd_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
    • GARCH.pdf
  • 1.06 MB
  • 2010-4-29

  • 200711522591276042.rar

    本附件包括：
    • 2 Engle-1982-Autoregressive conditional herteroscedasticity with estimates of the variance of United Kingdom inflation.pdf
    • 3 Engle-2001-Financial econometrics A new discipline with new methods.pdf
    • 1 Chanda,, Engle and Sokalska-2005-HIGH FREQUENCY MULTIPLICATIVE COMPONENT GARCH.pdf
  • 946.64 KB
  • 2010-3-15

  • 20071152393493421.rar

    本附件包括：
    • 12Engle and Sheppard-2001-theoretical and empirical properties of dynamic conditional correlation multivariate GARCH.pdf
    • 11 Engle and Russell-1998-Autoregressive conditional duration A new model for irregularly spaced transaction data.pdf
    • 10 Engle and Rosenberg-1998-Testing the volatility term structure using option hedging criteria.pdf
  • 2 MB
  • 2010-3-15

  • Excel Functions Explained（Excel中Functions解释）.rar
       Excel Functions Explained（Excel中Functions解释）.rar

    本附件包括：
    • Excel Functions Explained（Excel中Functions解释）08-Conditional Sums and Array Formulas（有条件的资金，因此数组公式）conditionalsum.swf
    • Excel Functions Explained（Excel中Functions解释）01-Matrix Lookup Formula (Index and Match)（矩阵查找公式(INDEX和MATCH)）matrixlookup.swf
    • Excel Functions Explained（Excel中Functions解释）02-Cell Information Functions（细胞信息函数）infofunction.swf
    • Excel Functions Explained（Excel中Functions解释）03-Text and String Functions（文本和字符串函数）textfunctions.swf
    • Excel Functions Explained（Excel中Functions解释）04-Formula to Convert Trailing Minus Signs（公式转换尾随减号）trailingminusproblem.swf
    • Excel Functions Explained（Excel中Functions解释）05-Using IF(AND()) & IF(OR()（使用IF(AND()) & IF(OR())）ifandifor.swf
    • Excel Functions Explained（Excel中Functions解释）06-Using the SumProduct() Function（使用SumProduct()函数）sumproduct[1].swf
    • Excel Functions Explained（Excel中Functions解释）07-Basics of Nested Formulas（基本公式的嵌套）nestedformulas.swf
    • Excel Functions Explained（Excel中Functions解释）09-Using the SUBTOTALS Function（使用汇总函数）subtotalfunction.swf
    • Excel Functions Explained（Excel中Functions解释）10-Dynamic Ranges Finally Explained（动态范围447.19）dynamicranges.swf
  • 21.77 MB
  • 2009-12-11

  • Excel Basics（Excel基础）.rar
       Excel Basics（Excel基础）.rar

    本附件包括：
    • Excel Basics（Excel基础）06-About Conditional Formatting（有关条件格式）conditionalformatexcel.swf
    • Excel Basics（Excel基础）01-Using Paste Special（使用“选择性粘贴”）pastespecial.swf
    • Excel Basics（Excel基础）05-Data Validation in Excel（在Excel中的数据验证）datavalidation.swf
    • Excel Basics（Excel基础）07-Basics of Protecting a Worksheet（基础的保护工作表）protectsheet.swf
    • Excel Basics（Excel基础）08-Basics of Using Subtotals（基本的使用汇总）subtotals.swf
    • Excel Basics（Excel基础）09-Basics of Print Setup Options（基本的打印设置选项）pagesetup.swf
    • Excel Basics（Excel基础）10-Formatting Tricks（格式技巧）excelfrmtngtricks.swf
    • Excel Basics（Excel基础）11-Grouping Tabs to Save Time（分组标签，以节省时间）groupingtabs.swf
    • Excel Basics（Excel基础）12-Conditional Format with Four Conditions（条件格式的四个条件）fourcondtlformats.swf
    • Excel Basics（Excel基础）02-Using Text to Columns（使用文本分列）texttocolumn.swf
    • Excel Basics（Excel基础）03-Tips on Filtering with AutoFilter（提示与“筛选过滤”）autofilter.swf
    • Excel Basics（Excel基础）04-Using Goal Seek（使用目标搜寻）goalseek.swf
  • 22.48 MB
  • 2009-12-11

  • CVaR-投资组合优化.rar

    本附件包括：
    • Portfolio optimization of equity mutual funds with fuzzy return rates and risks.pdf
    • A CONVEX STOCHASTIC OPTIMIZATION PROBLEM ARISING FROM PORTFOLIO SELECTION.PDF
    • A miminax portfolio selection rule with linear programming solution.pdf
    • Comments on ‘‘A mixed integer linear programming formulation.pdf
    • CREDIT RISK OPTIMIZATION WITH CONDITIONAL.pdf
    • CVaR Models with Selective Hedging for International Asset Allocation.pdf
    • Portfolio optimization with CVaR under VG process.pdf
    • Portfolio selection under possibilistic mean–variance utility and a SMO algorithm.pdf
    • Dynamic mean–variance portfolio selection with borrowing constraint.pdf
    • Importance sampling for integrated market and credit portfolio models.pdf
  • 3.47 MB
  • 2009-11-12

  • Java Methods for Financial Engineering.rar

    本附件包括：
    • Complex Conditional Options.pdf
    • Conditional Options.pdf
    • Digital Options.pdf
    • Double Barrier Options.pdf
    • Duration.pdf
    • front-matter.pdf
    • Futures.pdf
    • Interest Rate Calculations.pdf
    • Interest Rate Derivatives.pdf
    • Introduction.pdf
    • Modelling Stock Prices.pdf
    • Options.pdf
    • Other Exotics.pdf
    • Sensitivity Measures (The ‘Greeks’).pdf
    • Special Case Barrier Options.pdf
    • The Binomial Model.pdf
    • Analytical Option Pricing Methods.pdf
    • back-matter.pdf
    • Barrier Type Options.pdf
    • Bonds.pdf
  • 5.77 MB
  • 2009-9-30

  • DCC.rar

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

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

  • 1.62 MB
  • 2009-5-14

  • 317496.pdf
       [分享]Testing for volatility interactions in the Constant Conditional Correlation GARCH m

  • 194.49 KB
  • 2009-4-21

  • 297032.pdf
       MkS1991_Inverstigating Household Purchase Timing Decisions_a Conditional Hazard Function

  • 1.27 MB
  • 2009-2-25

  • 276870.pdf
       Optimization of Conditional Value-at-Risk

  • 248.82 KB
  • 2008-12-15

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

  • 750.11 KB
  • 2008-11-2

  • 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
    • Robert Engle_Risk and Volatility_Econometric Models and Financial Pratice.pdf
    • 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
    • 3.Instrumental variable estimation based on conditional median restriction.pdf
    • 4.Generalized R-estimators under conditional heteroscedasticity.pdf
    • 14.Nonparametric tests for conditional symmetry in dynamic models.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
    • 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
    • 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

  • 149069.pdf
       [下载]On Probabilistic Conditional Independence Structures

  • 2.07 MB
  • 2007-8-27

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

    本附件包括：
    • Consistent Estimates Based on Partially Consistent Observations.pdf
    • Error Components and Seemingly Unrelated Regressions.pdf
    • Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods.pdf
    • Estimating Vector Autoregressions with Panel Data.pdf
    • Inference in Linear Time Series Models with some Unit Roots.pdf
    • Instrumental-Variable Estimation of an Error-Components Model.pdf
    • Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable.pdf
    • On Seemingly Unrelated Regressions with Error Components.pdf
    • On the Pooling of Time Series and Cross Section Data.pdf
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    • A Conditional Probit Model for Qualitative Choice.pdf
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  • 31.69 MB
  • 2007-7-16

  • 117284.pdf
       Estimation in Conditionally Heteroscedastic Time Series Models

  • 4.65 MB
  • 2007-5-16

  • 116046.rar
       Journal of Econometrics 2007 vol 138

    本附件包括：
    • Efficient information theoretic inference for conditional moment restrictions.pdf
    • Information measures for generalized gamma family.pdf
    • Reconciling introspective utility with revealed preference Experimental arguments based on prospect theory.pdf
    • A pair-wise approach to testing for output and growth convergence.pdf
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    • Measuring volatility with the realized range.pdf
    • No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise Theory and testable distributional implications.pdf
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    • The zero-information-limit condition and spurious inference in weakly identified models.pdf
    • Testing with many weak instruments.pdf
    • Generalizing the standard product rule of probability theory and Bayes's Theorem.pdf
    • Progress and challenges in econometrics.pdf
    • Some aspects of the history of Bayesian information processing.pdf
    • Information optimality and Bayesian modelling.pdf
    • On the efficient use of the informational content of estimating equations Implied probabilities and Euclidean empirical likelihood.pdf
    • Information in generalized method of moments estimation and entropy-based moment selection.pdf
    • Estimation and inference in the case of competing sets of estimating equations.pdf
    • GMM estimation of a maximum entropy distribution with interval data.pdf
    • A versatile and robust metric entropy test of time-reversibility, and other hypotheses.pdf
  • 11.07 MB
  • 2007-5-12

  • 116000.rar
       Journal of Econometrics 2007 vol 138

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

  • 84735.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：
    • 27 Bollerslev and Zhou-2002-Estimating stochastic volatility diffusion using conditional moments of integrated volatility.pdf
    • 26 Bollerslev and Zhou-2002-Corrigendum to “Estimating stochastic volatility diffusion using conditional moments of integrated volatility”.pdf
    • 25 Bollerslev and Zhang-2003-Measuring and modeling systematic risk in factor pricing models using high-frequency data.pdf
  • 1002.66 KB
  • 2007-1-15

  • 84734.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：
    • 22 Bollerslev-1987-A conditional heteroskedastic time series model for speculative prices and rates of return.pdf
    • 24 Bollerslev and Wright-2000-Semiparametric estimation of long-memory volatility dependencies The role of high-frequency data.pdf
    • 23 Bollerslev-2001-Financial econometrics Past developments and future challenges.pdf
  • 604.77 KB
  • 2007-1-15

  • 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：
    • 20 Baillie, Bollerslev and Mikkelsen-1996-Fractionally integrated generalized autoregressive conditional heteroskedasticity.pdf
    • 21 Bollerslev-1986-Generalized Autoregressive Conditional Herteroskedasticity.pdf
    • 19 Andersen, Bollerslev, Diebold and Ebens-2001-The distribution of realized stock return volatility.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
    • 11 Engle and Russell-1998-Autoregressive conditional duration A new model for irregularly spaced transaction data.pdf
    • 10 Engle and Rosenberg-1998-Testing the volatility term structure using option hedging criteria.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：
    • 2 Engle-1982-Autoregressive conditional herteroscedasticity with estimates of the variance of United Kingdom inflation.pdf
    • 3 Engle-2001-Financial econometrics A new discipline with new methods.pdf
    • 1 Chanda,, Engle and Sokalska-2005-HIGH FREQUENCY MULTIPLICATIVE COMPONENT GARCH.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

  • 71159.rar
       [推荐]萧政的panel data 后的部分参考文献,都是jstor里的

    本附件包括：
    • Rank estimation of a generalized fixed-effects regression model.pdf
    • Specification Tests for the Multinomial Logit Model.pdf
    • Panel Data and Unobservable Individual Effects.pdf
    • A Conditional Probit Model for Qualitative Choice.pdf
    • Attrition Bias in Experimental and Panel Data The Gary Income Maintenance Experiment.pdf
    • The Estimation of a Simultaneous Equation Generalized Probit Model.pdf
    • A Comparative Study of Alternative Estimators in a Distributed Lag Model.pdf
    • Error Components and Seemingly Unrelated Regressions.pdf
    • On Seemingly Unrelated Regressions with Error Components.pdf
    • Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable.pdf
  • 10.21 MB
  • 2006-11-9

  • 63448.rar
       随机微积分讲义（在金融方面的应用）

    本附件包括：
    • Probability theory, conditional expectations, martingales.pdf
    • assign1.pdf
    • Assign2.pdf
    • Continuous-time processes, Brownian motion, martingales.pdf
    • exam98.pdf
    • exam99.pdf
    • FiniteDif(1).xls
    • Gamma(1).xls
    • Introduction; the Cox-Ross-Rubinstein model.pdf
    • midterm98.pdf
    • midterm99.pdf
    • sol2.pdf
    • sol3.pdf
    • sol45.pdf
    • SolExam98.pdf
    • SolExam99.pdf
    • Solmidterm98.pdf
    • Solmidterm99.pdf
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    • StCalc5——.pdf
    • StCalc7——.pdf
    • StCalc8——.pdf
    • StCalc9——.pdf
    • StCalc10——.pdf
  • 892.7 KB
  • 2006-9-9

  • 48368.rar
       [分享]2005年Journal of Empirical Finance

    本附件包括：
    • Forecasting asymmetries in aggregate stock market returns_ Evidence from conditional skewness .pdf
    • Testing for contagion_ a conditional correlation analysis .pdf
    • A comparison of extreme value theory approaches for determining value at risk (1).pdf
    • A comparison of extreme value theory approaches for determining value at risk (2).pdf
    • A comparison of extreme value theory approaches for determining value at risk (3).pdf
    • A comparison of extreme value theory approaches for determining value at risk .pdf
    • Equilibrium analysis of volatility clustering .pdf
    • European exchange rate volatility dynamics_ an empirical investigation .pdf
    • Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach .pdf
    • Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements .pdf
    • Foreign acquisitions by UK limited companies_ short- and long-run performance .pdf
    • Index futures and positive feedback trading_ evidence from major stock exchanges .pdf
    • Index futures arbitrage before and after the introduction of sixteenths on the NYSE .pdf
    • Internationally cross-listed stock prices during overlapping trading hours_ price discovery and exchange rate effects .pdf
    • Measuring tail thickness under GARCH and an application to extreme exchange rate changes .pdf
    • Order imbalance and liquidity supply_ Evidence from the bubble burst of Nasdaq stocks .pdf
    • Ownership concentration and executive compensation in closely held firms_ Evidence from Hong Kong .pdf
    • Price limit performance_ evidence from transactions data and the limit order book .pdf
    • Pricing American options when the underlying asset follows GARCH processes .pdf
    • Regime shifts in interest rate volatility .pdf
    • STAR and ANN models_ forecasting performance on the Spanish ______Ibex-35______ stock index .pdf
    • Testing dividend signaling models .pdf
    • Testing forward rate unbiasedness allowing for persistent regressors .pdf
    • The econometrics of efficient portfolios .pdf
    • The pricing discount for limited liquidity_ evidence from SWX Swiss Exchange and the Nasdaq .pdf
    • The relationship between stock returns and inflation_ new evidence from wavelet analysis .pdf
    • The relationship between stock returns and volatility in international stock markets .pdf
    • Trading volume and contract rollover in futures contracts .pdf
    • Winter blues and time variation in the price of risk .pdf
    • Yet another look at mutual fund tournaments .pdf
  • 8.08 MB
  • 2006-4-14

  • 39848.rar
       [分享](Bollerslev经典文献)A Conditionally Heteroskedastic Time Series Model for Speculati

    本附件包括：
    • A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return.pdf
  • 249.38 KB
  • 2006-2-15

  • 38035.rar
       求文章,谢了!!

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

  • 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

  • 25773.rar
       Journal of Econometrics Vol 95 2000

    本附件包括：
    • Estimation of a censored regression panel data model using conditional moment restrictions efficiently.pdf
    • 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
    • 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

  • 22539.rar
       [下载]Mathematical finance (journal)October 2004 Volume 14

    本附件包括：
    • vasicek beyond the normal.pdf
    • Dynamic Minimization of Worst Conditional Expectation of Shortfall.pdf
    • MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE-EXERCISE OPTIONS.pdf
    • QUADRATIC TERM STRUCTURE MODELS FOR RISK-FREE AND DEFAULTABLE RATE.pdf
    • STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE q-OPTIMAL MEASURE.pdf
    • THE SQUARED ORNSTEIN-UHLENBECK MARKET.pdf
  • 1005.06 KB
  • 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

  • 9895.rar
       [下载][讨论]Handout.Introduction To ARCH & GARCH Models

    本附件包括：
    • Constant conditional correlation in a bivariate GARCH model.pdf
  • 55.7 KB
  • 2005-3-9

  • 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

  • 730.rar
       政治经济学文献推荐！

    本附件包括：
    • Conditionality and Ownership in IMF Lending.pdf
  • 411.73 KB
  • 2004-7-9
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