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  • Taylor_&_Francis_Articles(11Nov2023).zip

    本附件包括：
    • 00-Ball Covariance_ A Generic Measure of Dependence in Banach Space.pdf
  • 1.19 MB
  • 2023-11-12

  • 地统计学中的克里格插值法，Matlab编写，内有详细的说明.rar
       地统计学中的克里格插值法，Matlab编写，内有详细的说明

    本附件包括：
    • xcovariance.m
    • devico.m
    • dlpm.m
    • halfrevolution.m
    • hfr2.m
    • KrigingInter.m
  • 2.26 KB
  • 2023-6-25

  • Large Covariance and Autocovariance Matrices.rar

    本附件包括：
    • Large Covariance and Autocovariance Matrices.pdf
  • 17.3 MB
  • 2023-5-24

  • Taylor_&_Francis_Articles(14Aug2022).zip

    本附件包括：
    • 01-Estimation of the nonparametric mean and covariance functions for multivariate longitudinal an.pdf
  • 1.15 MB
  • 2022-8-15

  • Fama.rar

    本附件包括：
    • Fama & French 1992 JF.pdf
    • Fama & French 1992 JF.xml
    • Fama & French 1993 Common Risk Factors in the Returns on Stocks and Bonds.pdf
    • Fama & French 1996 JF.pdf
    • Fama & French 2000 Characteristics, Covariances, and Average Returns 1929 to 1997.pdf
    • Fama & French 2002 The equity premium.pdf
    • Fama & French 2004 The Capital asset pricing model theory and evidence .pdf
    • Fama & French 2006 Profitability, investment and average returns.pdf
    • Fama & French 2006 The Behavior of Interest Rates.pdf
    • Fama & French 2006 The Value Premium and the CAPM.pdf
    • Fama & French 2007 Disagreement, tastes, and asset prices.pdf
    • Fama & French 2007 The anatomy of value and growth stock returns.pdf
    • Fama & French 2008 Average Returns, BM, and Share Issues.pdf
    • Fama & French 2008 Dissecting Anomalies.pdf
    • Fama & French 2010 Luck versus Skill in the Cross-Section of Mutual.pdf
    • Fama & French 2012 Size, value, and momentum in international stock returns.pdf
    • Fama & French 2015 A five-factor asset pricing model.pdf
    • Fama & French 2016 RFS Dissecting Anomalies with a Five-Factor Model.pdf
    • Fama & French 2017 JFE International tests of a five-factor asset pricing model.pdf
    • Fama & French 2018 Choosing factors.pdf
    • Fama & MacBeth 1973 JPE.pdf
    • Fama 1965 Random Walks.pdf
    • Fama 1965 The Behavior of Stock-Market Prices.pdf
    • Fama 1970 Efficient Capital Markets A Review of Theory and Empirical work.pdf
    • Fama 1984 Term Premiums in Bond Reuturns JFE.pdf
    • Fama 1984 The Information in the Term Structure JFE.pdf
    • Fama 1991 Efficient Capital Markets II JF.pdf
    • Fama 1998 Market efficiency, long-term returns, and behavioral finance JFE.pdf
    • Fama 2006 RFS.pdf
    • Fama 2006 The Behavior of Interest Rates RFS.pdf
    • Fama 2010 Gene Fama’s comments.pdf
    • Fama 2011 My Life in Finance.pdf
    • Fama 2012 Size, value,and momentum ininternational stock returns.pdf
    • Fama and Blume 1966.pdf
    • Fama, Fisher, Jensen, Roll 1969 The Adjustment of Stock Prices to New Information.pdf
    • WP Interest Rates and Inflation Revisited.pdf
    • Fama & Bliss 1987 AER.pdf
    • Fama & Blume 1966 Filter Rules and Stock-Market Trading.pdf
    • Fama & French 1987 JB.pdf
    • Fama & French 1988 JF.pdf
    • Fama & French 1988 JFE.pdf
    • Fama & French 1988 JPE.pdf
    • Fama & French 1989 Business conditions and expected returns on stocks and bonds.pdf
  • 50.12 MB
  • 2021-8-12

  • Estimating Covariance Matrices.zip

    本附件包括：
    • Estimating Covariance Matrices.pdf
  • 201.67 KB
  • 2014-11-6

  • linear latent variable models and covariance structures.rar

    本附件包括：
    • linear latent variable models and covariance structures.pdf
  • 1000.52 KB
  • 2014-10-31

  • 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

  • CAViaRCodes.ZIP
       codes

    本附件包括：
    • VarianceCovariance.m
    • ADAPTIVEloop.dll
    • ASloop.c
    • ASloop.dll
    • CAViaR.m
    • CAViaROptimisation.m
    • DQtest.m
    • GARCHloop.c
    • GARCHloop.dll
    • NewsImpactCurve.m
    • ReadMe.txt
    • RQobjectiveFunction.m
    • SAVloop.c
    • SAVloop.dll
    • ADAPTIVEloop.c
  • 21.71 KB
  • 2014-6-23

  • 45 Analysis of covariance in Stata.rar

    本附件包括：
    • 45 Analysis of covariance in Stata.flv
  • 19.13 MB
  • 2013-4-22

  • A Capital Asset Pricing Model with Time-Varying Covariances.pdf.zip

    本附件包括：
    • A Capital Asset Pricing Model with Time-Varying Covariances.pdf
  • 238.06 KB
  • 2012-12-10

  • Donald Andrew Notes.rar
       Donald Andrew notes

    本附件包括：
    • Lecture_5_covariance.pdf
    • Lecture_1_review_of_linear_models.pdf
    • Lecture_2_some_asymptotic_theorems.pdf
    • Lecture_3_consistency.pdf
    • Lecture_4_normality.pdf
    • Lecture_6_testing2.pdf
    • Lecture_7_inequality.pdf
    • Lecture_8_local_power.pdf
    • Lecture_9_example.pdf
    • Lecture_11_el.pdf
    • Lecture_12_bt_1.pdf
  • 1.06 MB
  • 2011-12-28

  • 01103788.pdf
       A smoothness priors-time varying AR coefficient modelling of nonstationary covariance time series

  • 1.02 MB
  • 2011-9-15

  • Pinggu_HCCME.rar

    本附件包括：
    • White_1980_A Heteroskedasticity-Consistent Covariance Matrix Estimator.pdf
    • MacKinnon & White_1985_Some Heteroskedastic-Consistent Covariance Matrix Estimators with Improved Finite Sample Properties.pdf
  • 1.47 MB
  • 2011-5-31

  • code.zip

    本附件包括：
    • Analysis of Covariance.r
    • Block Designs.r
    • Chicago insurance example.r
    • Diagnostics.r
    • Estimation.r
    • Factorial Designs.r
    • Inference.r
    • Introduction.r
    • Missing Data.r
    • One way ANOVA.r
    • Problems with the Error.r
    • Problems with the Predictors.r
    • Shrinkage Methods.r
    • Transformation.r
    • Variable Selection.r
  • 11.29 KB
  • 2010-12-12

  • 新建 WinRAR ZIP 压缩文件.zip

    本附件包括：
    • Divorce and Child Behavior Pro.pdf
    • 2329239.pdf
    • A Cautionary Note on the Use of Information Fit Indexes in Covariance Structure Modeling With Means.pdf
    • A SAS Macro for Estimating and Visualizing Individual Growth Curves Volume 11, Issue 1 January 2004 , pages 132 – 149.pdf
    • A SAS Macro for Estimating and Visualizing Individual Growth Curves.pdf
    • Including Time-Invariant Covariates in the Latent Growth Curve Model.pdf
    • Point and Interval Estimation of Reliability for Multiple-Component Measuring Instruments via Linear Constraint Covariance Structure Modeling.pdf
    • Using an EM Covariance Matrix to Estimate Structural Equation Models With Missing Data Choosing an Adjusted Sample Size to Improve the Accuracy of Inferences .pdf
  • 10.2 MB
  • 2009-12-25

  • 高盛风险管理系列经典之作.zip

    本附件包括：
    • GS_RMS - Managing Market Exposure_Jan96.pdf
    • GS_RMS - Estimating Covariance Matrices_Jan98.pdf
    • GS_RMS - Hot Spots & Hedges_Oct96.pdf
  • 566.56 KB
  • 2009-9-13

  • 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

  • 264576.rar
       [推荐]诺奖获得者Robert F. Engle论文N篇

    本附件包括：
    • The Econometrics of Ultra-High-Frequency Data.pdf
    • [Bayesian Analysis of Stochastic Volatility Models.pdf
    • A Capital Asset Pricing Model with Time-Varying Covariances.pdf
    • Band Spectrum Regression.pdf
    • Co-Integration and Error Correction-Representation, Estimation, and Testing.pdf
    • Common Volatility in International Equity Markets.pdf
    • Estimates of the Variance of U. S. Inflation Based upon the ARCH Model.pdf
    • Estimating Time Varying Risk Premia in the Term Structure-The Arch-M Model.pdf
    • Exact Maximum Likelihood Methods for Dynamic Regressions and Band Spectrum Regressions.pdf
    • Multivariate Simultaneous Generalized Arch.pdf
    • Semiparametric ARCH Models.pdf
    • Small-Sample Properties of ARCH Estimators and Tests.pdf
    • Specification of the Disturbance for Efficient Estimation.pdf
    • Statistical Models for Financial Volatility.pdf
    • Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative.pdf
    • Testing Price Equations for Stability Across Spectral Frequency Bands.pdf
  • 7.65 MB
  • 2008-11-7

  • 223032.rar
       【合集】100篇准备金文章

    本附件包括：
    • 用双广义线性模型预测非寿险未决赔款准备金.pdf
    • ESTIMATING THE WORKERS’ COMPENSATION TAIL RICHARD E. SHERMAN AND GORDON F. DISS .pdf
    • ESTIMATORS AND BOOTSTRAP CONFIDENCE INTERVALS FOR RUIN PROBABILITIES .pdf
    • FITTING TWEEDIE'S COMPOUND POISSON MODEL TO INSURANCE CLAIMS DATA.pdf
    • Generalized Linear Models Beyond the Exponential Family with Loss Reserve Applications.pdf
    • GLM Basic Modeling Avoiding Common Pitfalls.pdf
    • GLM III Advanced Modeling Strategy.pdf
    • IBNR FACTORS.pdf
    • IBNR Reserve Under a Loglinear Location-Scale Regression Model.pdf
    • IBNR索赔准备金均匀最小方差的无偏估计.pdf
    • Interpretations of Semi-Parametric Mixture Models.pdf
    • Largest Claims Reinsurance Premiums under Possible Claims Dependence.pdf
    • Local Mixtures and Exponential Dispersion Models.pdf
    • Loss Development Using Credibility.pdf
    • LOSS RESERVING METHODS.pdf
    • Loss Reserving Using Claim-Level Data.pdf
    • Loss Reserving with Limited Data.pdf
    • Mack_Venter.pdf
    • Measuring the Variability of Chain Ladder Reserve Estimates.pdf
    • Method of Testing Loss Reserves.pdf
    • Methods and Models of Loss Reserving Based on Run-Off Triangles_ A Unifying Survey.pdf
    • methods for IBNR.pdf
    • MODEL FOR IBNR CLAIMS.pdf
    • On the Analysis of the Truncated Generalized Poisson Distribution Using a Bayesian Method.pdf
    • On the Distribution of Discounted Loss Reserves Using Generalized Linear Models.pdf
    • On the Distribution of Discounted Loss.pdf
    • Parameter Estimation for Bornhuetter_Ferguson.pdf
    • Predictive Distributions for Reserves which Separate True IBNR.pdf
    • Refining Reserve Runoff Ranges.pdf
    • report on An approach to the analysis of claims experience in excess of loss reinsurance.pdf
    • Some remarks on IBNR evaluation techniques.pdf
    • STOCHASTIC CLAIMS INFLATION IN IBNR.pdf
    • STOCHASTIC CLAIMS RESERVING IN GENERAL INSURANCE By P. D. England and R. J. Verrall.pdf
    • Stochastic ReservingMack and Bootstrapping.pdf
    • THE ACTUARY AND IBNR.pdf
    • THE CLAIMS RESERVING PROBLEM IN NON-LIFE INSURANCE SOME STRUCTURAL IDEAS.pdf
    • The Estimation Error in the Chain-Ladder Reserving Method_A Bayesian Approach.pdf
    • The Modified Bornhuetter-Ferguson Approach To IBNR Allocation.pdf
    • The Path of the Ultimate Loss Ratio estimate..pdf
    • The Path of the Ultimate Loss Ratio Estimate.pdf
    • The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles.pdf
    • Using Claim Department Work Measurement Systems to Determine Claim Adjustment Expense Reserves.pdf
    • Variance and Covariance in Reserves Due to Inflation.pdf
    • Which Stochastic Model is Underlying the Chain Ladder Method.pdf
    • 保险公司IBNR准备金财务规定的实证研究.pdf
    • 产险业已发生已报案未决赔款准备金评估差异性实证分析.pdf
    • 非寿险责任准备金评估.pdf
    • 广义线性模型在非寿险精算中的应用及其研究进展.pdf
    • 广义线性模型在汽车保险定价的应用.pdf
    • 我国保险公司IBNR准备金的财务核算内涵.pdf
    • 修正IBNR法的算法及其简化.pdf
    • ESTIMATING THE TAILS OF LOSS SEVERITY DISTRIBUTIOINS .pdf
  • 27.06 MB
  • 2008-6-27

  • 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
    • 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

  • 136806.rar
       [原创]罗默的高级宏观后的部分参考文献

    本附件包括：
    • Measuring the Cyclicality of Real Wages How Important is Composition Bias.pdf
    • Money-Wage Dynamics and Labor-Market Equilibrium.pdf
    • The Prewar Business Cycle Reconsidered New Estimates of Gross National Product, 1869-1908.pdf
    • The Relation between Unemployment and the Rate of Change of Money Wage Rates in the United Kingdom, 1861-1957.pdf
    • The Role of Monetary Policy.pdf
    • A General Equilibrium Approach To Monetary Theory.pdf
    • A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix.pdf
    • Credit Conditions and the Cyclical Behavior of Inventories.pdf
    • Credit, Money, and Aggregate Demand.pdf
    • Financial Intermediaries and the Effectiveness of Monetary Controls.pdf
    • Menu Costs and the Neutrality of Money.pdf
    • Temporary Taxes as Macro-Economic Stabilizers.pdf
    • An Equilibrium Model of the Business Cycle.pdf
    • International Evidence on Output-Inflation Tradeoffs.pdf
    • Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule.pdf
  • 23.47 MB
  • 2007-7-14

  • 116940.rar
       Matlab的一些金融应用

    本附件包括：
    • Black-Scholes Option Value.zip
    • Kernel Regression Toolbox 1.0.zip
    • Technical Analysis Tool.zip
    • Covariance Tools 1.0a.zip
    • parameter estimation of 1-F interest rate.rar
    • Interactive Efficient Frontier Viewer.zip
    • Mortgage Calculator.zip
    • PlotMeTheGreeks.zip
    • riskcalc.zip
  • 175.23 KB
  • 2007-5-15

  • 48583.pdf
       Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure

  • 1.25 MB
  • 2006-4-15

  • 41927.rar
       Fama 老头的新世纪 论文四篇（2000-2004）

    本附件包括：
    • (2001)-Disappearing dividends-- changing firm characteristics or lower propensity to pay.pdf
    • (2002)-The Equity Premium.pdf
    • (2004)-Financing decisions-- who issues stock.pdf
    • (2004)-New lists-- Fundamentals and survival rates.pdf
    • (2000)-Characteristics, Covariances, and Average Returns-- 1929 to 1997.pdf
  • 4.85 MB
  • 2006-3-6

  • 25773.rar
       Journal of Econometrics Vol 95 2000

    本附件包括：
    • On the sensitivity of the usual t- and F-tests to covariance misspecification.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
    • Estimation of a censored regression panel data model using conditional moment restrictions efficiently.pdf
    • Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics.pdf
    • Identification problems and decisions under ambiguity-- treatment response and choice.pdf
    • Index.pdf
    • Internet-based econometric computing.pdf
    • 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

  • 9595.rar
       [下载]Recall and recognition in mild hypoxia: using covariance structural modeling to tes

    本附件包括：
    • 15.pdf
  • 150.91 KB
  • 2005-3-5

  • 7255.rar
       VAR文献2

    本附件包括：
    • Var on the Stqability and Forecasting of the Variance-covariance Matrix.pdf
  • 505.77 KB
  • 2005-1-7

  • 1180.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：
    • A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix.pdf
  • 502.19 KB
  • 2004-9-4

  • 1179.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：
    • A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity.pdf
  • 1.43 MB
  • 2004-9-4
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