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192613.rar
[下载]whats new in Econometrics2007年暑期哈佛及NBER的Guido Imbens教授、密歇根州立大学Jeff
本附件包括：
- lect_12_Missing Data.pdf
- lect_13Weak Instruments and Many Instruments.pdf
- lect_14Quantile Methods.pdf
- lect_15Generalized Method of Moments and Empirical Likelihood.pdf
- lect_11_Discrete Choice Models.pdf
748.06 KB
2008-2-13

169761.rar
[原创][下载]Journal of Econometrics-Volume 141, Issue 2, Pages 323-1420 (December 2007)
本附件包括：
- 15.Masking identification of discrete choice models under simulation methods.pdf
- 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
- 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

169107.rar
Feenstra的《Advanced International Trade》完整版下载
本附件包括：
- 2003431319954749.zip
- 20034314392166695.zip
- 20034314422681598.zip
- 20034314454971459.zip
- 20034314533178439.zip
- 20034314564542295.zip
- Appendix A Price,Productivity and Terms of Trade Indexes.pdf
- Appendix B Discrete Choice Models.pdf
- chapter1.pdf
- chapter2.pdf
- chapter3.pdf
- chapter4.pdf
- chapter5.pdf
- chapter6.pdf
- chapter7.pdf
- chapter8.pdf
- chapter9.pdf
- chapter10.pdf
- chapter11.pdf
- contents.pdf
- References.pdf
2.67 MB
2007-10-31

113296.rar
Journal of economitrics计量论文
本附件包括：
- Estimating dynamic panel data discrete choice models with fixed effects.doc
- Masking identification of discrete choice models under simulation methods.doc
- 经济学与管理学门类“最有学术影响力的国际期刊”目录.doc
- Common cyclical features analysis in VAR models with cointegration.doc.ff1
- Residual autocorrelation testing for vector error correction models.doc.ff1
1.26 MB
2007-5-4

89095.rar
GAUSS-ESTIMATION OF DISCRETE CHOICE MODELS
39.96 KB
2007-2-3

89094.rar
GAUSS-ESTIMATION OF DISCRETE CHOICE MODELS
8.62 KB
2007-2-3

89093.rar
GAUSS-ESTIMATION OF DISCRETE CHOICE MODELS
7.86 KB
2007-2-3

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

60820.pdf
SAS application in marketing: Discrete Choice modeling
945.12 KB
2006-8-13

25773.rar
Journal of Econometrics Vol 95 2000
本附件包括：
- A numerically stable quadrature procedure for the one-factor random-component discrete choice model.pdf
- Bayesian analysis of ARMA–GARCH models-- A Markov chain sampling approach.pdf
- Conference Paper.pdf
- Cross-sectional aggregation of non-linear models.pdf
- Detection of change in persistence of a linear time series.pdf
- Econometrics and decision theory.pdf
- Editorial.pdf
- Empirically relevant critical values for hypothesis tests-- A bootstrap approach.pdf
- Estimating the density of unemployment duration based on contaminated samples or small samples.pdf
- Estimation of a censored regression panel data model using conditional moment restrictions efficiently.pdf
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics.pdf
- Identification problems and decisions under ambiguity-- treatment response and choice.pdf
- Index.pdf
- Internet-based econometric computing.pdf
- On the sensitivity of the usual t- and F-tests to covariance misspecification.pdf
- Rank estimation of a generalized fixed-effects regression model.pdf
- Testing for the cointegrating rank of a VAR process with a time trend.pdf
- Testing time reversibility without moment restrictions.pdf
- The econometric consequences of the ceteris paribus condition in economic theory.pdf
- The incidental parameter problem since 1948.pdf
- Unit root tests in the presence of uncertainty about the non-stochastic trend.pdf
- Using a likelihood perspective to sharpen econometric discourse-- Three examples.pdf
3.35 MB
2005-9-9