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  • Taylor_&_Francis_Articles(11Nov2023) (6).zip

    本附件包括：
    • 00-Solving Estimating Equations With Copulas.pdf
  • 1.02 MB
  • 2023-11-12

  • Taylor_&_Francis_Articles(15Aug2022).zip

    本附件包括：
    • 01-Nonparametric quantile regression with missing data using local estimating equations.pdf
  • 1.24 MB
  • 2022-8-15

  • [James_W._Hardin,_Joseph_M._Hilbe] Generalized Estimating Equations清晰版.zip

    本附件包括：
    • [James_W._Hardin,_Joseph_M._Hilbe] Generalized Estimating Equations清晰版.pdf
  • 2.7 MB
  • 2018-7-26

  • Lecture Notes in Statistics 201-210(缺少206，209).rar

    本附件包括：
    • (Lecture Notes in Statistics 208) Stochastic Orders in Reliability and Risk_ In Honor of Professor Moshe Shak.pdf
    • (Lecture Notes in Statistics 201) Synthetic Datasets for Statistical Disclosure Control_ Theory and Implementation -Springer-Verlag New York (2011).pdf
    • (Lecture Notes in Statistics 202) Shelby J. Haberman (auth.), Neil J. Dorans, Sandip Sinharay (eds.)-Looking Back_ Proceedings of a Conference in Honor of Paul W. Holland-Springer-Verlag New York (201.pdf
    • (Lecture Notes in Statistics 203) Inverse Problems and High-Dimensional Estimation_ Stats in the Chateau Summer School, Aug.pdf
    • (Lecture Notes in Statistics 204) Generalized Estimating Equations -Springer-Verlag New York (2011).pdf
    • (Lecture Notes in Statistics 205) Probability Approximations and Beyond -Springer-Verlag New York (2012).pdf
    • (Lecture Notes in Statistics 207) Advances and challenges in space-time modelling of natura.pdf
  • 13.53 MB
  • 2017-9-9

  • Generalized Estimating Equations.zip
       经典的书

    本附件包括：
    • Generalized Estimating Equations.djvu
  • 1.09 MB
  • 2012-6-15

  • 1584883073.rar
       Generalized estimating equations by James W Hardin

    本附件包括：
    • 1584883073.djvu
  • 1.09 MB
  • 2009-8-20

  • 116046.rar
       Journal of Econometrics 2007 vol 138

    本附件包括：
    • On the efficient use of the informational content of estimating equations Implied probabilities and Euclidean empirical likelihood.pdf
    • Estimation and inference in the case of competing sets of estimating equations.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
    • Efficient information theoretic inference for conditional moment restrictions.pdf
    • Information in generalized method of moments estimation and entropy-based moment selection.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：
    • On the efficient use of the informational content of estimating equations Implied probabilities and Euclidean empirical likelihood.pdf
    • Estimation and inference in the case of competing sets of estimating equations.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
    • Efficient information theoretic inference for conditional moment restrictions.pdf
    • Information in generalized method of moments estimation and entropy-based moment selection.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
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