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  • 2020+structural+ecmtrc.rar

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

  • Generalized Method of Moments Estimation.zip

    本附件包括：
    • Generalized Method of Moments Estimation.pdf
  • 6.83 MB
  • 2017-1-24

  • 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

  • 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

  • The New Palgrave Dictionary of Economics G.rar

    本附件包括：
    • generalized method of moments estimation The New Palgrave Dictionary of Economics.mht
    • growth take-offs The New Palgrave Dictionary of Economics.mht
    • Galbraith, John Kenneth (1908–2006) The New Palgrave Dictionary of Economics.mht
    • Gale, David (1921–2008) The New Palgrave Dictionary of Economics.mht
    • Galiani, Ferdinando (1728–1787) The New Palgrave Dictionary of Economics.mht
    • game theory The New Palgrave Dictionary of Economics.mht
    • game theory and biology The New Palgrave Dictionary of Economics.mht
    • game theory in economics, origins of The New Palgrave Dictionary of Economics.mht
    • games in coalitional form The New Palgrave Dictionary of Economics.mht
    • Geary, Robert Charles (1896–1983) The New Palgrave Dictionary of Economics.mht
    • Gee, Joshua (fl_1725–1750) The New Palgrave Dictionary of Economics.mht
    • gender differences (experimental evidence) The New Palgrave Dictionary of Economics.mht
    • gender roles and division of labour The New Palgrave Dictionary of Economics.mht
    • general equilibrium The New Palgrave Dictionary of Economics.mht
    • general equilibrium (new developments) The New Palgrave Dictionary of Economics.mht
    • general purpose technologies The New Palgrave Dictionary of Economics.mht
    • generational accounting The New Palgrave Dictionary of Economics.mht
    • Genovesi, Antonio (1712–1769) The New Palgrave Dictionary of Economics.mht
    • George, Henry (1839–1897) The New Palgrave Dictionary of Economics.mht
    • Georgescu-Roegen, Nicholas (1906–1994) The New Palgrave Dictionary of Economics.mht
    • Gérard-Varet, Louis-André (1944–2001) The New Palgrave Dictionary of Economics.mht
    • German economics in the early 19th century The New Palgrave Dictionary of Economics.mht
    • German hyperinflation The New Palgrave Dictionary of Economics.mht
    • German reunification, economics of The New Palgrave Dictionary of Economics.mht
    • Germany, economics in (20th century) The New Palgrave Dictionary of Economics.mht
    • Gerschenkron, Alexander (1904–1978) The New Palgrave Dictionary of Economics.mht
    • Gervaise, Isaac (fl_ 1680–1720) The New Palgrave Dictionary of Economics.mht
    • Gesell, Silvio (1862–1930) The New Palgrave Dictionary of Economics.mht
    • ghettoes The New Palgrave Dictionary of Economics.mht
    • Gibrat, Robert Pierre Louis (1904–1980) The New Palgrave Dictionary of Economics.mht
    • Gibrat's Law The New Palgrave Dictionary of Economics.mht
    • Giffen, Robert (1837–1910) The New Palgrave Dictionary of Economics.mht
    • Giffen's paradox The New Palgrave Dictionary of Economics.mht
    • Gilman, Charlotte Perkins (1860–1935) The New Palgrave Dictionary of Economics.mht
    • Gini ratio The New Palgrave Dictionary of Economics.mht
    • Gini, Corrado (1884–1965) The New Palgrave Dictionary of Economics.mht
    • GIS data in economics The New Palgrave Dictionary of Economics.mht
    • global analysis in economic theory The New Palgrave Dictionary of Economics.mht
    • global games The New Palgrave Dictionary of Economics.mht
    • globalization The New Palgrave Dictionary of Economics.mht
    • globalization and labour The New Palgrave Dictionary of Economics.mht
    • globalization and the welfare state The New Palgrave Dictionary of Economics.mht
    • gold standard The New Palgrave Dictionary of Economics.mht
    • golden rule The New Palgrave Dictionary of Economics.mht
    • Goldfeld, Stephen (1940–1995) The New Palgrave Dictionary of Economics.mht
    • Goldsmith, Raymond William (1904–1988) The New Palgrave Dictionary of Economics.mht
    • goods and commodities The New Palgrave Dictionary of Economics.mht
    • Gordon, Robert Aaron (1908–1978) The New Palgrave Dictionary of Economics.mht
    • Gorman, W_M_ (Terence) The New Palgrave Dictionary of Economics.mht
    • Gossen, Hermann Heinrich The New Palgrave Dictionary of Economics.mht
    • Gournay, Jacques Claude Marie Vincent, Marquis de (1712–1759) The New Palgrave Dictionary of Economics.mht
    • government budget constraint The New Palgrave Dictionary of Economics.mht
    • Graham, Frank Dunstone (1890–1949) The New Palgrave Dictionary of Economics.mht
    • Granger, Clive W_ J_ The New Palgrave Dictionary of Economics.mht
    • Granger–Sims causality The New Palgrave Dictionary of Economics.mht
    • graph theory The New Palgrave Dictionary of Economics.mht
    • graphical games The New Palgrave Dictionary of Economics.mht
    • Graunt, John (1620–1674) The New Palgrave Dictionary of Economics.mht
    • gravity equation The New Palgrave Dictionary of Economics.mht
    • gravity models The New Palgrave Dictionary of Economics.mht
    • Great Depression The New Palgrave Dictionary of Economics.mht
    • Great Depression (mechanisms) The New Palgrave Dictionary of Economics.mht
    • Great Depression, monetary and financial forces in The New Palgrave Dictionary of Economics.mht
    • Great Divide The New Palgrave Dictionary of Economics.mht
    • green national accounting The New Palgrave Dictionary of Economics.mht
    • Gresham, Thomas (c1519–1579) The New Palgrave Dictionary of Economics.mht
    • Gresham's Law The New Palgrave Dictionary of Economics.mht
    • Griliches, Zvi (1930–1999) The New Palgrave Dictionary of Economics.mht
    • gross substitutes The New Palgrave Dictionary of Economics.mht
    • Grossman, Herschel I_ (1939–2004) The New Palgrave Dictionary of Economics.mht
    • Grotius (de Groot), Hugo (1583–1645) The New Palgrave Dictionary of Economics.mht
    • group selection The New Palgrave Dictionary of Economics.mht
    • growth accounting The New Palgrave Dictionary of Economics.mht
    • growth and civil war The New Palgrave Dictionary of Economics.mht
    • growth and cycles The New Palgrave Dictionary of Economics.mht
    • growth and inequality (macro perspectives) The New Palgrave Dictionary of Economics.mht
    • growth and institutions The New Palgrave Dictionary of Economics.mht
    • growth and international trade The New Palgrave Dictionary of Economics.mht
    • growth and learning-by-doing The New Palgrave Dictionary of Economics.mht
    • growth models, multisector The New Palgrave Dictionary of Economics.mht
  • 6.38 MB
  • 2012-5-13

  • 322370.rar
       [下载] Generalised Method of Moments --- by Alastair R. Hall, Oxford Univ Press

    本附件包括：
    • Generalized Method of Moments.pdf
  • 3.85 MB
  • 2009-5-6

  • 322367.rar
       [下载] Generalised Method of Moments --- by Alastair R. Hall, Oxford Univ Press

    本附件包括：
    • Generalized Method of Moments.pdf
  • 3.85 MB
  • 2009-5-6

  • 312508.rar
       [下载] Advanced texts in econometrics 系列---GMM

    本附件包括：
    • Generalized Method of Moments-0198775202.pdf
  • 3.85 MB
  • 2009-4-7

  • 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：
    • 41.The large sample behaviour of the generalized method of moments estimator in misspecified models.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
    • 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
    • 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

  • 116046.rar
       Journal of Econometrics 2007 vol 138

    本附件包括：
    • Information in generalized method of moments estimation and entropy-based moment selection.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
    • 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
    • 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：
    • Information in generalized method of moments estimation and entropy-based moment selection.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
    • 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
    • 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

  • 66276.rar
       1975-2000年被引用最多的文献，另外7篇，全是计量方面的文章，都是大师级的作品

    本附件包括：
    • Robust Locally Weighted Regression and Smoothing Scatterplots.pdf (by Willism S.Cleveland).pdf
    • Sample Selection Bias as a Specification Error.pdf (by James J.Heckman) .pdf
    • Specification Tests in Econometrics.pdf (by J.A.Hausman).pdf
    • STATISTICAL ANALYSIS OF COINTEGRATION VECTORS (by Soren JOHANSEN).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
  • 7.99 MB
  • 2006-10-5

  • 33149.rar
       伍德里奇：Applications of Generalized Method of Moments Estimation.pdf

  • 81.38 KB
  • 2005-11-17

  • 33148.rar
       伍德里奇：Applications of Generalized Method of Moments Estimation.pdf

  • 92.77 KB
  • 2005-11-17

  • 33147.rar
       伍德里奇：Applications of Generalized Method of Moments Estimation.pdf

  • 92.77 KB
  • 2005-11-17

  • 33144.rar
       伍德里奇：Applications of Generalized Method of Moments Estimation.pdf

  • 92.77 KB
  • 2005-11-17

  • 33143.rar
       伍德里奇：Applications of Generalized Method of Moments Estimation.pdf

  • 92.77 KB
  • 2005-11-17

  • 33142.rar
       伍德里奇：Applications of Generalized Method of Moments Estimation.pdf

  • 92.77 KB
  • 2005-11-17

  • 33141.rar
       伍德里奇：Applications of Generalized Method of Moments Estimation.pdf

  • 92.77 KB
  • 2005-11-17

  • 33140.rar
       伍德里奇：Applications of Generalized Method of Moments Estimation.pdf

  • 92.77 KB
  • 2005-11-17

  • 1184.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：
    • Large Sample Properties of Generalized Method of Moments Estimators.pdf
  • 1.91 MB
  • 2004-9-4
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