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  • 伍德里奇导论stata程序及相应的结果.rar
       伍德里奇导论stata程序及相应的结果

    本附件包括：
    • Chapter 16 - Simultaneous Equations Models.pdf
    • Chapter 17 - Limited Dependent Variable Models and Sample Selection Corrections.pdf
    • Chapter 18 - Advanced Time Series Topics.pdf
    • wooldridge 3rd.pdf
    • Wooldridge data sets.pdf
    • 伍德里奇课本的所有stata程序以及相应的结果输出.mht
    • Chapter 2 - The Simple Regression Model.pdf
    • Chapter 3 - Multiple Regression Analysis Estimation.pdf
    • Chapter 4 - Multiple Regression Analysis Inference.pdf
    • Chapter 5 - Multiple Regression Analysis OLS Asymptotics.pdf
    • Chapter 6 - Multiple Regression Analysis Further Issues.pdf
    • Chapter 7 - Multiple Regression Analysis with Qualitative Information Binary (or Dummy) Variables.pdf
    • Chapter 8 - Heteroskedasticity.pdf
    • Chapter 9 - More on Specification and Data Problems.pdf
    • Chapter 10 - Basic Regression Analysis with Time Series Data.pdf
    • Chapter 11 - Further Issues in Using OLS with Time Series Data.pdf
    • Chapter 12 - Serial Correlation and Heteroskedasticity in Time Series Regressions.pdf
    • Chapter 13 - Pooling Cross Sections Across Time. Simple Panel Data Methods.pdf
    • Chapter 14 - Advanced Panel Data Methods.pdf
    • Chapter 15 - Instrumental Variables Estimation and Two Stage Least Squares.pdf
  • 5.18 MB
  • 2021-10-27

  • applied_micro_methods(2).zip

    本附件包括：
    • Econometric Methods for Program Evaluation.pdf
    • Efficient Estimation for Staggered Rollout Designs.pdf
    • Errors in the Dependent Variable of Quantile Regression Models.pdf
    • Estimating Dynamic Treatment Effects in Event Studies with Heterogeneous Treatment Effect.pdf
    • External Validity in Fuzzy Regression Discontinuity Designs.pdf
    • Extremal Quantile Regressions for Selection Models and the Black-White Wage Gap（2014)..pdf
    • Extremal Quantile Regressions for Selection Models and the Black-White Wage Gap（2018)..pdf
    • Factorial Designs, Model Selection,and (Incorrect) Inference in Randomized Experiments.pdf
    • Fuzzy Differences-in-Differences（2012）..pdf
    • Fuzzy Differences-in-Differences（2017）..pdf
    • How Much Should We Trust Staggered DID Estimates.pdf
    • Identification and Extrapolation with IV.pdf
    • Inference in Differences-in-Differences with Few Treated Groups and Heteroskedasticity.pdf
    • Inference in Instrumental Variable Analysis with Heterogeneous Treatment Effects.pdf
    • Inference in Linear Regression Models with Many Covariates and Heteroscedasticity.pdf
    • Inference in Regression Discontinuity Designs with a Discrete Running Variable.pdf
    • Inference with Arbitrary Clustering.pdf
    • Inference with DID Revisited.pdf
    • Inference with Few Heterogeneous Clusters(Paper).pdf
    • Inference with Few Heterogeneous Clusters(PPT).pdf
    • Instrument-based estimation with binarized treatments_Issues and tests for the exclusion restriction.pdf
    • Instruments with Heterogeneous Effects_Bias, Monotonicity, and Localness.pdf
    • Interpreting OLS Estimands When Treatment Effects Are Heterogeneous_Smaller Groups Get Larger Weights.pdf
    • Kleven, H. J. (2016). Bunching. Annual Review of Economics 8, 435–464..pdf
    • Matching Methods for Causal Inference with Time-Series Cross-Section Data.pdf
    • Matrix Completion Methods for Causal Panel Data Models..pdf
    • Network and Panel Quantile Effects via Distribution Regression..pdf
    • Non-random exposure to exogenous shocks-Theory and Applications.pdf
    • Nonparametric Bounds for Causal Effects in Imperfect Randomized Experiments.pdf
    • On Bunching and Identification of the Taxable Income Elasticity.pdf
    • On Estimating Multiple Treatment Effects with Regression.pdf
    • On the Role of Covariates in the Synthetic Control Method.pdf
    • On_Event_Studies_and_Distributed_Lags_in_Two_Way_Fixed_Effects_Models.pdf
    • Optimal Bandwidth Choice for Robust Bias-Corrected Inference in Regression Riscontinuity Designs..pdf
    • Optimal Inference in a Class of Regression Models..pdf
    • Optimized Regression Discontinuity Designs.pdf
    • Panel Data and Experimental Design..pdf
    • Policy Evaluation with Multiple Instrumental Variables.pdf
    • Pre-event Trends in the Panel Event-Study Design.pdf
    • Quantile Treatment Effects in Difference in Differences Models under Dependence Restrictions and with Only Two Time Periods..pdf
    • Quantile treatment effects in difference in differences models with panal data.pdf
    • Quasi-Experimental Shift-Share Research Designs.pdf
    • Regression Discontinuity Designs Using Covariates..pdf
    • Revisiting Event Study Designs_Robust and Efficient Estimatation.pdf
    • Robust Standard Errors in Small Samples_Some Practical Advice.pdf
    • Sampling-Based Versus Design-Based Uncertainty in Regression Analysis..pdf
    • Shift-Share Designs_Theory and Inference..pdf
    • Simple and Honest Confidence Intervals in Non-parametric Regression..pdf
    • Simple local polynomial density estimators..pdf
    • Simultaneous Selection of Optimal Bandwidths for the Sharp Regression Discontinuity Estimator..pdf
    • Small Sample Methods for Cluster Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models.pdf
    • Small-Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models.pdf
    • Sufficient Statistics Revisited.pdf
    • Synthetic Controls with Imperfect Pre-Treatment Fit..pdf
    • Synthetic Controls with Staggered Adoption.pdf
    • Synthetic Difference in Differences.pdf
    • Testing continuity of a density via g-order statistics in the regression discontinuity design.pdf
    • Testing Treatment Effect Heterogeneity in Regression Discontinuity Designs.pdf
    • The Augmented Synthetic Control.pdf
    • The casual interpretation of two-stage least squares with multiple instrumental variables.pdf
    • The Effect of Minimum Wages on Low-Wage Jobs..pdf
    • The Generalized Oaxaca-Blinder Estimator.pdf
    • The Role of Parallel Trends in Event Study Settings_An Application to Environmental Economics.pdf
    • The Wild Bootstrap with a Small Number of Large Clusters.pdf
    • Two-Stage Differences-in-Differences.pdf
    • Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects.pdf
    • Two-Way Fixed Effects, the Two-Way Mundlak Regression, and DID Estimators.pdf
    • Unbiased Instrumental Variables Estimation under Known First-Stage Sign..pdf
    • Using instrumental variables for inference about policy relevant treatment parameters.pdf
    • Using Synthetic Controls_Feasibility, Data Requirements, and Methodological Aspects.pdf
    • Valid t-ratio Inference for IV.pdf
    • Visualization, Identification, and Estimation in the Linear Panel Event-Study Design.pdf
    • Weak Instruments in Instrumental Variables Regression_Theory and Practice.pdf
    • Weak Instruments in IV Regression_Theory and Practice.pdf
    • Weak-instrument robust inference for two-sample instrumentalvariables regression.pdf
    • Weak-Instrument Robust Inference for Two-Sample IV Regression.pdf
    • When Is Parallel Trends Sensitive to Functional Form.pdf
    • When Should We (Not) Interpret Linear IV Estimands as LATE.pdf
    • When Should You Adjust Standard Errors for Clustering.pdf
    • Why High Order Polynomials Should Not Be Used in Regression Discontinuity Designs.pdf
  • 81.25 MB
  • 2021-9-7

  • 异方差和自回归分析 in stata,Heteroskedasticity and Autocorrelation.rar
       异方差和自回归分析 in stata,Heteroskedasticity and Autocorrelation,do文件

    本附件包括：
    • Heteroskedasticity and Autocorrelation.do
    • 异方差和自回归分析 in stata,Heteroskedasticity and Autocorrelation.pdf
  • 747.21 KB
  • 2021-8-8

  • c646a65ad093171712391ed726a716f7.zip
       1-19打包版

    本附件包括：
    • 10_Basic Regression Analysis with Time Series Data.ppt
    • 11_Further Issues in Using OLS with Time Series Data.ppt
    • 12_Serial Correlation and Heteroskedasticity in Time Series Regressions.ppt
    • 13_Pooling Cross Sections across Time_Simple Panel Data Methods.ppt
    • 14_Advanced Panel Data Methods.ppt
    • 15_Instrumental Variables Estimation and Two Stage Least Squares.ppt
    • 16_Simultaneous Equations Models.ppt
    • 17_Limited Dependent Variable Models and Sample Selection Corrections.ppt
    • 18_Advanced Time Series Topics.ppt
    • 19_Carrying Out an Empirical Project.ppt
    • 1_The Nature of Econometrics and Economic Data.ppt
    • 2_The Simple Regression Model.ppt
    • 3_Multiple Regression Analysis_Estimation.ppt
    • 4_Multiple Regression Analysis_Inference.ppt
    • 4_Multiple Regression Analysis_Inference2.ppt
    • 5_Multiple Regression Analysis_OLS Asymptotics.ppt
    • 6_Multiple Regression Analysis_Further Issues.ppt
    • 7_Multiple Regression Analysis with Qualitative Information.ppt
    • 8_Heteroskedasticity.ppt
    • 9_More on Specification and Data Issues.ppt
  • 32.2 MB
  • 2020-1-8

  • 伍德里奇计量经济学导论所有stata程序和数据及相应的结果.zip
       伍德里奇计量经济学导论所有stata程序和数据及相应的结果

    本附件包括：
    • Chapter 10 - Basic Regression Analysis with Time Series Data.pdf
    • Chapter 11 - Further Issues in Using OLS with Time Series Data.pdf
    • Chapter 12 - Serial Correlation and Heteroskedasticity in Time Series Regressions.pdf
    • Chapter 13 - Pooling Cross Sections Across Time. Simple Panel Data Methods.pdf
    • Chapter 14 - Advanced Panel Data Methods.pdf
    • Chapter 15 - Instrumental Variables Estimation and Two Stage Least Squares.pdf
    • Chapter 16 - Simultaneous Equations Models.pdf
    • Chapter 17 - Limited Dependent Variable Models and Sample Selection Corrections.pdf
    • Chapter 18 - Advanced Time Series Topics.pdf
    • Chapter 2 - The Simple Regression Model.pdf
    • Chapter 3 - Multiple Regression Analysis Estimation.pdf
    • Chapter 4 - Multiple Regression Analysis Inference.pdf
    • Chapter 5 - Multiple Regression Analysis OLS Asymptotics.pdf
    • Chapter 6 - Multiple Regression Analysis Further Issues.pdf
    • Chapter 7 - Multiple Regression Analysis with Qualitative Information Binary (or Dummy) Variables.pdf
    • Chapter 8 - Heteroskedasticity.pdf
    • Chapter 9 - More on Specification and Data Problems.pdf
    • Wooldridge data sets.pdf
    • wooldridge 3rd.pdf
  • 5.44 MB
  • 2016-5-11

  • 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

  • Generalized autoregressive conditional heteroskedasticity.rar

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

  • 伍德里奇教材案例代码及结果.zip
       计量经济学导论2-18章案例操作及结果

    本附件包括：
    • Chapter 10 - Basic Regression Analysis with Time Series Data.docx
    • Chapter 11 - Further Issues in Using OLS with Time Series Data.docx
    • Chapter 12 - Serial Correlation and Heteroskedasticity in Time Series Regressions.docx
    • Chapter 13 - Pooling Cross Sections Across Time. Simple Panel Data Methods.docx
    • Chapter 14 - Advanced Panel Data Methods.docx
    • Chapter 15 - Instrumental Variables Estimation and Two Stage Least Squares.docx
    • Chapter 16 - Simultaneous Equations Models.docx
    • Chapter 17 - Limited Dependent Variable Models and Sample Selection Corrections.docx
    • Chapter 18 - Advanced Time Series Topics.docx
    • Chapter 2 - The Simple Regression Model.docx
    • Chapter 3-Multiple Regression Analysis Estimation.docx
    • Chapter 4 - Multiple Regression Analysis Inference.docx
    • Chapter 5 - Multiple Regression Analysis OLS Asymptotics.docx
    • Chapter 6 - Multiple Regression Analysis Further Issues.docx
    • Chapter 7 - Multiple Regression Analysis with Qualitative Information Binary (or Dummy) Variables.docx
    • Chapter 8 - Heteroskedasticity.docx
    • Chapter 9 - More on Specification and Data Problems.docx
  • 428.8 KB
  • 2012-12-19

  • The New Palgrave Dictionary of Economics H.rar

    本附件包括：
    • heteroskedasticity and autocorrelation corrections The New Palgrave Dictionary of Economics.mht
    • hunting and gathering economies The New Palgrave Dictionary of Economics.mht
    • Huskisson, William (1770–1830) The New Palgrave Dictionary of Economics.mht
    • Hutcheson, Francis (1694–1746) The New Palgrave Dictionary of Economics.mht
    • Hutchison, Terence Wilmot (1912–2007) The New Palgrave Dictionary of Economics.mht
    • hyperinflation The New Palgrave Dictionary of Economics.mht
    • Haavelmo, Trygve (1911–1999) The New Palgrave Dictionary of Economics.mht
    • Habakkuk, John Hrothgar (1915–2002) The New Palgrave Dictionary of Economics.mht
    • Haberler, Gottfried (1900–1995) The New Palgrave Dictionary of Economics.mht
    • habit persistence The New Palgrave Dictionary of Economics.mht
    • Hadley, Arthur Twining (1856–1930) The New Palgrave Dictionary of Economics.mht
    • Hagen, Everett Einar (1906–1993) The New Palgrave Dictionary of Economics.mht
    • Hamilton, Alexander (1755–1804) The New Palgrave Dictionary of Economics.mht
    • Hamiltonians The New Palgrave Dictionary of Economics.mht
    • Hannan, Edward J_ (1921–1994) The New Palgrave Dictionary of Economics.mht
    • Hansen, Alvin (1887–1975) The New Palgrave Dictionary of Economics.mht
    • happiness, economics of The New Palgrave Dictionary of Economics.mht
    • Harris, Seymour Edwin (1897–1975) The New Palgrave Dictionary of Economics.mht
    • Harris–Todaro hypothesis The New Palgrave Dictionary of Economics.mht
    • Harrod, Roy Forbes (1900–1978) The New Palgrave Dictionary of Economics.mht
    • Harsanyi, John C_ (1920–2000) The New Palgrave Dictionary of Economics.mht
    • Hart, Albert Gailord (1909–1997) The New Palgrave Dictionary of Economics.mht
    • Hawkins–Simon conditions The New Palgrave Dictionary of Economics.mht
    • Hawley, Frederick Barnard (1843–1929) The New Palgrave Dictionary of Economics.mht
    • Hawtrey, Ralph George (1879–1975) The New Palgrave Dictionary of Economics.mht
    • Hayek, Friedrich August von (1899–1992) The New Palgrave Dictionary of Economics.mht
    • hazardous waste, economics of The New Palgrave Dictionary of Economics.mht
    • health economics The New Palgrave Dictionary of Economics.mht
    • health insurance, economics of The New Palgrave Dictionary of Economics.mht
    • health outcomes (economic determinants) The New Palgrave Dictionary of Economics.mht
    • Hearn, William Edward (1826–1888) The New Palgrave Dictionary of Economics.mht
    • heavy-tailed densities The New Palgrave Dictionary of Economics Online.mht
    • Heckman, James (born 1944) The New Palgrave Dictionary of Economics.mht
    • Heckscher, Eli Filip (1879–1952) The New Palgrave Dictionary of Economics.mht
    • Heckscher–Ohlin trade theory The New Palgrave Dictionary of Economics.mht
    • hedging The New Palgrave Dictionary of Economics.mht
    • hedonic prices The New Palgrave Dictionary of Economics.mht
    • Heilbroner, Robert L_ (1919–2005) The New Palgrave Dictionary of Economics.mht
    • Heller, Walter Perrin (1942–2001) The New Palgrave Dictionary of Economics.mht
    • Heller, Walter Wolfgang (1915–1987) The New Palgrave Dictionary of Economics.mht
    • Hennipman, Pieter (1911–1994) The New Palgrave Dictionary of Economics.mht
    • Hermann, Friedrich Benedict Wilhelm von (1795–1868) The New Palgrave Dictionary of Economics.mht
    • Herskovits, Melville Jean (1895–1963) The New Palgrave Dictionary of Economics.mht
    • heterodox economics The New Palgrave Dictionary of Economics.mht
    • Hicks, John Richard (1904–1989) The New Palgrave Dictionary of Economics.mht
    • Hicks, Ursula Kathleen (1896–1985) The New Palgrave Dictionary of Economics.mht
    • Hicksian and Marshallian demands The New Palgrave Dictionary of Economics.mht
    • hierarchical Bayes models The New Palgrave Dictionary of Economics.mht
    • hierarchy The New Palgrave Dictionary of Economics.mht
    • Hildebrand, Bruno (1812–1878) The New Palgrave Dictionary of Economics.mht
    • Hilferding, Rudolf (1877–1941) The New Palgrave Dictionary of Economics.mht
    • Hill, Polly (1914–2005) The New Palgrave Dictionary of Economics.mht
    • Hirshleifer, Jack (1926–2005) The New Palgrave Dictionary of Economics.mht
    • historical demography The New Palgrave Dictionary of Economics.mht
    • historical economics, British The New Palgrave Dictionary of Economics.mht
    • Historical School, German The New Palgrave Dictionary of Economics.mht
    • history of economic thought The New Palgrave Dictionary of Economics.mht
    • history of forward contracts (historical evidence for forward contracts) The New Palgrave Dictionary of Economics.mht
    • Hobson, John Atkinson (1858–1940) The New Palgrave Dictionary of Economics.mht
    • hold-up problem The New Palgrave Dictionary of Economics.mht
    • home production The New Palgrave Dictionary of Economics.mht
    • homogeneous and homothetic functions The New Palgrave Dictionary of Economics.mht
    • horizontal and vertical equity The New Palgrave Dictionary of Economics.mht
    • Hotelling, Harold (1895–1973) The New Palgrave Dictionary of Economics.mht
    • hours worked (long-run trends) The New Palgrave Dictionary of Economics.mht
    • household portfolios The New Palgrave Dictionary of Economics.mht
    • household production and public goods The New Palgrave Dictionary of Economics.mht
    • household surveys The New Palgrave Dictionary of Economics.mht
    • housing policy in the United States The New Palgrave Dictionary of Economics.mht
    • housing supply The New Palgrave Dictionary of Economics.mht
    • human capital The New Palgrave Dictionary of Economics.mht
    • human capital, fertility and growth The New Palgrave Dictionary of Economics.mht
    • Hume, David (1711–1776) The New Palgrave Dictionary of Economics.mht
    • hunters, gatherers, cities and evolution The New Palgrave Dictionary of Economics.mht
  • 5.3 MB
  • 2012-5-13

  • 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

  • A Guide to Modern Econometrics, Verbeek.zip

    本附件包括：
    • Introduction To Maximum Likelihood.pdf
    • Endogeneity & GMM.pdf
    • Heteroskedasticity & Autocorrelation.pdf
    • Intrepreting And Comparing Regression Models.pdf
    • An Introduction To Linear Regression.pdf
    • LDV1.pdf
    • LDV2.pdf
    • LM Solutions.pdf
    • Time Series 1.pdf
    • Time Series 2.pdf
    • Time Series 3.pdf
    • Time Series 4.pdf
  • 1.02 MB
  • 2009-6-20

  • 325275.rar
       （免费分享）上财中外班的计量经济学英文讲义

    本附件包括：
    • Lecture 5 Instrumental Variables.pdf
    • Lecture3 Further issues in OLS.pdf
    • Lecture4 Heteroskedasticity.pdf
    • Lecture 1 Review of Probability and Statistics.pdf
    • lecture 2：Regression basics.pdf
  • 499.51 KB
  • 2009-5-13

  • 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

  • 190952.rar
       [下载]南开大学中级计量经济学课件

    本附件包括：
    • Introduction.ppt
    • chap1 simple regression.ppt
    • chap2 Multiple Regression.ppt
    • chap3 Nonlinear Model.ppt
    • chap4 Heteroskedasticity.ppt
    • chap5 Autocorrelation.ppt
    • chap6 Multicollinearity.ppt
    • chap7 dummy variable.ppt
    • chap8 Endogenous variable, IV & 2SLS.ppt
    • chap9 simutaneous equation.ppt
    • chap10 ARIMA model.ppt
    • chap11 Nonstationary Time Series and Unit Root Test.ppt
    • chap19A ARIMA model.ppt
    • Chapter 0 Model test.ppt
  • 1.25 MB
  • 2008-1-28

  • 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

  • 125719.zip
       一些英文版的计量经济学资料（教材性质）

    本附件包括：
    • Introduction To Maximum Likelihood.pdf
    • Endogeneity & GMM.pdf
    • Heteroskedasticity & Autocorrelation.pdf
    • Intrepreting And Comparing Regression Models.pdf
    • An Introduction To Linear Regression.pdf
    • LDV1.pdf
    • LDV2.pdf
    • LM Solutions.pdf
    • Time Series 1.pdf
    • Time Series 2.pdf
    • Time Series 3.pdf
    • Time Series 4.pdf
  • 1.02 MB
  • 2007-6-12

  • 122390.rar
       wooldridge chapter 8 notes heteroskedasticity

    本附件包括：
    • 1 (chapter 8) Heteroskedasticity.doc
  • 52.88 KB
  • 2007-5-31

  • 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

  • 74337.rar
       [下载]张晓桐 计量经济学课件

    本附件包括：
    • chap2 Multiple Regression.ppt
    • chap1 simple regression.ppt
    • chap4 Nonlinear Model.ppt
    • chap5 Heteroskedasticity.ppt
    • chap6 Autocorrelation.ppt
    • chap7 Multicollinearity.ppt
    • chap8 dummy variable.ppt
    • Introduction.ppt
  • 617.87 KB
  • 2006-11-26

  • 50714.zip
       A Guide to Modern Econometrics, Verbeek

    本附件包括：
    • Introduction To Maximum Likelihood.pdf
    • Endogeneity & GMM.pdf
    • Heteroskedasticity & Autocorrelation.pdf
    • Intrepreting And Comparing Regression Models.pdf
    • An Introduction To Linear Regression.pdf
    • LDV1.pdf
    • LDV2.pdf
    • LM Solutions.pdf
    • Time Series 1.pdf
    • Time Series 2.pdf
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