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  • DCCA代码及英文文献.rar

    本附件包括：
    • DCCA_lx2_mean.m
    • Detrended Cross-Correlation Analysis A New Method for Analyzing Two Nonstationary Nonstationary.pdf
  • 231.99 KB
  • 2019-4-2

  • SpringerBriefs in Statistics.rar

    本附件包括：
    • (SpringerBriefs in Statistics) An Introduction to Bartlett Correction and Bias Reduction-Springer-Verlag Berlin Heidelberg (2014).pdf
    • (SpringerBriefs in Statistics) Applied Matrix and Tensor Variate Data Analysis-Springer Japan (2016).pdf
    • (SpringerBriefs in statistics) Applied multidimensional scaling-Springer (2013).pdf
    • (SpringerBriefs in Statistics) Bayesians Versus Frequentists_ A Philosophical Debate on Statistical Reasoning-Springer-Verlag Berlin Heidelberg (2016).pdf
    • (SpringerBriefs in Statistics) Brief Guidelines for Methods and Statistics in Medical Research-Springer Singapore (2015).pdf
    • (SpringerBriefs in Statistics) Convolution Copula Econometrics-Springer International Publishing (2016).pdf
    • (SpringerBriefs in Statistics) Formulas Useful for Linear Regression Analysis and Related Matrix Theory_ It's Only Formulas But We Like Them-S.pdf
    • (SpringerBriefs in Statistics) Generalized Hyperbolic Secant Distributions_ With Applications to Finance-Springer-Verlag Berlin Heidelberg (2014).pdf
    • (SpringerBriefs in Statistics) Generalized Weibull Distributions-Springer-Verlag Berlin Heidelberg (2014).pdf
    • (SpringerBriefs in Statistics) Group-Sequential Clinical Trials with Multiple Co-Objectives-Springer Japan (2016).pdf
    • (SpringerBriefs in Statistics) Handling Missing Data in Ranked Set Sampling(2013).pdf
    • (SpringerBriefs in Statistics) Interactive LISREL in Practice_ Getting Started with a SIMPLIS Approach-Springer-Verlag Berlin Heidelberg (2011).pdf
    • (SpringerBriefs in Statistics) Introduction to Data Analysis and Graphical Presentation in Biostatistics with R_ Statistics in the Large-Springer International Publishing.pdf
    • (SpringerBriefs in statistics) L1-norm and L[infinity symbol]-norm estimation _ an introduction to the least absolute residuals, the minimax absolute residual and related fitting pro.pdf
    • (SpringerBriefs in Statistics) Lévy Processes and Their Applications in Reliability and Storage-Springer (2013).pdf
    • (SpringerBriefs in Statistics) Long-Range Dependence and Sea Level Forecasting-Springer International Publishing (2013).pdf
    • (SpringerBriefs in Statistics) Model Choice in Nonnested Families(2016).pdf
    • (SpringerBriefs in Statistics) Modern Methodology and Applications in Spatial-Temporal Modeling-Springer (2016).pdf
    • (SpringerBriefs in Statistics) Multivariate Statistical Quality Control Using R-Springer-Verlag New York (2013).pdf
    • (SpringerBriefs in Statistics) Optimal Experimental Design for Non-Linear Models_ Theory and Applications-Springer-Verlag Berlin Heidelberg (2013).pdf
    • (SpringerBriefs in Statistics) Optimal Stochastic Control Schemes within a Structural Reliability Framework-Springer International Publishing (2013).pdf
    • (SpringerBriefs in Statistics) Penalty, Shrinkage and Pretest Strategies_ Variable Selection and Estimation(2014).pdf
    • (SpringerBriefs in Statistics) Permutation Testing for Isotonic Inference on Association Studies in Genetics -Springer-Verlag Berlin.pdf
    • (SpringerBriefs in Statistics) Permutation Tests in Shape Analysis-Springer-Verlag New York (2013).pdf
    • (SpringerBriefs in Statistics) Person-Centered Methods_ Configural Frequency Analysis (CFA) and Other Methods for the Analysis of Contingency Tables-Springer International Publis.pdf
    • (SpringerBriefs in Statistics) Renewal Processes-Springer International Publishing (2014).pdf
    • (SpringerBriefs in Statistics) Restricted Kalman Filtering_ Theory, Methods, and Application(2012).pdf
    • (SpringerBriefs in Statistics) Sample Size Determination in Clinical Trials with Multiple Endpoints-Springer International.pdf
    • (SpringerBriefs in Statistics) Sampling Designs Dependent on Sample Parameters of Auxiliary Variables-Springer-Verlag Berlin Heidelberg (2015).pdf
    • (SpringerBriefs in Statistics) Singular Spectrum Analysis for Time Series-Springer-Verlag Berlin Heidelberg (2013).pdf
    • (SpringerBriefs in Statistics) Software Reliability Modeling_ Fundamentals and Applications(2014).pdf
    • (SpringerBriefs in Statistics) SPSS for Starters, Part 2-Springer Netherlands (2012).pdf
    • (SpringerBriefs in Statistics) Statistical Analysis of Clinical Data on a Pocket Calculator, Part 2_ Statistics on a Pocket Calculator, Part 2-Springer Ne.pdf
    • (SpringerBriefs in Statistics) Statistical Approaches to Orofacial Pain and Temporomandibular Disorder.pdf
    • (SpringerBriefs in Statistics) Statistical Decision Theory-Springer-Verlag Berlin Heidelberg (2013).pdf
    • (SpringerBriefs in Statistics) Statistical Inference for Discrete Time Stochastic Processes-Springer India (2013).pdf
    • (SpringerBriefs in Statistics) Statistical Inference for Financial Engineering-Springer International Publishing (2014).pdf
    • (SpringerBriefs in Statistics) Statistical Models for Proportions and Probabilities-Springer-Verlag Berlin Heidelberg (2013).pdf
    • (SpringerBriefs in Statistics) Statistical Signal Processing_ Frequency Estimation-Springer India (2012).pdf
    • (SpringerBriefs in Statistics) Strategic Economic Decision-Making_ Using Bayesian Belief Networks to Solve Complex Problems-Springer-Verlag New York (2013).pdf
    • (SpringerBriefs in Statistics) Student’s t-Distribution and Related Stochastic Processes-Springer-Verlag Berlin Heidelberg (2013).pdf
    • (SpringerBriefs in Statistics) Telegraph Processes and Option Pricing-Springer-Verlag Berlin Heidelberg (2013).pdf
    • (SpringerBriefs in Statistics) The Naive Bayes Model for Unsupervised Word Sense Disambiguation_ Aspects Concerning Feature Selection-Springer-Verlag Berlin Heidelberg (2.pdf
    • (SpringerBriefs in Statistics) The Significance Test Controversy Revisited_ The Fiducial Bayesian Alternative-Springer (2014).pdf
    • (SpringerBriefs in Statistics) Theoretical Aspects of Spatial-Temporal Modeling-Springer Japan (2015).pdf
    • (SpringerBriefs in Statistics) Time Series Modeling for Analysis and Control_ Advanced Autopilot and Monitoring Systems-Springer Tokyo (2015).pdf
    • (SpringerBriefs in Statistics) Two-Way Analysis of Variance_ Statistical Tests and Graphics Using R -Springer-Verlag New York (2012).pdf
    • (SpringerBriefs in Statistics) Unobserved Variables_ Models and Misunderstandings-Springer-Verlag Berlin Heidelberg (2013).pdf
    • (SpringerBriefs in Statistics) A Concise Guide to Statistics-Springer-Verlag Berlin Heidelberg (2012).pdf
    • (SpringerBriefs in Statistics) A Multiple-Testing Approach to the Multivariate Behrens-Fisher Problem_ with Simulations and Examples in SAS(R)-Springer-Verlag New York (2013).pdf
    • (SpringerBriefs in Statistics) A Tiny Handbook of R-Springer-Verlag Berlin Heidelberg (2011).pdf
    • (SpringerBriefs in Statistics) Adaptive Sampling Designs_ Inference for Sparse and Clustered Populations-Springer-Verlag Berlin Heidelberg (2013).pdf
    • (SpringerBriefs in Statistics) Algebraic and Computational Aspects of Real Tensor Ranks-Springer Japan (2016).pdf
    • (SpringerBriefs in Statistics) Indexation and Causation of Financial Markets Nonstationary time series analysis method-Springer (2016).pdf
  • 85.77 MB
  • 2017-9-13

  • 经济学.zip
       经济学 必读 经典 论文合集

    本附件包括：
    • Is Chinese provincial real GDP per capita nonstationary Evidence from multiple trend break unit root tests.pdf
    • Analysis of real GDP growth rates of greater China An asymmetric conditional volatility approach .pdf
    • Collusion in transport group effects .pdf
    • Corporate governance in China An overview .pdf
    • Corruption by monopoly Bribery in Chinese enterprise licensing as a repeated bargaining game.pdf
    • Crown, corporation and church the role of institutions in the stability of pioneer settlements in the Canadian West, 1870–1914 .pdf
    • Emergence of urban poverty and inequality in China evidence from household survey.pdf
    • Fairness as a source of hysteresis in empolyment and relative wages .pdf
    • Growth and regional inequality in China during the reform era .pdf
    • Have the Chinese provinces become integrated under reform.pdf
    • High benefits and low wages Employees as monitor of managerment in soes.pdf
    • Interregional protection Implications of fiscal decentralization and trade liberalization .pdf
    • Making sense of institutions as a factor shaping economic performance.pdf
    • On the pareto-optimality of futures contracts over Islamic forward contracts implications for the emerging muslim ecomomics.pdf
    • Privatization and efficiency differentiating ownership effects from political orgnizatinal and dynamic effects.pdf
    • Rural–urban income disparity impact of growth, allocative efficiency, and local growth welfare .pdf
    • Rural–urban migration and urbanization in China Evidence from time-series and cross-section analyses .pdf
    • Segmentation and discrimination in China’s emerging industrial labor market .pdf
    • Sources of China’s economic growth 1952–1999 incorporating human capital accumulation .pdf
    • The effort effects of prizes in the second half in second half of tournaments.pdf
    • The nature of multinational firm boundaries Transaction costs, firm capabilities and foreign maket entry model.pdf
    • The open constitution and its enemies competition rent seeking and the rise of moder state.pdf
    • The wage effects of schooling under socialism and transition evidence in romania1995-2000.pdf
    • What has caused regional inequality in China.pdf
    • What is China’s true unemployment rate.pdf
    • a consititutional theroy of public goods.pdf
    • a general equilibrium of modern crime and punishment.pdf
    • alloction efficiency in competitive bribery game.pdf
    • china gross demestic production estimation.pdf
    • china human capital investment.pdf
    • contructure strcture in agriculture .pdf
    • do tournamets solve of tow-side moral hazard problem .pdf
    • dynanmic externelity modern growth.pdf
    • efficency wages and the quality of job matching.pdf
    • growing inequality and poverty in chian.pdf
    • how much do we care about absolute versus ralative income and consumption.pdf
    • information age orgnaization dynamic and perfermance .pdf
    • investment in uncertainty and policy change.pdf
    • is more data better.pdf
    • job transfer and influence activitise.pdf
    • non-prioner delimma.pdf
    • optimal investment with lumpy costs.pdf
    • productivity growth in oecd countries.pdf
    • regional diparity and economic develop in china .pdf
    • team selection with asymmetric agents.pdf
    • the impacts of income gap decision in china.pdf
    • trade insititutions and credit.pdf
  • 7.77 MB
  • 2012-7-21

  • 桌面.rar
       papers

    本附件包括：
    • Robust inference in nonstationary time series models.pdf
    • Testing for Fractional Integration Versus Short Memory with Structural Breaks.pdf
  • 568.85 KB
  • 2012-6-21

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

  • 1.02 MB
  • 2011-9-15

  • 《应用数量经济学》PPT.rar

    本附件包括：
    • 7章-可线性化的非线性模型.ppt
    • 8章-特殊解释变量.ppt
    • 9章-异方差.ppt
    • 10章-自相关.ppt
    • 11章-多重共线性.ppt
    • 12章-联立方程模型.ppt
    • 13章-模型检验的常用统计量.ppt
    • 14章-时间序列ARIMA模型.ppt
    • 15章 面板数据模型与应用.ppt
    • 16章-单位根检验与协整.ppt
    • Chapter 0 Multicollinearity.ppt
    • Chapter 1 Linear Regression Model.ppt
    • Chapter 2 NLS and Numerical optimization.ppt
    • Chapter 3 GLS.ppt
    • Chapter 4 IV Estimation.ppt
    • Chapter 5 GMM.ppt
    • Chapter 7 System equation.ppt
    • Chapter 8 simutaneous equation.ppt
    • Chapter 12 ARIMA model.ppt
    • Chapter 19 Model's specification and model's selection.ppt
    • Introduction to econometrics.ppt
    • Part I-0 System equations Model.pptx
    • Part I 0 Model specification test.pptx
    • Part II 0 ARIMA model.pptx
    • Part II 0 Cointegration theory.pptx
    • Part II 0 Nonstationary Time Series and Unit Root Test.pptx
    • Part III 1 Fixed effect.pptx
    • Part III 2 Random effect.pptx
    • 1章-数据的特征数.ppt
    • 2章-总体特征数的点估计与区间估计.ppt
    • 3章-总体特征数的假设检验.ppt
    • 4章-经济指数.ppt
    • 5章-一元线性回归模型.ppt
    • 6章-多元线性回归模型.ppt
  • 10.62 MB
  • 2010-6-12

  • 101-146.rar

    本附件包括：
    • Time Series-Advanced Methods.pdf
    • Time Series-ARIMA Methods.pdf
    • Time Series-Co-integration.pdf
    • Time Series-Cycles.pdf
    • Time Series-Economic Forecasting.pdf
    • Time Series-General.pdf
    • Time Series-Nonstationary Distributions and Unit Roots.pdf
    • Time Series-Seasonal Adjustment.pdf
    • Univariate Methods.pdf
    • Random Numbers.pdf
    • Reliability-Measurement.pdf
    • Resampling Methods of Estimation.pdf
    • Robustness in Statistics.pdf
    • Sample Surveys, History.pdf
    • Sample Surveys-Cognitive Aspects of Survey Design.pdf
    • Sample Surveys-Methods.pdf
    • Sample Surveys-Model-based Approaches.pdf
    • Sample Surveys-Nonprobability Sampling.pdf
    • Sample Surveys-Survey Design Issues and Strategies.pdf
    • Sample Surveys-The Field.pdf
    • Scaling-Correspondence Analysis.pdf
    • Scaling-Multidimensional.pdf
    • Screening and Selection.pdf
    • Semiparametric Models.pdf
    • Sequential Statistical Methods.pdf
    • Significance, Tests.pdf
    • Simultaneous Equation Estimates (Exact and Approximate), Distribution.pdf
    • Simultaneous Equation Estimation-Overview.pdf
    • Single-case Experimental Designs in Clinical Settings.pdf
    • Single-subject Designs-Methodology.pdf
    • Social Network Models-Statistical.pdf
    • Spatial Mismatch.pdf
    • Spatial Statistical Methods.pdf
    • Statistical Analysis, Special Problems of Grouped Observations.pdf
    • Statistical Analysis, Special Problems of Outliers.pdf
    • Statistical Analysis, Special Problems of Transformations of Data.pdf
    • Statistical Analysis-Multilevel Methods.pdf
    • Statistical Clustering.pdf
    • Statistical Data, Missing.pdf
    • Statistical Identification and Estimability.pdf
    • Statistical Sufficiency.pdf
    • Statistics as Legal Evidence.pdf
    • Statistics-The Field.pdf
    • Subjective Probability Judgments.pdf
    • Survival Analysis-Overview.pdf
    • Test Theory-Applied Probabilistic Measurement Structures.pdf
  • 4.08 MB
  • 2010-5-3

  • 《应用数量经济学》PPT.rar

    本附件包括：
    • 7章-可线性化的非线性模型.ppt
    • 8章-特殊解释变量.ppt
    • 9章-异方差.ppt
    • 10章-自相关.ppt
    • 11章-多重共线性.ppt
    • 12章-联立方程模型.ppt
    • 13章-模型检验的常用统计量.ppt
    • 14章-时间序列ARIMA模型.ppt
    • 15章 面板数据模型与应用.ppt
    • 16章-单位根检验与协整.ppt
    • Chapter 0 Multicollinearity.ppt
    • Chapter 1 Linear Regression Model.ppt
    • Chapter 2 NLS and Numerical optimization.ppt
    • Chapter 3 GLS.ppt
    • Chapter 4 IV Estimation.ppt
    • Chapter 5 GMM.ppt
    • Chapter 7 System equation.ppt
    • Chapter 8 simutaneous equation.ppt
    • Chapter 12 ARIMA model.ppt
    • Chapter 19 Model's specification and model's selection.ppt
    • Introduction to econometrics.ppt
    • Part I-0 System equations Model.pptx
    • Part I 0 Model specification test.pptx
    • Part II 0 ARIMA model.pptx
    • Part II 0 Cointegration theory.pptx
    • Part II 0 Nonstationary Time Series and Unit Root Test.pptx
    • Part III 1 Fixed effect.pptx
    • Part III 2 Random effect.pptx
    • 1章-数据的特征数.ppt
    • 2章-总体特征数的点估计与区间估计.ppt
    • 3章-总体特征数的假设检验.ppt
    • 4章-经济指数.ppt
    • 5章-一元线性回归模型.ppt
    • 6章-多元线性回归模型.ppt
  • 10.62 MB
  • 2010-1-25

  • time series econometrics.rar

    本附件包括：
    • problemset1.pdf
    • problemset1_sol.pdf
    • problemset2.pdf
    • problemset2_sol.pdf
    • problemset3.pdf
    • problemset3_sol.pdf
    • TSE1_Nonstationary_Time_Series.pdf
    • E2009cap3part1.pdf
    • E2009cap3part2.pdf
    • E2009cap4.pdf
    • E2009cap5.pdf
    • E2009cap6.pdf
    • E2009cap7.pdf
    • E2009caps1and2.pdf
    • E2009intro.pdf
    • Exam_in_Time_Series_Econometrics_2009.pdf
    • exogeneity.pdf
    • HaldrupJansson[1].pdf
    • I2Review.pdf
    • NeilEricsson.pdf
    • NH_ProblemSet1.pdf
    • NH_ProblemSet2.pdf
    • NH_ProblemSet3.pdf
  • 7.85 MB
  • 2010-1-16

  • 金融计量学手册 美各大商科名校合著 .rar

    本附件包括：
    • VaR.pdf
    • Affine_Term_Structure_Models.pdf
    • Analysis_of_High_Freqeuncy_Data.pdf
    • Estimating_Functions_for_Discretely_Sampled_Diffusion-Type_Models.pdf
    • Exotic_options_and_Levy_processes.pdf
    • Heterogeneity_and_Portfolio_Choice_Theory_and_Evidence.pdf
    • MCMC_Methods_for_Continuous-Time.pdf
    • Measuring_and_Modeling_Variation_in_the_Risk-Return_Tradeoff.pdf
    • Nonstationary_Continuous-Time_Processes.pdf
    • Operator_Method_for_Continuous-Time_Markov_Processes.pdf
    • Option_pricing_Bounds_and_Statistical_Uncertainty.pdf
    • Parametric_and_Nonparametric.pdf
    • Stock_Market_Trading_Volume.pdf
    • The_Analysis_of_the_Cross_Section.pdf
    • The_Econometrics_of_Option_Pricing.pdf
  • 5.8 MB
  • 2009-11-6

  • 298160.rar
       一篇英文文献Regression Models for Nonstationary Economic and Financial Data

    本附件包括：
    • cai-li-talk.pdf
  • 310.76 KB
  • 2009-2-27

  • 257130.rar
       [下载]金融计量经济学手册 Handbook of Financial Econometrics

    本附件包括：
    • 4.Estimating Functions for Discretely Sampled Diffusion-Type Models.pdf
    • 5.Exotic Options and Levy Processes.pdf
    • 6.Heterogeneity and Portfolio Choice Theory and Evidence.pdf
    • 7.Inference for Stochastic Processes.pdf
    • 8.MCMC Methods for Continuous-Time Financial Econometrics.pdf
    • 9.Measuring and Modeling Variation in the Risk-Return Tradeoff.pdf
    • 10.Nonstationary Continuous-Time Processes.pdf
    • 11.Operator Methods for Continuous-Time Markov Processes.pdf
    • 12.Option Pricing Bounds and Statistical Uncertainty.pdf
    • 13.Parametric and Nonparametric Volatility Measurement.pdf
    • 14.Portfolio Choice Problems.pdf
    • 15.Simulated Score Methods and Indirect Inference for Continuous-time Models.pdf
    • 16.Stock Market Trading Volume.pdf
    • 17.The Analysis of the Cross Section of Security Returns.pdf
    • 18.The Econometrics of Option Pricing.pdf
    • 19.Value at Risk.pdf
    • 1.A Theory of the Term Structure of Interest Rates1985.pdf
    • 2.Affine Term Structure Models.pdf
    • 3.Analysis of High Frequency Data.pdf
  • 14.39 MB
  • 2008-10-17

  • 222533.rar
       [分享]金融计量经济学手册

    本附件包括：
    • Heterogeneity and Portfolio Choice Theory and Evidence.pdf
    • Inference for Stochastic Processes.pdf
    • MCMC Methods for Continuous-Time Financial Econometrics.pdf
    • Measuring and Modeling Variation in the Risk-Return Tradeoff.pdf
    • Nonstationary Continuous-Time Processes.pdf
    • Operator Methods for Continuous-Time Markov Processes.pdf
    • Option Pricing Bounds and Statistical Uncertainty.pdf
    • Parametric and Nonparametric Volatility Measurement.pdf
    • Portfolio Choice Problems.pdf
    • Simulated Score Methods and Indirect Inference for Continuous-time Models.pdf
    • Stock Market Trading Volume.pdf
    • The Analysis of the Cross Section of Security Returns.pdf
    • The Econometrics of Option Pricing.pdf
    • Value at Risk.pdf
    • Affine Term Structure Models.pdf
    • Analysis of High Frequency Data.pdf
    • Estimating Functions for Discretely Sampled Diffusion-Type Models.pdf
    • Exotic Options and Levy Processes.pdf
  • 12.55 MB
  • 2008-6-25

  • 208035.rar
       [下载]Dickey的博士论文Estimation and Hypothesis Testing In Nonstationary Time Series(1976)

  • 41.68 KB
  • 2008-4-25

  • 208033.pdf
       [下载]Dickey的博士论文Estimation and Hypothesis Testing In Nonstationary Time Series(1976)

  • 2.91 MB
  • 2008-4-25

  • 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

  • 169761.rar
       [原创][下载]Journal of Econometrics-Volume 141, Issue 2, Pages 323-1420 (December 2007)

    本附件包括：
    • 11.Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach.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
    • 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

  • 123077.rar
       [下载]2007数量经济学年会论文集

    本附件包括：
    • 09_基于混合GARCH模型的中美证券市场有效性研究.pdf
    • 11_Testing Structural Change in Paritally Linear Models.pdf
    • 12_Semiparametric Estimation of a Nonstationary Panel Data Transformation Model under Symmetry.pdf
    • 13_Bio-inspired_Economic_Forecasting.pdf
    • 17_Technological Risk with Quality Ladders.pdf
    • 28_信息的随机流动对股市价格波动的影响－基于(超)高频数据的研究.pdf
    • 01_经验、计量与实验：经济实证分析的基本形式与有效前提.pdf
    • 04_A New Approach to FM Regression.pdf
    • 05_Copula在基于M-CVaR的单期和多期投资模型中的应用研究.pdf
  • 2.32 MB
  • 2007-6-4

  • 71040.rar
       金融数量分析6个WORKPAPER

    本附件包括：
    • [国外经济类书籍大全].Finance.-.Capital.Markets.And.Portfolio.Theory.pdf
    • Wiley Finance,.Quantitative Methods in Derivatives Pricing - An Introduction to Computational Finance.[2002.ISBN0471394475].pdf
    • JSTOR - The Review of Economic Studies The Theory of Hedging and Speculation in Commodity Futures.pdf
    • JSTOR - A New Approach to the Economic Analysis of Nonstationary Time Series & Business Cycles - Hamilton 1989.pdf
    • Journal of Finance - Some Quantitative Tests For Stock Price Generating Models And Trading Folklore.pdf
    • A.Cebenoyan - Risk Management, capital structure and lending at banks - Journal of banking & finance vol.28 2004.pdf
  • 7.54 MB
  • 2006-11-8

  • 70410.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：
    • A Vector-Autoregression Analysis of State-Government Expenditure.pdf
    • Alternative Panel Estimates of Alcohol Demand, Taxation, and the Business Cycle.pdf
    • Are Real GDP Levels Nonstationary Evidence from Panel Data Tests.pdf
  • 4.06 MB
  • 2006-11-4

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  • 13.75 MB
  • 2006-11-4

  • 30102.rar
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  • 4.18 MB
  • 2005-10-9

  • 18692.rar
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    • NONSTATIONARY PANELS.pdf
  • 174.69 KB
  • 2005-7-6

  • 10806.rar
       Handbook of Financial Econometrics（2004）

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    • MCMC Methods for Continuous-Time Financial Econometrics.pdf
    • Measuring and Modeling Variation in the Risk-Return Tradeoff.pdf
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    • Parametric and Nonparametric Volatility Measurement.pdf
    • Portfolio Choice Problems.pdf
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  • 2005-3-24

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  • 2004-12-31
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