搜索结果
大小 上传时间

  • 250742.pdf
       A Nonlinear Panel Unit Root Test

  • 259.37 KB
  • 2008-9-26

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

    本附件包括：
    • 5.Incidental trends and the power of panel unit root tests.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
    • 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

  • 148177.pdf
       A Panel Unit Root and Panel Cointegration Test of the Complementarity Hypothesis in the M

  • 220.77 KB
  • 2007-8-23

  • 148176.pdf
       Panel Unit Roots and Cointegration Evidence for OECD Energy Demand

  • 138.05 KB
  • 2007-8-23

  • 66974.rar
       面板单位根和协整检验的一些资料（中、英文，Pdf、Doc）

    本附件包括：
    • panel unit root cointegration.pdf
    • Nonlinear IV Panel Unit Root Tests.pdf
    • Nonparametric Tests for Unit Roots and Cointegration.pdf
    • Panel Cointegration Testing using Nonlinear Instruments.pdf
    • Panel Data Unit Root Tests with an Application.pdf
    • Panel unit root and panel cointegration methods.pdf
    • Panel Unit Roots and Cointegration_Evidence for OECD Energy .pdf
    • panel-unit-root-tests.pdf
    • Spurious Regression and Residual-Based Tests for Cointegration in Panel Data.pdf
    • Taking a New Contour A Novel Approach to Panel Unit Root Tests.pdf
    • Testing for Unit Roots in Panel Data An Exploration Using Rea and Simulated Datal.pdf
    • Testing for Unit Roots in Panel Data.pdf
    • The Local Power of Some Unit Root Tests for Panel Data.pdf
    • Unit roots and cointegration in panels.pdf
    • 单位根检验新进展.doc
    • 面板单位根检验理论及其应用研究综述.doc
    • A Panel Bootstrap Cointegration Test.pdf
    • Asymptotically Normal Unit Root Testing_Extensions to Panel Data and Structural Breaks.pdf
    • Cointegration versus Spurious Regression in Heterogeneous Panels.pdf
    • Comparison of Panel Cointegration Tests.pdf
    • Mixed Signals Among Tests for Panel Cointegration.pdf
  • 8.67 MB
  • 2006-10-12
举报 手机版人大经济论坛联系我们招聘英才

京ICP备11001960号 京ICP证090565号 京公网安备1101084107号 论坛法律顾问：王进律师 知识产权保护声明 免责及隐私声明
联系QQ：75102711 MSN：pinggu.org@hotmail.com 邮箱：service@pinggu.org

合作咨询电话：(010)62719935 广告合作电话：010-68456523 13811729406 （李老师）
投诉电话：(010)68466864 不良信息处理电话：13661292478

有资料需求
请微信我