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  • 9781629597492.pdf
       Multiple Time Series Modeling Using the SAS® VARMAX Procedure

  • 22.12 MB
  • 2020-5-25

  • 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

  • Lecture Notes in Statistics 111-120.rar

    本附件包括：
    • (Lecture Notes in Statistics 120) Roderick P. McDonald (auth.), Maia Berkane (eds.)-Latent Variable Modeling and Applications to Causality-Springer-Verlag New York (1997).pdf
    • (Lecture Notes in Statistics 111) Leon Willenborg, Ton de Waal (auth.)-Statistical Disclosure Control in Practice-Springer-Verlag New York (1996).pdf
    • (Lecture Notes in Statistics 112) Paul R. Cohen, Dawn E. Gregory, Lisa Ballesteros, Robert St. Amant (auth.), Doug Fisher, Hans-J. Lenz (eds.)-Learning from Data_ Artificial Intelligence and Statistic.pdf
    • (Lecture Notes in Statistics 113) Rainer Schwabe (auth.)-Optimum Designs for Multi-Factor Models-Springer-Verlag New York (1996).pdf
    • (Lecture Notes in Statistics 114) F. Thomas Bruss, Thomas S. Ferguson (auth.), C. C. Heyde, Yu V. Prohorov, Ronald Pyke, S. T. Rachev (eds.)-Athens Conference on Applied Probability and Time Series An.pdf
    • (Lecture Notes in Statistics 116) Genshiro Kitagawa, Will Gersch (auth.)-Smoothness Priors Analysis of Time Series-Springer-Verlag New York (1996).pdf
    • (Lecture Notes in Statistics 117) J. G. Dai, John H. Vande Vate (auth.), Paul Glasserman, Karl Sigman, David D. Yao (eds.)-Stochastic Networks-Springer-Verlag New York (1996).pdf
    • (Lecture Notes in Statistics 118) Radford M. Neal (auth.)-Bayesian Learning for Neural Networks-Springer-Verlag New York (1996).pdf
    • (Lecture Notes in Statistics 119) Masanao Aoki (auth.), Masanao Aoki, Arthur M. Havenner (eds.)-Applications of Computer Aided Time Series Modeling-Springer-Verlag New York (1997).pdf
  • 81.67 MB
  • 2017-9-9

  • Lecture Notes in Statistics 181-190.rar

    本附件包括：
    • (Lecture Notes in Statistics 181) Daniel Straumann (auth.)-Estimation in Conditionally Heteroscedastic Time Series Models-Springer-Verlag Berlin Heidelberg (2005).pdf
    • (Lecture Notes in Statistics 182) Lixing Zhu (auth.)-Nonparametric Monte Carlo Tests and Their Applications-Springer-Verlag New York (2005).pdf
    • (Lecture Notes in Statistics 183) Danie Krige, Wynand Kleingeld (auth.), Michel Bilodeau, Fernand Meyer, Michel Schmitt (eds.)-Space, Structure and Randomness_ Contributions in Honor of Georges Mather.pdf
    • (Lecture Notes in Statistics 184) Viatcheslav B. Melas (auth.)-Functional Approach to Optimal Experimental Design-Springer-Verlag New York (2006).pdf
    • (Lecture Notes in Statistics 185) Dietrich Stoyan (auth.), Adrian Baddeley, Pablo Gregori, Jorge Mateu, Radu Stoica, Dietrich Stoyan (eds.)-Case Studies in Spatial Point Process Modeling-Springer-Verl.pdf
    • (Lecture Notes in Statistics 186) Estela Bee Dagum, Pierre A. Cholette (auth.)-Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series-Springer-Verlag New York (2006).djvu
    • (Lecture Notes in Statistics 187) Dependence in Probability and Statistics-Springer-Verlag New York (.pdf
    • (Lecture Notes in Statistics 188) Constance van Eeden-Restricted Parameter Space Estimation Problems_ Admissibility and Minimaxity Properties (Lecture Notes in Statistics) (2006).pdf
    • (Lecture Notes in Statistics 189) The nature of statistical evidence(2007).djvu
    • (Lecture Notes in Statistics 190) Weak dependence_ With examples and applications(2007).pdf
  • 34.7 MB
  • 2017-9-9

  • Lecture Notes in Statistics 21-30.rar

    本附件包括：
    • (Lecture Notes in Statistics 30) Jan Grandell (auth.)-Stochastic Models of Air Pollutant Concentration-Springer-Verlag New York (1985).pdf
    • (Lecture Notes in Statistics 21) Howell Tong (auth.)-Threshold Models in Non-linear Time Series Analysis-Springer-Verlag New York (1983).pdf
    • (Lecture Notes in Statistics 22) S?ren Johansen (auth.)-Functional Relations, Random Coefficients, and Nonlinear Regression with Application to Kinetic Data-Springer-Verlag New York (1984).pdf
    • (Lecture Notes in Statistics 23) Diane Griffin Saphire (auth.)-Estimation of Victimization Prevalence Using Data from the National Crime Survey-Springer-Verlag New York (1984).pdf
    • (Lecture Notes in Statistics 24) Dr. T. Subba Rao, Dr. M. M. Gabr (auth.)-An Introduction to Bispectral Analysis and Bilinear Time Series Models-Springer-Verlag New York (1984).pdf
    • (Lecture Notes in Statistics 25) Emanuel Parzen (auth.), Emanuel Parzen (eds.)-Time Series Analysis of Irregularly Observed Data_ Proceedings of a Symposium held at Texas A & M University, College Sta.pdf
    • (Lecture Notes in Statistics 26) Hirotugu Akaike (auth.), Jürgen Franke, Wolfgang Hardle, Douglas Martin (eds.)-Robust and Nonlinear Time Series Analysis_ Proceedings of a Workshop Organized by the So.pdf
    • (Lecture Notes in Statistics 27) Arnold Janssen, Hartmut Milbrodt, Helmut Strasser (auth.)-Infinitely Divisible Statistical Experiments-Springer-Verlag New York (1985).pdf
    • (Lecture Notes in Statistics 28) Shun-ichi Amari (auth.)-Differential-Geometrical Methods in Statistics-Springer-Verlag New York (1985).pdf
    • (Lecture Notes in Statistics 29) Philip M. North, Byron J. T. Morgan (auth.), Byron J. T. Morgan, Philip M. North (eds.)-Statistics in Ornithology-Springer-Verlag New York (1985).pdf
  • 62.45 MB
  • 2017-9-9

  • 1990 Forecasting, structural time series models and the Kalman filter.rar

    本附件包括：
    • 1990 Forecasting, structural time series models and the Kalman filter.djvu
  • 6.67 MB
  • 2016-2-2

  • Multiple Time Series Modeling Using the SAS VARMAX Procedure.rar

    本附件包括：
    • Multiple Time Series Modeling Using the SAS VARMAX Procedure - Anders Milhoj.azw3
    • Multiple Time Series Modeling Using the SAS VARMAX Procedure - Anders Milhoj.pdf
  • 20.08 MB
  • 2016-1-27

  • Non-Linear Time Series Models in Empirical Finance.zip
       Franses and van Dijk(2000) Nonlinear Time Series Models in Empirical Finance

    本附件包括：
    • Non-Linear Time Series Models in Empirical Finance.pdf
  • 3.22 MB
  • 2014-5-21

  • paper by Hong.rar
       洪老师的文章写得很不错的说

    本附件包括：
    • Hypothesis Testing in Time Series via the Empirical Characteristic Function A Generalized Spectral Density Approach.pdf
    • INFERENCE ON VIA GENERALIZED SPECTRUM AND NONLINEAR TIME SERIES MODELS.pdf
    • Generalized spectral tests for conditional mean models in time series with conditional heteroscedasticity of unknown form.pdf
  • 7.87 MB
  • 2013-7-30

  • 高级计量全套课件.zip

    本附件包括：
    • L5 time series models.pdf
    • L0 introduction.pdf
    • L1 mathmatics.pdf
    • L2 single equation algbra matrix.pdf
    • L3 Linear regression model.pdf
    • L4 timeseries.pdf
  • 1.38 MB
  • 2013-4-2

  • 2013031110202.rar

    本附件包括：
    • Ch7- Some Regression Pitfalls.pdf
    • Ch9- Special Topics in Regression.pdf
    • Ch10- Case Study 6.pdf
    • Ch10- Intro to Time Series Model & Forcast.pdf
    • Ch11- Priciples of Experimental Design.pdf
    • Ch12- Analysis of Variance of Designed Experiment.pdf
    • Ch12- Case Study 7.pdf
    • Content1.pdf
    • Ch6- Variable Screening Methods.pdf
    • Ch7- Case Study 4 & 5.pdf
  • 25.31 MB
  • 2013-3-11

  • Amodels.rar

    本附件包括：
    • A class of nearly long-memory time series models.pdf
  • 309.75 KB
  • 2013-1-24

  • 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

  • Structural Time Series Models.rar

    本附件包括：
    • Structural Time Series Models.pdf
  • 4.01 MB
  • 2011-9-21

  • APPLIED TIME SERIES MODELLING AND FORECASTING.zip

    本附件包括：
    • Semester 1.pdf
  • 7.41 MB
  • 2010-3-2

  • 298668.zip
       Applied Time Series Modelling and Forecasting

    本附件包括：
    • Applied Time Series Modelling and Forecasting.pdf
  • 24.3 MB
  • 2009-3-1

  • 288554.zip
       [下载]applied time series modelling and forecasting前三章

  • 6.89 MB
  • 2009-1-24

  • 266671.rar
       [求助]求助2篇文献

    本附件包括：
    • Cambridge University Press,.Non-Linear Time Series Models in Empirical Finance.[2000.ISBN0521770416].pdf
  • 3.2 MB
  • 2008-11-13

  • 264573.rar
       [推荐]诺奖获得者Briton Clive W.J Granger论文N篇

    本附件包括：
    • A simple nonlinear time series model with misleading linear properties.pdf
    • Varieties of long memory models.pdf
    • A Cointegration Analysis of Treasury Bill Yields.pdf
    • An introduction to stochastic unit-root processes.pdf
    • Comments on -Psychophysics of Prices-.pdf
    • Comments on testing economic theories and the use of model selection criteria.pdf
    • Copycats and Common Swings- The Impact of the Use of Forecasts in Information Sets.pdf
    • Developments in the Nonlinear Analysis of Economic Series.pdf
    • Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in vector autoregressions.pdf
    • Infinite Variance- and Research Strategy in Time Series Analysis.pdf
    • Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process.pdf
    • Modeling volatility persistence of speculative returns-a new modle.pdf
    • Nonlinear stochastic trends.pdf
    • Prediction and Regulation by Linear Least-Squared Methods（review）.pdf
    • Shorte-run forecasts of electricity loads and peaks.pdf
    • Some Consequences of the Valuation Model When Expectations are Taken to be Optimum Forecasts.pdf
    • Time Series Analysis, Cointegration, and Applications.pdf
  • 12.19 MB
  • 2008-11-7

  • 260254.pdf
       请求帮助：需要文献 Inference in Linear Time Series Models with Some Unit Roots

  • 702.47 KB
  • 2008-10-27

  • 260252.pdf
       请求文献：Inference in Linear Time Series Models with Some Unit Roots

  • 702.47 KB
  • 2008-10-27

  • 234416.pdf
       GARCH Time Series Model

  • 422.21 KB
  • 2008-8-6

  • 204976.pdf
       nonlinear time series model

  • 279.82 KB
  • 2008-4-12

  • 204975.pdf
       nonlinear time series model

  • 279.82 KB
  • 2008-4-12

  • 187713.pdf
       GARCH Time Series Model (Free)

  • 422.21 KB
  • 2008-1-11

  • 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

  • 134174.pdf
       Non-Linear Time Series Models in Empirical Finance

  • 3.39 MB
  • 2007-7-7

  • 131314.pdf
       Non-Linear Time Series Models in Empirical Finance

  • 3.39 MB
  • 2007-6-30

  • 117284.pdf
       Estimation in Conditionally Heteroscedastic Time Series Models

  • 4.65 MB
  • 2007-5-16

  • 98489.rar
       Nonlinear Time Series Models in Empirical Finance

  • 352.99 KB
  • 2007-3-13

  • 98488.rar
       Nonlinear Time Series Models in Empirical Finance

  • 976.56 KB
  • 2007-3-13

  • 98487.rar
       Nonlinear Time Series Models in Empirical Finance

  • 976.56 KB
  • 2007-3-13

  • 98486.rar
       Nonlinear Time Series Models in Empirical Finance

  • 976.56 KB
  • 2007-3-13

  • 84734.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：
    • 22 Bollerslev-1987-A conditional heteroskedastic time series model for speculative prices and rates of return.pdf
    • 24 Bollerslev and Wright-2000-Semiparametric estimation of long-memory volatility dependencies The role of high-frequency data.pdf
    • 23 Bollerslev-2001-Financial econometrics Past developments and future challenges.pdf
  • 604.77 KB
  • 2007-1-15

  • 65774.rar
       Gauss:nonlinear ttime series models in empirical finance

  • 984.04 KB
  • 2006-9-30

  • 65772.rar
       Gauss:nonlinear ttime series models in empirical finance

  • 16.62 KB
  • 2006-9-30

  • 57948.rar
       Applied Time Series Modelling and Forecasting

    本附件包括：
    • Cover.pdf
    • 1.Introduction and Overview.pdf
    • 2.Short- and Long-run Models.pdf
    • 3.Testing for Unit Roots.pdf
    • Contents.pdf
  • 6.8 MB
  • 2006-7-13

  • 50554.rar
       [下载]计量经济学手册 handbook of econometrics 1.2.6卷

    本附件包括：
    • Multiple Hypothesis Testing.pdf
    • Panel Data.pdf
    • Random and Changing Coefficient Models.pdf
    • Time Series and Spectral Methods in Econometrics.pdf
    • Wald, Likelihood Ratio, and Lagrange Multiplier Tests in Econometrics.pdf
    • Approximating the Distributions of Econometric Estimators and Test Statistics.pdf
    • Continuous Time Stochastic Models and Issues of Aggregation Over Time.pdf
    • Dynamic Specification.pdf
    • Econometric Analysis of Qualitative Response Models.pdf
    • Inference and Causality in Economic Time Series Models.pdf
    • Latent Variable Models in Econometrics.pdf
    • Monte Carlo Experimentation in Econometrics.pdf
  • 8.77 MB
  • 2006-4-29

  • 46909.rar
       GARCH研究最新文献

    本附件包括：
    • Volatility Forecasts in Financial Time Series with HMM-GARCH Models.pdf
    • W1RMX4ACFA2G5L2V.pdf
    • A Comparison of Neural Networks with Time Series Models for Forecasting Returns on a Stock Market Index.pdf
    • Analytical Score for Multivariate GARCH Models.pdf
    • Confidence Intervals for the Autocorrelations of the Squares of GARCH Sequences.pdf
    • Evaluation of Black-Scholes and GARCH Models Using Currency Call Options Data.pdf
    • Intraday Return Volatility Process- Evidence from NASDAQ Stocks.pdf
    • Modeling Shanghai stock market volatility.pdf
  • 669.63 KB
  • 2006-4-3

  • 39848.rar
       [分享](Bollerslev经典文献)A Conditionally Heteroskedastic Time Series Model for Speculati

    本附件包括：
    • A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return.pdf
  • 249.38 KB
  • 2006-2-15

  • 37465.rar
       [下载]An omnibus test for the time series model AR(1)

  • 34.14 KB
  • 2006-1-14

  • 37464.rar
       [下载]An omnibus test for the time series model AR(1)

  • 100 KB
  • 2006-1-14

  • 36113.rar
       [分享]Time Series Modelling for STAMP (Reference)

    本附件包括：
    • STAMP.pdf
  • 242.09 KB
  • 2005-12-29

  • 30201.zip
       上传《时间序列分析》，挣钱

    本附件包括：
    • STATIONARY TIME SERIES MODEL.ppt
    • FINANCIAL TIME-SERIES ECONOMETRICS.ppt
  • 2.74 MB
  • 2005-10-10

  • 20501.rar
       厦门大学王亚楠经济研究院2005年计量经济学国际培训班讲义！

    本附件包括：
    • lecture on basic time series model(guan).pdf
  • 356.87 KB
  • 2005-7-25

  • 17638.rar
       Southampton University计量经济学教材

    本附件包括：
    • Endogeneity, Instrumental Variables and GMM.pdf
    • Heteroskedasticity & Autocorrelation.pdf
    • Interpreting & Comparing Regression Models.pdf
    • Introduction to Linear Regression.pdf
    • Limited Dependent Variables Models.pdf
    • Maximum Likelihood Estimation & Specification Tests.pdf
    • Unit Root & Cointegration Analysis.pdf
    • Univariate Time Series Models.pdf
  • 1.45 MB
  • 2005-6-23

  • 16944.rar
       [下载]C. Chatfield:The Analysis of Time Series: An Introduction, Fifth Edition

    本附件包括：
    • Automatic Spectral Analysis With Time Series Models.pdf
  • 106.72 KB
  • 2005-6-11

  • 12589.rar
       [推荐]handbook of econometrics II

    本附件包括：
    • Multiple Hypothesis Testing.pdf
    • Panel Data.pdf
    • Random and Changing Coefficient Models.pdf
    • Time Series and Spectral Methods in Econometrics.pdf
    • Wald, Likelihood Ratio, and Lagrange Multiplier Tests in Econometrics.pdf
    • Approximating the Distributions of Econometric Estimators and Test Statistics.pdf
    • Continuous Time Stochastic Models and Issues of Aggregation Over Time.pdf
    • Dynamic Specification.pdf
    • Econometric Analysis of Qualitative Response Models.pdf
    • Inference and Causality in Economic Time Series Models.pdf
    • Latent Variable Models in Econometrics.pdf
    • Monte Carlo Experimentation in Econometrics.pdf
  • 8.77 MB
  • 2005-4-20
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