◆ Consistent Model Specification Tests: Omitted Variables and Semiparametric Funct

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This paper contain several consistent tests of omitting variables in the context of a nonparametric regression models....

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2009-10-15

◆ Synthetic CDO pricing using the double normal inverse Gaussian copula with stoch

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Synthetic CDO pricing using the double normal inverse Gaussian copula with stochastic factor loadings ANNELIS LÜSCHER ...

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2009-09-30

◆ Dynamic copula models for multivariate high-frequency data in finance

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Dynamic copula models for multivariate high-frequency data in finance ...

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2009-09-30

◆ Commodity hedging: Copula- and wavelet-based simulation techniques

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Commodity hedging: Copula- and wavelet-based simulation techniques Abstract The existing literature on heterogeneous investors and the selection of an optimal hedge ratio has focused on a portfoli...

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2009-09-28

◆ How statistics can lie

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How statistics can lie...

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2009-09-20

◆ Darrell Huff and Fifty Years of How to Lie with Statistics

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Darrell Huff and Fifty Years of How to Lie with Statistics...

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2009-09-20

◆ An Introduction to Statistical Learning from a Regression Perspective

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An Introduction to Statistical Learning from a Regression Perspective...

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2009-09-19

◆ Data Mashups In R

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关于r语言运用的资料，2009年的新资料，内容比较少。...

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2009-07-21

◆ A Nonparametric Estimation Procedure for Bivariate Extreme Value Copulas

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A Nonparametric Estimation Procedure for Bivariate Extreme Value Copulas...

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2009-07-02

◆ Modeling all exceedances above a threshold using an extremal dependence structur

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Modeling all exceedances above a threshold using an extremal dependence structure...

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2009-07-02

◆ Time series regression with a unit root

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In this paper, P. Phillips developed asymptotic theory about least square estimator when the regressors are unit root processes....

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2009-06-26

◆ Fast EM-Type Implementations for Mixed Effects Models

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Fast EM-Type Implementations for Mixed Effects Models Author(s): Xiao-Li Meng and David van Dyk Source: Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 60, No. 3...

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2009-05-29

◆ EM alrithms for ordered probit models with endogenous regressors

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We propose an EM alrithm to estimate ordered probit models with endogenous regressors. The proposed alrithm has a number of computational advantages in comparison to direct numerical maximization of...

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2009-05-29

◆ Econometric software: The first fifty years in perspective

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关于计量软件的介绍与展望...

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2009-05-04

◆ Quantile Regression （Roger Koenker and Kevin F. Hallock）

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Koenker在Journal of Economic Perspectives上关于分位数回归的文章...

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2009-04-22