◆ Postwar U.S. Business Cycles: An Empirical Investigatio

收藏

HP滤波的原始文献。 “Postwar U.S. Business Cycles: An Empirical Investigation”，by Robert J. Hodrick; Edward C. Prescott Journal of Money, Credit and Banking, Vol. 29, No. 1. (Feb., 19...

399KB

0

2009-04-14

◆ Median-Based Estimation of Dynamic Panel Models with Fixed Effects

收藏

Robust estimation of Panel AR1...

497KB

0

2009-04-07

◆ Application of SVM and ANN for intrusion detectio

收藏

The popularization of shared networks and Internet usage demands increases attention on information system security, particularly on intrusion detection. Two data mining methodologies—Arti6cial Neu...

292KB

0

2009-03-30

◆ An application of support vector machines in bankruptcy prediction model

收藏

This study investigates the efficacy of applying support vector machines (SVM) to bankruptcy prediction problem. Although it is a wellknown fact that the back-propagation neural network (BPN) perform...

257KB

0

2009-03-30

◆ Estimation in the Regression Discontinuity Model

收藏

一篇关于Discontinuity regression的文献...

439KB

0

2009-03-16

◆ Short-Run versus Long-Run Effects of Devaluatio

收藏

J曲线效应经典文献,推荐!!...

3748KB

0

2009-03-05

◆ Capturing and Tuning Nonlinear Characteristics of Economic Stabilization Systems

收藏

Various techniques have been used to control or stabilize economic processes: from econometric models based on rational expectations (assuming that shifts in economic policy produce revised expectat...

265KB

0

2009-03-05

◆ Nonlinearity in medical expenditures: a new semiparametric approach

收藏

虽然是medical expenditure相关，但用到的计量方法很有用 实际上这篇文章是Fan,Yanqin和Liqi两位教授之前的一篇理论论文的具体应用，用到的方法包括semiparam...

164KB

0

2009-03-04

◆ Estimation of copula-based semiparametric time series models

收藏

2006年发表在Journal of Econometrics上的文章 作者为华人经济学家Fan,Yanqin和Chen,Xiaohong 对copula-based半参有兴趣的同学可以看看...

402KB

0

2009-03-04

◆ A microeconometric analysis of technology transfer: The case of licensing agreem

收藏

International Journal of Industrial Organization 12 (1994) 227-244. North-Holland. Abstract: This paper examines investment in foreign technology by Japanese tirms, using previously unexplored d...

1189KB

0

2009-02-23

◆ Optimizing the Newton-CG Way

收藏

Optimizing the Newton-CG Way...

916KB

0

2009-02-21

◆ WORLDWIDE ECONOMETRICS RANKINGS: 1989-2005

收藏

对计量经济学期刊、计量经济学研究机构、计量经济学学者的排名。[color=#DC143C]文字[/color]...

4235KB

0

2009-02-20

◆ Statistics and Computing

收藏

统计计量软件 R 的核心书...

7759KB

0

2009-02-08

◆ DIAGNOSTIC TESTING AND EVALUATION OF MAXIMUM LIKELIHOOD MODELS*

收藏

tauchen计量经济学经典论文...

1608KB

0

2009-01-29

◆ TESTING RESTRICTIONS IN NONPARAMETRIC EFFICIENCY MODELS(L´eopold Simar and

收藏

来自于COMMUN. STATIST.—SIMULA的由Simar和Wilson给出的针对不同约束模型的DEA评价统计推断...

161KB

0

2009-01-22