◆ Testing for the cointegration rank when some cointegrating directions are changi

收藏

Parametric approximations of nonparametric frontiers Jean-Pierre Florensa, L&eopold Simarb;∗;1 aIDEI/GREMAQ, Universite de Toulouse, Toulouse, France bInstitut de Statistique, Universite C...

482KB

0

2004-11-30

◆ Optimal weighted average power similar tests for the covariance structure in the

收藏

Subsampling vector autoregressive tests of linear constraints
In Choi Department of Economics, Hong Kong University of Science and Technology, Clear Water Bay, Kowloon, Hong Kong Accepted 1 Dece...

281KB

0

2004-11-30

◆ Autocovariance functions of series and of their transforms(Karim M. Abadira)

收藏

Variance ratio tests of the seasonal unit root hypothesis A.M. Robert Taylor∗ Department of Economics, University of Birmingham, Edgbaston Park Road, Birmingham B15 2TT, UK Accepted 2 Decem...

357KB

0

2004-11-30

◆ Testing the nominal-to-real transformation(Hans Christian Kongsted)

收藏

The power of tests of predictive ability in the presence of structural breaks Todd E. Clarka, Michael W. McCrackenb;∗ aEconomic Research Department, Federal Reserve Bank of Kansas City, 925 G...

333KB

0

2004-11-30

◆ Testing for cointegration using partially linear models(Ted Juhla)

收藏

Testing for cointegration using partially linear models Ted Juhla;∗, Zhijie Xiaob aDepartment of Economics, University of Kansas, 213 Summereld Hall, Lawrence, KS 66045, USA bDepartment of...

426KB

0

2004-11-30

◆ applied nonparametric methods

收藏

计量经济学手册第四卷第38章...

2408KB

0

2004-11-29

◆ An experimental solidarity game(R.Selten&A.Ockenfels)

收藏

诺贝尔经济学奖得主Selten和另一位经济学家Ockenfels合作的一篇实验经济学论文。...

1065KB

0

2004-11-28

◆ Cyclic Games：An Introduction and Some Examples(R.Selten&M.Wooders)

收藏

Abstract: We introduce a model of a cyclic game. Designed to take advantage of the recurring nature of certain economic and social situations,a cyclic game differs from an extensive form game in t...

124KB

0

2004-11-28

◆ Modelling Joint Distribution and Measuring Dependence Between Korean and Japanes

收藏

Copula函数是研究世界各地金融市场相关性的有利工具.这篇论文让你在学习Copula的基础上有个更深跟细的认识....

792KB

0

2004-11-24

◆ Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of

收藏

本文是2003年诺奖得主恩格尔代表作，文中提出的ARCH模型在实证金融领域广泛应用。...

1701KB

0

2004-11-23

◆ stock return forcast: a bayesian model selection(K.J.Martijn Cremers)

收藏

Forcast stock return by bayesian econometric models selection methods....

171KB

0

2004-11-22

◆ BAYESIAN ANALYSIS OF LONG MEMORY STOCHASTIC VOLATILITY MODELS(MIKE K.P. SO)

收藏

bayesian methods for volatility analysis...

163KB

0

2004-11-22

◆ Homeownership and the life cycle: an ordered logit approach(B.Capeau etc.)

收藏

This paper presents an ordered logit approach to model the optimal timing of buying a house during the life cycle. The model is applied to three recent Belgian household budget surveys. We find that...

241KB

0

2004-11-21

◆ Economics in the Laboratory(V.Smith)

收藏

诺贝尔奖获得者Simith试验经济学的方法论...

115KB

0

2004-11-20

◆ Extracting Information from Mega-panels and High-fraquency Data(GRANGER)

收藏

Extracting Information from Mega-panels and High-fraquency Data CLIVE W.J. GRANGER...

70KB

0

2004-11-12