◆ Classical Inference with ML and GMM Estimates with Various Rates of Convergence

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This paper considers classical hypothesis testing in the maximum likelihood (ML) and generalized method of moments (GMM) frameworks, where components of unconstrained (and constrained) estimates of...

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2008-06-18

◆ Estimation of spatial autoregressive panel data models with fixed effects

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This paper establishes asymptotic properties of quasi-maximum likelihood estimators for …fixed effects SAR panel data models with SAR disturbances where the time periods T and/or the number of spati...

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2008-06-16

◆ the first fifty years of modern econometrics

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对计量经济学发展历程的一个简介 作者之一：秦朵...

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2008-06-16

◆ a note on certainty equivalence in dynamic planning

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According to the static theory of decision-making under uncertainty,the policy maker will take that action that maximizers expected utility....

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2008-06-14

◆ A Spatial Dynamic Panel Data Model with Both Time and Individual Fixed Effects

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This paper establishes asymptotic properties of quasi-maximum likelihood estimators for spatial dynamic panel data with both time and individual …fixed effects when both the number of individuals...

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2008-06-13

◆ Probability, Statistics and Stochastic Processes

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Wisconsin-Madison 大学Cosma Rohilla Shalizi教授概率统计与随机过程课程讲义。...

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2008-06-08

◆ Linear Regression Models for Panel Data Using SAS,STATA, LIMDEP,and SPSS

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This document summarizes linear regression models for panel data and illustrates how to estimate each model using SAS 9, STATA 9, LIMDEP 8, and SPSS 15. This document does not address nonlinear mode...

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2008-06-07

◆ Robustness and Sensitivity Analysis of Risk Measurement Procedures

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Author:Rama CONT , Romain DEGUEST and Giacomo SCANDOLO Abstract: Measuring the risk of a Financial portfolio involves two steps: esti-mating the loss distribution of the portfolio from available...

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2008-05-28

◆ 2008年中国数量经济学年会论文（第二组数理经济学部分）

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本文件为2008年中国数量经济学年会论文(第二组数理经济学部分)...

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2008-05-27

◆ 2008年中国数量经济学年会论文（第一组：计量经济学理论与方法）

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本文件为2008年中国数量经济学年会论文(第一组 计量经济学理论与方法)...

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2008-05-22

◆ Stochastic Frontier Analysis and Efficiency Estimatio

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是对DEA方法进行估计的SFA,是一种最新的面版数据计量方法,比较有用 ...

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2008-05-18

◆ Risk theory for the compound Poisson process that is perturbed by diffusio

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关于破产概率的文章，作者为加拿大滑铁卢大学学者cai.j，以下为文献摘要 The classical model of collective risk theory is extended in that a diffusion process is added to th...

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2008-05-18

◆ On the Decomposition of the Ruin Probability in a Jump-Diffusion Risk Process Co

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关于破产概率的文章，以下为文章摘要 Consider a jump-diffusion risk process compounded by a geometric Brownian motion, where the jump-diffusion risk process is the compound Poisson ri...

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2008-05-18

◆ How Successful are Dynamic Factor Models at Forecasting Output and Inflation? A

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This paper uses a meta-analysis to survey existing factor forecast applications for output and inflation and assesses what causes large factor models to perform better or more poorly at forecast...

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2008-05-05

◆ A test of the normality assumtion in the ordered probit model

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A test of the normality assumtion in the ordered probit model...

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2008-05-02