Large Sample Properties of Generalized Method of Moments Estimators (by Lars Peter Hansen)
Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root(by Divid A. Dickey;Wayne A.Fuller)
MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION--WITH APPLICATIONS TO THE DEMAND FOR MONEY( by Soren Johansen,Katarina Juselius)
Robust Locally Weighted Regression and Smoothing Scatterplots(by Willism S.Cleveland)
Sample Selection Bias as a Specification Error(by James J.Heckman)
Specification Tests in Econometrics(by J.A.Hausman)
STATISTICAL ANALYSIS OF COINTEGRATION VECTORS (by Soren JOHANSEN)
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本附件包括:
- Robust Locally Weighted Regression and Smoothing Scatterplots.pdf (by Willism S.Cleveland).pdf
- Sample Selection Bias as a Specification Error.pdf (by James J.Heckman) .pdf
- Specification Tests in Econometrics.pdf (by J.A.Hausman).pdf
- STATISTICAL ANALYSIS OF COINTEGRATION VECTORS (by Soren JOHANSEN).pdf
- Large Sample Properties of Generalized Method of Moments Estimators.pdf (by Lars Peter Hansen) .pdf
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root.pdf (by Divid A. Dickey;Wayne A.Fuller) .pdf
- MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION--WITH APPLICATIONS TO THE DEMAND FOR MONEY.pdf( by Soren Johansen,Katarina Juselius).pdf