引用次数前10名的计量经济学文献

1 Halbert White (1980), ‘A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity’关于异方差的经典

2 Engle RF, Granger CWJ. 1987. Co-integration and error correction representation, estimation, and testing时间序列的重要论文

3 Heckman, JJ 1979 Sample Selection Bias as a Specification Error 关于计量经济学中内生性的巧妙处理)

4 Dickey, D. and Fuller, WA 1979 “Distribution of the estimates for autoregressive time series. with a unit root”单位根的经典）

5 HAUSMAN, JA 1978 specification tests in econometrics

6 Engle, RF 1982. Autoregressive condi- tional heteroscedasticity with estimates of the variance of united kingdom inflation ARCH的奠基作

7 DICKEY, DA FULLER, WA 1981 likelihood ratio statistics for autoregressive time series with a unit root

8 Hansen,LP,1982 ,"Large Sample P ropertiesofG MME stimators" 广义矩的奠基

9 SIMS, CA 1980 macroeconomics and reality

10 NEWEY, WK WEST, KD 1987 asymmetric least squares estimation and testing

全部为PDF格式，清晰度不错。

[此贴子已经被作者于2007-1-13 13:40:42编辑过]