□STATISTICAL ANALYSIS OF COINTEGRATION VECTORS (by Soren JOHANSEN) 点击下载：http://time.dufe.edu.cn/wencong/jjwx/sacv.pdf □Co-Integration and Error Correction_Representation, Estimation, and Testing.pdf (by Robert F.Engle;C.W.J.Granger) 点击下载：http://time.dufe.edu.cn/wencong/jjwx/cecret.pdf □MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION--WITH APPLICATIONS TO THE DEMAND FOR MONEY.pdf( by Soren Johansen,Katarina Juselius) 点击下载：http://time.dufe.edu.cn/wencong/jjwx/mleic.pdf □Distribution of the Estimators for Autoregressive Time Series With a Unit Root.pdf (by Divid A. Dickey;Wayne A.Fuller) 点击下载：http://time.dufe.edu.cn/wencong/jjwx/deats.pdf □Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root.pdf (by Divid A. Dickey;Wayne A.Fuller) 点击下载：http://time.dufe.edu.cn/wencong/jjwx/lrsat.pdf □Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation.pdf (by Robert F.Engle) 点击下载：http://time.dufe.edu.cn/wencong/jjwx/ache.pdf □A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity.pdf (by Halbert White) 点击下载：http://time.dufe.edu.cn/wencong/jjwx/ahcme.pdf □A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix.pdf(by Whitey k .Newey;Kenneth D.West) 点击下载：http://time.dufe.edu.cn/wencong/jjwx/aspsh.pdf □Specification Tests in Econometrics.pdf (by J.A.Hausman) 点击下载：http://time.dufe.edu.cn/wencong/jjwx/ste.pdf □Robust Locally Weighted Regression and Smoothing Scatterplots.pdf (by Willism S.Cleveland) 点击下载：http://time.dufe.edu.cn/wencong/jjwx/rlwr.pdf □Sample Selection Bias as a Specification Error.pdf (by James J.Heckman) 点击下载：http://time.dufe.edu.cn/wencong/jjwx/ssbse.pdf □Large Sample Properties of Generalized Method of Moments Estimators.pdf (by Lars Peter Hansen) 点击下载：http://time.dufe.edu.cn/wencong/jjwx/lspg.pdf

[此贴子已经被作者于2005-4-19 0:11:01编辑过]