参考题目在此:
1975-2000年引用率最高的12篇经济学文献 1.STATISTICAL ANALYSIS OF COINTEGRATION VECTORS (by Soren JOHANSEN).pdf 2.MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION--WITH APPLICATIONS TO THE DEMAND FOR MONEY.pdf 3.Distribution of the Estimators for Autoregressive Time Series With a Unit Root.pdf 4.Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root.pdf 5.Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation.pdf 6.A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity.pdf 7.A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix.pdf 8.Specification Tests in Econometrics.pdf 9.Robust Locally Weighted Regression and Smoothing Scatterplots.pdf 10.Sample Selection Bias as a Specification Error.pdf 11.Large Sample Properties of Generalized Method of Moments Estimators.pdf 12.Co-Integration and Error Correction_Representation, Estimation, and Testing.pdf