<P>国外计量经济学教授推荐阅读的计量经济学经典文献。两个附件（含第6楼的附件）中总共有15篇计量经济学论文，论文作者与论文名称如下：</P>
<P><FONT face="Times New Roman">1、Robert F. Engle: Autoregressive Condotional Heteroscedasticity with Estimates of the Variance of U<st1:place w:st="on"><st1:country-region w:st="on">nited Kingdom</st1:country-region></st1:place> Inflation(1982)

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<P><FONT face="Times New Roman">2、Robert F. Engle: Wald, Likilyhood Ratio and Lagrange Multiplier Test in Econometrics(1983)




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<P><FONT face="Times New Roman">3、Robert F. Engle: Estimating Time Varing Risk Premia in the Term Structure: the Arch M-Model(1987)




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<P><FONT face="Times New Roman">4、Phoebus J. Dhrymes: Limited Dependent Variables</FONT></P>
<P><FONT face="Times New Roman">5、Tim bollerslev: A Conditionally Heteroskedastic time Series Model for Speculative Price and Rates of Return(1987)




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<P><FONT face="Times New Roman">6、Lars Peter Hansen: Generalized Instrumental Variables Estimation on Nonlinear Rational Expectation Models




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<P><FONT face="Times New Roman">7、James d. <st1:place w:st="on"><st1:City w:st="on">Hamilton</st1:City></st1:place> 1994</FONT>年的计量经济学论文<FONT face="Times New Roman">:state-space Model




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<P><FONT face="Times New Roman">8、Lawrance R. Glosten, on the Relation Between the Expected Value and the Volatility of the Nominal Excess Return on Stocks(1993)</FONT>
<P><FONT face="Times New Roman">以上8篇在第一楼的附件文件中。




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<P><FONT face="Times New Roman">9、Richard E. Quandt1983</FONT>年的计量经济学论文：<FONT face="Times New Roman">computational problem and methods.




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<P><FONT face="Times New Roman">10、A. C. Harvey: Estimating Regression Models with Multiplicative Heteroskedasticity




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<P><FONT face="Times New Roman">11、Nicholas M. Kiefer: Economic Duration data and Hazards Function




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<P><FONT face="Times New Roman">12、Daniel B. Nelson: condotional heteroscedasticity in asset returns: A New Approach(1991)




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<P><FONT face="Times New Roman">13、Pierre Perron: The great crash, the oil price shock, and the unit root hypothesis(1989)




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<P><FONT face="Times New Roman">14、John J. Spitzer: A Primer on Box-Cox Estimation




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<P><FONT face="Times New Roman">15、Zellner: Generalized Production Function</FONT>
<P><FONT face="Times New Roman">9~15篇在第六楼的附件文件中。</FONT></P>
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[此贴子已经被作者于2005-4-16 7:16:42编辑过]