| 所在主题： | |
| 文件名: Distribution of the Estimators for Autoregressive Time Series With a Unit Root.pdf | |
| 资料下载链接地址: https://bbs.pinggu.org/a-456132.html | |
| 附件大小: | |
|
大部分找出来了，贴出来造福大家，不要钱了，下了的给点好评吧，谢谢！！！
２元一篇，为降低通货膨胀做点贡献。 1 (Halbert White (1980), “A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity”, Econometrica 48, p. 817-838 在存在异方差，但不确切知道异方差形式的情况下得到协方差矩阵的一致性估计的经典计量论文) 2、(Daniel Kahneman and Amos Tversky (1979):‘Prospect Theory: An Analysis of Decision under Risk’. Econometrica, 47, p. 263-91.行为经济学的奠基) 3、(Engle RF, Granger CWJ. 1987. Co-integration and error correction representation, estimation, and testing. Econometrica 55: 251 -- 276. 协整与误差修正，这个够经典了吧？呵呵) 4、(Jensen MC, Meckling WH. 1976. Theory of the Firm: Managerial Behavior, Agency Costs and Ownership Structure. Journal of Financial Economics 3(4): 305-360.哈佛大学詹森和迈克林的名作，公司财务和公司治理的经典) 5、(Heckman, JJ (1979) Sample Selection Bias as a Specification Error , Econometrica, Vol.47, No.1, p.153-161 关于计量经济学中内生性的巧妙处理) 6、(Dickey, D. and Fuller, WA (1979) "Distribution of the estimates for autoregressive time series. with a unit root", Journal of the American Statistical Association, 74: 427-31.时间序列单位根的经典，现在简直是研究的必备啊！) 7、(JOHANSEN, S JUSELIUS(1988) "Statistical Analysis of Cointegration Vectors". Journal of Economic Dynamics and Control 12, 231-254. JOHANSEN的成名著作，关于协整向量的估计和推断，这个可爱的老头，我和他照过相，呵呵) 8、(Hausman.J. A(1978) "Specification Tests in Econometrics" Econometrica, Vol. 46, No. 6. (Nov., 1978), pp. 1251-1271. Hausman在这篇文章中提出了他著名的Hausman模型设定检验，由此为基础,Hausman族的检验在计量经济中开始风靡，一样是经典的奠基之作) 9、(Engle, RF (1982). Autoregressive condi-tional heteroscedasticity with estimates of the variance of united kingdom inflation. Econometrica, 50(4):987– 1007 ARCH的奠基作，加上1986年Belleslev的GRACH，经典中的经典了) 11、(David A. Dickey; Wayne A. Fuller(1981) "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root" Econometrica, Vol. 49, No. 4. (Jul., 1981), pp. 1057-1072 ) 12、(Hansen,LP,(1982 ),"Large Sample P ropertiesofG MME stimators",E conometrica,50,. 102 9-1054 广义矩GMM估计的奠基之作，现代计量模型估计方法的主导) 13、(Romer, PAUL, M "Increasing Returns and Long-Run Growth." Journal of Political Economy 94 (1986): S1002-S1037 新增长理论的奠基作) 14、Journal-of-Monetary-Economics 1988 LUCAS, RE 15、947 Journal-of-Monetary-Economics 1982 NELSON, CR PLOSSER, CI 16、(Christopher A. Sims(1980) "Macroeconomics and Reality" Econometrica, Vol. 48, No. 1. (Jan., 1980), pp. 1-48. 提出向量自回归模型VAR，包括脉冲响应分解，成为宏观计量最常用的模型之一) 17、(Whitney K. Newey; Kenneth D. West "A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix" Econometrica, Vol. 55, No. 3. (May, 1987), pp. 703-708 存在异方差和自相关条件下协方差矩阵的一致估计(HAC),扩展了White(1980)的成果，也是计量领域的震撼大作) 18、(Peltzman, S..Toward a more general theory of regulation[J] .Journal of Law and Economics,1976,是管制经济学的大作，在STIGLER的成果的基础上有大的发展) 19、887 Oxford-Bulletin-of-Economics-and-Statistics 1990 JOHANSEN, S JUSELIUS. (JOHANSEN, S JUSELIUS(1990) "Maximum Likelihood Estimation and Inference on Cointegration – with Applications to the Demand for Money" (with K. Juselius). Oxford Bulletin of Economics and Statistics 52, 169-210. 一样是JOHANSEN关于协整检验的经典著作) 20、(Klein, BR, Crawford, G., and Alchian, AA (1978) “Vertical Integration, Appropriable Rents, and the Compet-. itive Contracting Process.” Journal of Law and Economics, 21: 297–326. 是新制度经济学的代表作) |
|
熟悉论坛请点击新手指南
|
|
| 下载说明 | |
|
1、论坛支持迅雷和网际快车等p2p多线程软件下载，请在上面选择下载通道单击右健下载即可。 2、论坛会定期自动批量更新下载地址,所以请不要浪费时间盗链论坛资源,盗链地址会很快失效。 3、本站为非盈利性质的学术交流网站,鼓励和保护原创作品，拒绝未经版权人许可的上传行为。本站如接到版权人发出的合格侵权通知，将积极的采取必要措施；同时，本站也将在技术手段和能力范围内，履行版权保护的注意义务。 (如有侵权，欢迎举报) |
|
京ICP备16021002号-2 京B2-20170662号
京公网安备 11010802022788号
论坛法律顾问：王进律师
知识产权保护声明
免责及隐私声明
