发帖
雷达卡
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。
83848.rar
(7.63 MB, 需要: 10 个论坛币)
[此贴子已经被作者于2007-1-13 13:40:42编辑过]
京公网安备 11010802022788号
