[下载]硕士学位论文 农村居民食物消费结构变动及其对粮食需求影响的实证分析

47122.pdf (709.42 KB)

2006-4-5 07:07:00 上传

[下载]Stephan Juradja.Econometrics Of Panel Data And Limited Dependent Variable Models.pdf

[此贴子已经被作者于2006-4-5 7:07:30编辑过]

Estimating Vector Autoregressions with Panel Data

Douglas Holtz-Eakin, Whitney Newey, Harvey S. Rosen
Econometrica, Vol. 56, No. 6 (Nov., 1988) , pp. 1371-1395

This paper considers estimation and testing of vector autoregressio n coefficients in panel data, and applies the techniques to analyze the dynamic relationships between wages an d hours worked in two samples of American males. The model allows for nonstationary individual effects and is estimated by applying instrumental variables to the quasi-differenced autoregressive equations. The empirical results suggest the absence of lagged hours in the wage forecasting equation. The results also show that lagged hours is important in the hours equation. Copyright 1988 by The Econometric Society

47253.pdf (2.16 MB)

2006-4-6 07:08:00 上传

[推荐]Statistics Ebooks

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

C. W. J. Granger
Econometrica, Vol. 37, No. 3 (Aug., 1969) , pp. 424-438

Abstract

There occurs on some occasions a difficulty in deciding the direction of causality between two related variables and also whether or not feedback is occurring. Testable definitions of causality and feedback are proposed and illustrated by use of simple two-variable models. The important problem of apparent instantaneous causality is discussed and it is suggested that the problem often arises due to slowness in recording information or because a sufficiently wide class of possible causal variables has not been used. It can be shown that the cross spectrum between two variables can be decomposed into two parts, each relating to a single causal arm of a feedback situation. Measures of causal lag and causal strength can then be constructed. A generalisation of this result with the partial cross spectrum is suggested.

47254.pdf (1.15 MB, 需要: 1 个论坛币)

2006-4-6 07:22:00 上传

[下载]Investigating Causal Relations by Econometric Models and Cross-spectral Methods
需要: 1 个论坛币  [购买]

[此贴子已经被作者于2006-4-6 7:23:10编辑过]

1. 47263.rar (3.63 MB) 本附件包括：
   • GreedBT_2.7.0_1-22.exe
   2006-4-6 09:11:00 上传

   
   [推荐]Statistics Ebooks
   [/UseMoney]
2. [UseMoney=0] 47266.rar (31.69 KB) 本附件包括：
   • sas9.1.3.torrent
   2006-4-6 09:14:00 上传

   
   [下载]For Harlon1976

[此贴子已经被作者于2006-4-6 9:14:13编辑过]

SAS System for Regression, Third Edition

By Rudolf J. Freund and Ramon C. Littell

ISBN: 1-58025-725-9

Book Description

Learn to perform a wide variety of regression analyses using SAS software with this example-driven revised favorite from SAS Publishing. With this third edition you will learn the basics of performing regression analyses using a wide variety of models including nonlinear models. Other topics include performing linear regression analyses using PROC REG and diagnosing and providing remedies for data problems, including outliers and multicollinearity. Examples feature numerous SAS procedures including REG, PLOT, GPLOT, NLIN, RSREG, AUTOREG, PRINCOMP, and others. A helpful discussion of theory is supplied where necessary. Some knowledge of both regression and SAS are assumed. The updated third edition includes revisions, updated material, and new material. You'll find information on using SAS/INSIGHT software, regression with a binary response with emphasis on PROC LOGISTIC, and nonparametric regression (smoothing) using moving averages and PROC LOESS. Additionally, updated material throughout the book includes high-resolution PROC REG graphics output, data sets by the OUTEST option described and illustrated, and using PROC SCORE to predict another data set.

47420.pdf (884.01 KB)

2006-4-7 08:52:00 上传

[下载]Cointegration vs Traditional Econometrics

[此贴子已经被作者于2006-4-7 8:53:33编辑过]

Testing for cointegration when some of the cointegrating vectors are known

Michael T.K. Horvath
Mark W. Watson

[此贴子已经被作者于2006-4-7 8:57:59编辑过]

Testing Unit Root in Threshold Cointegration

Jaya Krishnakumar
David Neto

This paper proposes a simple procedure to test the hypothesis of no cointegration against both threshold cointegration and an intermediate possibility that we call partial cointegration. Asymptotic theory is developed, the power of the proposed test is analysed through simulations and a successful empirical example is provided.

47421.pdf (629.65 KB, 需要: 540 个论坛币)

2006-4-7 09:01:00 上传

[下载]Testing Unit Root in Threshold Cointegration
需要: 540 个论坛币  [购买]

[此贴子已经被作者于2006-4-8 2:50:23编辑过]

Learning Econometrics With GAUSS Language

47800.pdf (527.29 KB, 需要: 1 个论坛币)

2006-4-10 08:18:00 上传

[下载]Learning Econometrics With GAUSS Language.pdf
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[此贴子已经被作者于2006-4-10 8:18:26编辑过]

结构方程模型及其应用(含光盘一张)

作 者： 侯杰泰 温忠麟 成子娟 出 版 社： 教育科学出版社 出版日期： 版次： I S B N： 750412816 页数： 开 本： 16 印张： 包 装： 字数： 原 价： ￥39.0 蔚 蓝 价： ￥36.7（1星会员价） ￥35.9（2、3星会员价） ￥35.1（4、5星会员价）