[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

Forecasting economic and financial time-series with non-linear models

Michael P. Clements (University of Warwick)
Philip Hans Franses (Erasmus University Rotterdam.)
Norman R. Swanson (

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nswanson@econ.rutgers.edu) (Rutgers University)

In this paper we discuss the current state-of-the-art in estimating, evaluating, and selecting among non-linear forecasting models for economic and financial time series. We review theoretical and empirical issues, including predictive density, interval and point evaluation and model selection, loss functions, data-mining, and aggregation. In addition, we argue that although the evidence in favor of constructing forecasts using non-linear models is rather sparse, there is reason to be optimistic. However, much remains to be done. Finally, we outline a variety of topics for future research, and discuss a number of areas which have received considerable attention in the recent literature, but where many questions remain.

48794.pdf (208.19 KB)

2006-4-17 08:49:00 上传

[下载]For Multivariate

[此贴子已经被作者于2006-4-17 8:51:54编辑过]

1

天阿好貴阿
希望降價
錢都不夠阿
不過謝謝樓煮的分享

49014.pdf (6.9 MB, 需要: 30 个论坛币)

2006-4-19 02:50:00 上传

[推荐]Statistics Ebooks
需要: 30 个论坛币  [购买]

hanszhu，请问有没有stataV8或9的使用手册啊？

不能下载了吗？

Student Solutions Manual to Comapny Applied Linear Statistical Models

49226.pdf (407.01 KB, 需要: 100 个论坛币)

2006-4-20 11:10:00 上传

[下载]Student Solutions Manual to Comapny Applied Linear Statistical Models.pdf
需要: 100 个论坛币  [购买]

[此贴子已经被作者于2006-4-20 11:11:14编辑过]

Applied Linear Statistical Models

John Neter, Michael H Kutner, William Wasserman, Christopher J. Nachtsheim, John Neter

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Editorial Reviews

Book Description
There are two approaches to undergraduate and graduate courses in linear statistical models and experimental design in applied statistics. One is a two-term sequence focusing on regression followed by ANOVA/Experimental design. Applied Linear Statistical Models serves that market. It is offered in business, economics, statistics, industrial engineering, public health, medicine, and psychology departments in four-year colleges and universities, and graduate schools. Applied Linear Statistical Models is the leading text in the market. It is noted for its quality and clarity, and its authorship is first-rate. The approach used in the text is an applied one, with an emphasis on understanding of concepts and exposition by means of examples. Sufficient theoretical foundations are provided so that applications of regression analysis can be carried out comfortably. The fourth edition has been updated to keep it current with important new developments in regression analysis.

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Product Details Hardcover: 1408 pages Publisher: McGraw-Hill/Irwin; 4 edition (February 1, 1996) Language: English ISBN: 0256117365

[此贴子已经被作者于2006-4-20 11:08:44编辑过]

Regression Models for Categorical and Limited Dependent Variables

J. Scott Long

Sage

1997

那里有这本书啊

[此贴子已经被作者于2006-4-21 12:57:44编辑过]

49586.pdf (716.95 KB)

2006-4-22 23:06:00 上传

[下载] D.S.G. Pollock.A Short Course of Time-Series Analysis and Forecasting

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http://web.cenet.org.cn/web/Occidental/

[此贴子已经被作者于2006-4-22 23:50:02编辑过]