题目如下:1、A Review of Some Recent Textbooks of Econometrics
2、Can We Improve the Perceived Quality of Economic Forecasts
3、Causality in the Long Run
4、Controversy_On Modelling the Long Run in Applied Economics
5、Developments in the Nonlinear Analysis of Economic Series
6、Estimation of Common Long-Memory Components in Cointegrated System
7、Infinite Variance and Research Strategy in Time Series Analysis
8、Some Consequences of the Valuation Model When Expectations are Taken to be Optimum Forecasts
9、Time Series Analysis, Cointegration, and Applications
10、What are We Learning About the Long-Run
11、张晓峒的那篇:数理经济与计量经济学——协整向量误设对相关检验的影响
【内容摘要】常用于检验既定协整关系的统计量有两种:和,但由于真实数据生成过程未知,估计模型中可能存在一定程度的协整向量误设,从而使统计量的分布特征受到影响。论文首先探讨检验的隐含系数约束,即短期弹性等于先验长期弹性;然后分析零假设下两种统计量的分布特征,以及先验设定对信号噪声比,进而对分布特征的影响;最后在局部备择假设下,给出两种统计量的渐近分布,并表明向量误设会降低协整检验的势,其程度与设定误差正相关。一定程度上,KED(1992)的很多结论可以视为本文分析结果的特例。
关键词:协整,向量误设,检验势
上面有两个符号没法显示,只能介绍这样了