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151楼

figo12345 发表于 2006-2-25 13:51:00

sen，您人太好了，慷慨，谢谢谢谢

152楼

nameless 发表于 2006-2-27 00:41:00

麻烦LZ帮我找找cost management strategies for business decisions by Ronald W, Hilton

万分感谢!

153楼

yahoocom 发表于 2006-3-1 00:44:00

楼主，我想使用threshold cointegration方法分析金融市场。我已经查了一些工作论文和可以从google直接找到的文章。现还需以下文章。

Balke, N. and Fomby, T. B., "Threshold Cointegration," International Economic Review,Vol. 38, pp. 627-645, 1997.

Chan, K., Petrucelli, J., Tong, H. and Woolford, S. a, "A Multiple-Threshold AR(1) Model,"
Journal of Applied Probability, Vol. 22, pp. 267-279, 1985.

Chow, G. C., "Tests of Equality Between Sets of Coefficients In Two Linear Regressions,"
Econometrica, Vol. 28, pp. 591-605, 1960.

Dicky, D. A. and Fuller, W. A., "Likelihood Ratio Statistics for Autoregressive Time Series
with a Unit Root," Econometrica, Vol. 49, pp. 1057-1072, 1981.

Engle, R. F., Granger, C.W.J, Hylleberg, S. and Lee, H.S., "Seasonal Cointegration: The Japanese Consumption Function," Journal of Econometrics, Vol. 55, pp. 275-29, 1993.

Granger, C. W. J. and Newbold, P., "Spurious Regression in Econometrics," Journal of Econometrics, Vol. 2, pp. 111-120, 1974.

Granger, C. W. J., "Testing for Causality: A Personal Viewpoint," Journal of Economic Dynamics and Control, Vol. 2, No. 4, pp. 329-352, 1980.

Hansen, B. E., "Inference in TAR Model," Studies in Nonlinear Dynamics Econometrics,
Vol. 2, Isu. 1, 1997.

Hansen, B. E. and Byeongseon, S., "Testing for Two-regime Threshold Cointegration in
Vector Error-correction Models," Journal of Econometrics 110, pp. 293-318, 2002.

Hylleberg, S., Engle, R. F., Granger, C. W. J. and Yoo, B. S., "Seasonal Integration and
Co-integration," Journal of Econometrics, Vol. 44, pp. 215-238, 1990.

Johansen, S. and Juselius, K., "Maximum Likelihood Estimation and Inference on Cointergration with Applications to the Demand for Money," Oxford Bulletin of Economics Statistics, Vol.52, No.2, pp. 169-210, 1990.

Osterwald-Lenum, M., "A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test of the Statistics," Oxford Bulletin of Economics and Statistics, Vol. 54, pp. 461-472, 1992.

Phillips, P. C. B., "Time Series Regression with Unit Root," Econometrica, Vol. 55, pp.277-302, 1987.

Septhon P. S., "Spatial Market Arbitrage and Threshold Cointegration," American Journal of Agricultural Economics, Vol. 85, pp.1041-1046, November 2003.

Sims, C., Stock, J. and Watson, M. W., "Inference in Linear Time Series Models with some Unit Roots," Econometrics, Vol.58, pp.113-144, 1990.

Tsay, R. S., "Testing and Modeling Threshold Autoregressive Process," Journal of the American Statistical Association, Vol. 84, No. 405, March 1989.

[此贴子已经被作者于2006-3-1 0:45:36编辑过]

154楼

sandyli 发表于 2006-3-3 23:00:00

非常感谢楼主！最近正在苦寻一下几篇文章，我实在是没招了，希望楼主帮忙。

1、consumption situations and the effects of brand image on consumers' brand evaluation

2、vablen effects in a theory of conspicuous consumption

3 personal taste and family face:luxury consumption in confucian and western societies

4 conspicuous consumption,pure profits and the luxury tax

155楼

liufanyong 发表于 2006-3-14 23:54:00

首先感谢楼主，请帮我找下面的论文。

1【题名】: Multiresolution approximation for volatility processes【作者】: Enrico Capobianco【刊名】: Quantitative finance【年卷期】: vol.2,no.2,2002【出版年】: 2002【【页码】: p. 91-110

2 【题名】Non-linear iterated forecasting by neural networks with confidence intervals and sensitivity analysis，【作者】Zapart C and Lowe D （1999）【刊名】Neural Network World ，5， pp393–401

3 【题名】Multiscale transforms for filtering financial data streams【作者】Zheng G, Starck J L, Campbell J G and Murtagh F （1999）【刊名】Journal of Computation Intelligence Finance， 7，pp 18–35。