8 ARCH models.
8.1 Introduction.
8.2 Options of ARCH models.
8.3 Simple ARCH models.
8.4 ARCH models with exogenous variables.
8.5 Alternative GARCH variance series.
9 Additional testing hypotheses.
9.1 Introduction.
9.2 The unit root tests.
9.3 The omitted variables tests.
9.4 Redundant variables test (RV-test).
9.5 Nonnested test (NN-test).
9.6 The Ramsey RESET test.
9.7 Illustrative examples based on the Demo.wf1.
10 Nonlinear least squares models.
10.1 Introduction.
10.2 Classical growth models.
10.3 Generalized Cobb–Douglas models.
10.4 Generalized CES models.
10.5 Special notes and comments.
10.6 Other NLS models.
11 Nonparametric estimation methods.
11.1 What is the nonparametric data analysis.
11.2 Basic moving average estimates.
11.3 Measuring the best fit model.
11.4 Advanced moving average models.
11.5 Nonparametric regression based on a time series.
11.6 The local polynomial Kernel fit regression.
11.7 Nonparametric growth models
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