ARIMA Processes with ARIMA Parameters Carlo Grillenzoni lnstituto Universitario di Architettura di Venezia, Venice, Italy, and Department of Economics, University of Modena, 41 100 Modena, Italy This article introduces a general class of n...
A New Method for Obtaining the Autocovariance of an ARMA Model_ An Exact Form Solution M. KARANASOS York University In this article we present a new method for computing the theoretical autocovariance function of an autoregressive moving a...
Contents List of Figures xv List of Tables xix List of Abbreviations xxi 1 Introduction 1 1.1 The case for macroeconometric models 1 1.2 Methodological issues (Chapter 2) 4 1.3 The supply-side and wage- and price-setting (Chapters 38) 7 1....
作者：陈希孺 统计学史的简要介绍...
半参数计量经济联立模型的变窗宽估计理论 部分内容如下： 2007年中国经济学年会 投稿领域：数理经济与计量经济学 半参数计量经济联立模型的变窗宽估计理论 叶阿忠吴相波黄志刚 (福州大学管理学院，福建福州350002) 摘要：联立方程模型在经济政策制定、经济结...
本书内容如下为例： We report on concepts and methods to implement the family of ARMA models with GARCH/APARCH errors introduced by Ding, Granger and Engle. The software implementation is written in S and optimization of the constrained log...
本书内容如下： .CONTENTS Abstract 1. Introduction 2. 2. Outline of global modeling system 2.1. Regional classification 2.2. Integrated multidisciplinary systems analysis beyond modern economics 2.3. Integrated global model for sustainable...
本书目录如下： 1 Introduction 1 1.1 What Is Nonparametric Inference? . . . . . . . . . . . . . . . . 1 1.2 Notation and Background . . . . . . . . . . . . . . . . . . . . . 2 1.3 Confidence Sets . . . . . . . . . . . . . . . . . . . . . ....
本书是法语版，内容如下为例： Chapitre Premier La Geometrie des Moindres Carres 1.1 Introduction La methode destimation la plus communement utilisee en econometrie, et `a bien des egards la plus importante, est celle des moindres carres. Il...
以如下为例介绍本书内容： 9 Stochastic Dynamic Programming With the mathematical background in place, we are ready to study dynamic programming models that incorporate stochastic shocks. We study two specifications of the problem. The first...
