搜索结果: 1-4 共查到“经济计量学 time series.”相关记录4条 . 查询时间(0.24 秒)
The Deterrence Controversy: A Reconsideration of the Time Series Evidence
Deterrence Controversy Time Series Evidence
2015/8/5
The Deterrence Controversy: A Reconsideration of the Time Series Evidence.
Macroeconomic Phase Transitions Detected from the Dow Jones Industrial Average Time Series
DJI macroeconomic cycle phase transitions segmentation clustering
2010/11/1
In this paper, we perform statistical segmentation and clustering analysis of the Dow Jones Industrial Average time series between January 1997 and August 2008.Modeling the index movements and log-ind...
The Correlation Structure of Some Financial Time Series Models
Autocorrelations mixed ARMA models Wold representation aggregation
2010/9/7
The purpose of this paper is to examine the correlation structure of mixed autoregressive and moving average (ARMA) models, as discussed in Granger and Morris (1976). The technique we use to obtain th...
主讲人
Chor-yiu Sin
Xiamen University
题目
Capturing cross-sectional correlation with time series: with an application to unit root test
时间
2007年5月9日（星期三）下午14:00-----15:30
地点
北京大学中国经济研究中心万众楼大教室
工作语言
英文
联系电...