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浏览/检索结果: 共11条，第1-10条 帮助 限定条件 专题：厦门大学    第一署名单位    第一作者单位    通讯作者单位    内容类型：研究报告     已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Modeling the Dynamics of Chinese Spot Interest Rates 研究报告 2013 Yongmiao Hong; Hai Lin; Shouyang Wang    收藏  |  浏览/下载：6/0  |  提交时间：2013/11/08 Generalized residuals  Robust specification tests  Robust M-estimation  Spot rate models     Functional Coefficient Models for Economic and Financial Data 研究报告 2013 Zongwu Cai    收藏  |  浏览/下载：6/0  |  提交时间：2013/11/08 Bandwidth selection  Bootstrap  Capital asset pricing model  Dimensionality reduction  Endogeneity  Functional linear process  Functional varying coefficient model  Generalized likelihood ratio test  Instrumental variables model  Local linear estimation  Locally stationary model  Longitudinal data  Misspecification test  Piecewise stationary process  Structural change model  Threshold model  Time-varying model  Trending panel model.   Forecasting Interval-valued Crude Oil Prices via Autoregressive Conditional Interval Models 研究报告 2013 Ai Han; Yanan He; Yongmiao Hong; Shouyang Wang    收藏  |  浏览/下载：4/0  |  提交时间：2013/11/08 Interval-valued data  crude oil price  ACI model  minimum DK-distance estimation  range     A New Test for Superior Predictive Ability 研究报告 2013 Zongwu Cai(Department of Mathematics & Statistics, University of North Carolina at Charlotte, Charlotte,NC 28223, USA); Jiancheng Jiang(Department of Mathematics & Statistics, University of North Carolina at Charlotte, Charlotte,NC 28223, USA); Jingshuang Zhang(Department of Mathematics & Statistics, University of North Carolina at Charlotte, Charlotte,NC 28223, USA) 收藏  |  浏览/下载：6/0  |  提交时间：2013/11/08   Covariance matrix estimation  Data snooping  Generalized likelihood Ratio test  Reality check  SPA test  Technical trading rules.     Weak Instrumental Variables Models for Longitudinal Data 研究报告 2013 Zongwu Cai; Ying Fang; Henong Li 收藏  |  浏览/下载：3/0  |  提交时间：2013/11/08 Some Recent Developments in Nonparametric Finance 研究报告 2013 Zongwu Cai; Yongmiao Hong    收藏  |  浏览/下载：4/0  |  提交时间：2013/11/08 Continuous time model  derivative pricing  jump process  kernel smoothing  nonparametric test  nonparametric pricing kernel  non-stationarity  options  predictability  stochastic discount factor  time-dependent model.   Some Recent Develop- ments on Nonparametric Econometrics 研究报告 2013 Zongwu Cai; Qi Li    收藏  |  浏览/下载：5/0  |  提交时间：2013/11/08 Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models 研究报告 2013 Zongwu Cai; Qi Li    收藏  |  浏览/下载：5/0  |  提交时间：2013/11/08 Local linear fitting  generalized method of moments  instrumental variables  panel data  varying coefficient model   Generalized Maximum Entropy Estimation of Discrete Sequential Move Games of Perfect Information 研究报告 2013 Yafeng Wang; Brett Graham 收藏  |  浏览/下载：4/0  |  提交时间：2013/11/08 Game-Theoretic Econometric Models  Sequential-Move Game  Generalized  Maximum Entropy  Mixed-Integer Nonlinear Programming.     Semiparametric Estimation of Partially Varying-Coefficient 研究报告 2013 Zongwu Cai; Linna Chen; Ying Fang    收藏  |  浏览/下载：4/0  |  提交时间：2013/11/08 Dynamic Panel Data  Efficient Estimation  Semiparametric Models  Varying Coefficients