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浏览/检索结果: 共16条，第1-10条 帮助 限定条件 内容类型：研究报告    专题：厦门大学    第一署名单位    第一作者单位    通讯作者单位     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 The Effect of Beijing’s Driving Restrictions on Pollution and Economic Activity 研究报告 2013 V. Brian Viard; Shihe Fu    收藏  |  浏览/下载：53/0  |  提交时间：2013/11/08 Driving restrictions  externalities  environmental economics  pollution JEL Classification: H23  D62  L51  J22  R41.   A Unified Approach to Validating Univariate and Multivariate Conditional Distribution Models in Time Series 研究报告 2013 Bin Chen; Yongmiao Hong    收藏  |  浏览/下载：11/0  |  提交时间：2013/11/08 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.     Convergency and Divergency of Functional Coefficient Weak Instrumental Variables Models 研究报告 2013 Zongwu Cai; Henong Li 收藏  |  浏览/下载：3/0  |  提交时间：2013/11/08 Discontinuity  Divergence  Endogenous variables  Functional coefficient model  Weak instrumental variables  Local linear fitting  Simultaneous equations.     Detecting for Smooth Structural Changes in GARCH Models 研究报告 2013 Bin Chen; Yongmiao Hong    收藏  |  浏览/下载：3/0  |  提交时间：2013/11/08 GARCH  Local smoothing  Parameter constancy  QMLE  Smooth structural change   Granger Causality in Risk and Detection of Extreme Risk Spillover Between Financial Markets 研究报告 2013 Yongmiao Hong; Yanhui Liu; Shouyang Wang    收藏  |  浏览/下载：66/0  |  提交时间：2013/11/08 Cross-spectrum  Extreme downside risk  Financial contagion  Granger causality in risk  Nonlinear time series  Risk management  Value at Risk     Co-movements of Shanghai and New York Stock Prices by Time-varying Regressions 研究报告 2013 Gregory C Chow; Changjiang Liu; Linlin Niu    收藏  |  浏览/下载：4/0  |  提交时间：2013/11/08 China  Globalization  Rate of Return  Stock Markets  Time-varying parameter regression.     Effient Estimation of Partially Varying Coefficient Instrumental Variables Models 研究报告 2013 Zongwu Cai; Huaiyu Xiong 收藏  |  浏览/下载：4/0  |  提交时间：2013/11/08 Endogenous variables  Functional-coefficient models  Instrumental variables  Local linear fitting  Nonparametric smoothing  Simultaneous equations   Why The House Sector Leads The Whole Economy: the Importance of Collateral Constraints and News Shocks 研究报告 2013 Yu Ren; Yufei Yuan    收藏  |  浏览/下载：2/0  |  提交时间：2013/11/08 news shocks  heterogeneous agents  house sector  collateral constraints  aggregate uncertainty