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題名:實用財經計量方法:EViews之應用
作者:楊浩彥郭迺鋒林政勳
出版日期:2013
出版項:臺北:雙葉書廊
ISBN:9789866018497
主題關鍵詞:財務管理電腦應用
學門:管理學
資料類型:專書
相關次數:
  • 被引用次數被引用次數:期刊(3) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:3
  • 共同引用共同引用:0
  • 點閱點閱:8
期刊論文
1.Karafiath, I.(1988)。Using Dummy Variables in the Event Methodology。The Financial Review,23(3),351-357。  new window
2.Ramsey, James B.(1969)。Tests for Specification Errors in Classical Linear Least Squares Regression Analysis。Journal of the Royal Statistical Society: Series B (Methodological),31(2),350-371。  new window
3.Koop, Gary、Pesaran, M. H.、Potter, Simon M.(1996)。Impulse Response Analysis in Nonlinear Multivariate Models。Journal of Econometrics,74(1),119-147。  new window
4.McDonald, J. F.、Moffitt, R. A.(1980)。The uses of tobit analysis。The Review of Economics and Statistics,62,318-321。  new window
5.Peterson, P. P.(1989)。Event Studies: A Review of Issues and Methodology。Quarter Journal of Business and Economics,28(3),36-66。  new window
6.Mizon, G. E.、Richard, J. F.(1986)。The encompassing principle and its application to testing non-nested hypotheses。Econometrica,54(3),657-678。  new window
7.Roll, R.(1981)。A possible explanation of the small firm effect。Journal of Finance,36,879-888。  new window
8.Eichenbaum, Martin S.、Singleton, Kenneth J.、Hansen, Lars P.(1988)。A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty。Quarterly Journal of Economic,103,51-78。  new window
9.Hannan, E. J.、Quinn, B. G.(1979)。The Determination of the order of an Autoregression。Journal of the Royal Statistical Society Series B,41,190-195。  new window
10.Stock, J. H.、Watson, M. W.(1988)。Variable Trends in Economic Time Series。Journal of Economic Perspectives,2,147-174。  new window
11.Schwarz, G. W.(1978)。Estimating the Dimension of a Model。The Annals of Statistics,6(2),461-464。  new window
12.Nelson, C. R.、Plosser, C. R.(1982)。Trends and Random Walks in Macroeconmic Time Series: Some Evidence and Implications。Journal of Monetary Economics,10(2),139-162。  new window
13.Box, G. E. P.、Pierce, D. A.(1970)。Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models。Journal of the American Statistical Association,65(332),1509-1526。  new window
14.Chow, Gregory C.(1960)。Tests of Equality between Sets of Coefficients in Two Linear Regressions。Econometrica,28(3),591-605。  new window
15.Pesaran, Hashem H.、Shin, Yongcheol(1998)。Generalized impulse response analysis in linear multivariate models。Economic Letters,58(1),17-29。  new window
16.Dickey, D. A.、Fuller, W. A.(1979)。Distribution of the estimators for time series regressions with a unit root。Journal of the American Statistical Association,74,427-431。  new window
17.Johansen, S. R.(1994)。The role of the constant and linear terms in cointegration analysis of nonstationary variables。Econometric Reviews,13(2),205-229。  new window
18.Ljung, Greta M.、Box, George E. P.(1978)。On a Measure of Lack of Fit in Time Series Models。Biometrika,65(2),297-303。  new window
19.Granger, Clive W. J.(1969)。Investigating causal relations by econometric models and cross-spectral methods。Econometrica: Journal of the Econometric Society,37(3),424-438。  new window
20.Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control,12(2/3),231-254。  new window
21.Sims, Christopher A.(1980)。Macroeconomics and Reality。Econometrica: Journal of the Econometric Society,48(1),1-48。  new window
22.Engle, Robert F.、Granger, Clive W. J.(1987)。Co-integration and Error Correction: Representation, Estimation, and Testing。Econometrica: Journal of the Econometric Society,55(2),251-276。  new window
23.Hausman, Jerry A.(1978)。Specification tests in econometrics。Econometrica: Journal of the Econometric Society,46(6),1251-1271。  new window
24.MacKinnon, James G.、Davidson, Russell(1981)。Several Tests for Model Specification in the Presence of Alternative Hypotheses。Econometrica,49(3),781-793。  new window
25.Johansen, Søren(1991)。Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models。Econometrica,59(6),1551-1580。  new window
26.Akaike, Hirotsugu(1974)。A new look at the statistical model identification。IEEE Transactions on Automatic Control,19(6),716-723。  new window
27.Tobin, James(1958)。Estimation of relationships for limited dependent variables。Econometrica: Journal of the Econometric Society,26(1),24-36。  new window
28.Fama, Eugene F.、Fisher, Lawrence、Jensen, Michael C.、Roll, Richard J.(1969)。The adjustment of stock prices to new information。International Economic Review,10(1),1-21。  new window
29.Kwiatkowski, Denis、Phillips, Peter C. B.、Schmidt, Peter、Shin, Yongcheol(1992)。Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?。Journal of Econometrics,54(1-3),159-178。  new window
30.Granger, Clive William John、Newbold, Paul(1974)。Spurious Regressions in Econometrics。Journal of econometrics,2(2),111-120。  new window
31.Phillips, Peter C. B.、Perron, Pierre(1988)。Testing for a unit root in time series regression。Biometrika,75(2),335-346。  new window
圖書
1.Hill, R. C.、Griffiths, W. E.、Judge, G. G.(2001)。Undergraduate Econometrics。New York:John Wiley & Sons, Inc.。  new window
2.Fuller, W. A.(1976)。Introduction to Statistical Time Series。New York:John Weily。  new window
3.Box, G. E. P.、Jenkins, G. M.(1976)。Time Series Analysis, Forecasting, and Control。Holden-Day。  new window
4.Belsley, D. A.、Kuh, E.、Welsch, R. E.(1980)。Regression diagnostics: Identifying influential data and sources of collinearity。New York, NY:John Wiley。  new window
5.Hosmer, D. W.、Lemeshow, S.(1989)。Applied Logistic Regression。New York:John Wiley。  new window
6.Enders, W.(2010)。Applied Econometric Time Series。New York:John Wiley。  new window
7.Quantitative Micro Software(2010)。EViews 7 User's Guide。QuantitativeMicro Software, LLC。  new window
8.Quantitative Micro Software(2010)。EViews 7 Command and Programming Reference。QuantitativeMicro Software, LLC。  new window
 
 
 
 
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