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25. | Johansen, Søren(1991)。Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models。Econometrica,59(6),1551-1580。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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圖書1. | Hill, R. C.、Griffiths, W. E.、Judge, G. G.(2001)。Undergraduate Econometrics。New York:John Wiley & Sons, Inc.。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | Fuller, W. A.(1976)。Introduction to Statistical Time Series。New York:John Weily。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Box, G. E. P.、Jenkins, G. M.(1976)。Time Series Analysis, Forecasting, and Control。Holden-Day。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Belsley, D. A.、Kuh, E.、Welsch, R. E.(1980)。Regression diagnostics: Identifying influential data and sources of collinearity。New York, NY:John Wiley。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | Hosmer, D. W.、Lemeshow, S.(1989)。Applied Logistic Regression。New York:John Wiley。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | Enders, W.(2010)。Applied Econometric Time Series。New York:John Wiley。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Quantitative Micro Software(2010)。EViews 7 User's Guide。QuantitativeMicro Software, LLC。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Quantitative Micro Software(2010)。EViews 7 Command and Programming Reference。QuantitativeMicro Software, LLC。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |