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題名：時間序列分析：總體經濟與財務金融之應用
作者：陳旭昇
出版日期：2013
出版項：臺北:臺灣東華
ISBN：9789574837373
主題關鍵詞：數理統計；總體經濟；財務金融
學門：經濟學
資料類型：專書
相關次數：
  • 被引用次數被引用次數:期刊(33) 博士論文(5) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:33
  • 共同引用共同引用:0
  • 點閱點閱:8
期刊論文
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53.Bai, Jushan、Perron, Pierre(2003)。Computation and Analysis of Multiple Structural Change Models。Journal of Applied Econometrics，18(1)，1-22。  new window
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69.Fernández-Villaverde, Jesús(2008)。Horizons of Understanding: A Review of Ray Fair's Estimating How the Macroeconomy Works。Journal of Economic Literature，46(3)，685-703。  new window
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93.Klein, Paul(2000)。Using the generalized Schur form to solve a multivariate linear rational expectations model。Journal of Economic Dynamics and Control，24(10)，1405-1423。  new window
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95.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
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97.Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control，12(2/3)，231-254。  new window
98.Johansen, Søren、Juselius, Katarina(1990)。Maximum Likelihood Estimation and Inference on Cointegration: with Applications to the Demand for Money。Oxford Bulletin of Economics and Statistics，52(2)，169-210。  new window
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102.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
103.Newey, Whitney K.、West, Kenneth D.(1994)。Automatic Lag Selection in Covariance Matrix Estimation。Review of Economic Studies，61(4)，631-653。  new window
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105.Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics，31(3)，307-327。  new window
106.Diebold, Francis X.、Mariano, Roberto S.(1995)。Comparing Predictive Accuracy。Journal of Business and Economic Statistics，13(3)，253-263。  new window
107.Elliott, Graham、Rothenberg, Thomas J.、Stock, James H.(1996)。Efficient tests for an autoregressive unit root。Econometrica，64(4)，813-836。  new window
108.張元晨(20070600)。銀行間新臺幣兌美元外匯交易流動性與交易成本的分析：臺北與元太外匯經紀公司的比較。中山管理評論，15(2)，299-321。new window  延伸查詢new window
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111.Perron, Pierre(1989)。The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis。Econometrica: Journal of the Econometric Society，57(6)，1361-1401。  new window
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研究報告
1.Pesaran, M. Hashem(2006)。A simple panel unit root test in the presence of cross section dependence?。Department of Economics, Cambridge University。  new window
2.Rapach, David E.、Weber, Christian E.(2004)。In-sample vs. out-of-sample tests of stock return predictability in the context of data mining。Department of Economics, Saint Louis University。  new window
圖書
1.Tsay, Ruey S.(2005)。Analysis of Financial Time Series。New York：John Wiley & Sons。  new window
2.Maddala, Gangadharrao S.、Kim, In-Moo(1998)。Unit Roots, Cointegration, and Structural Change。Cambridge：Cambridge University Press。  new window
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8.Enders, Walter(2004)。Applied Econometric Time Series。New York：John Wiley & Sons。  new window
9.陳旭昇(2012)。統計學：應用與進階。台北市：東華書局。  延伸查詢new window
10.趙民德、李紀難(2005)。統計學。台北市：東華書局。  延伸查詢new window
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20.McCloskey, Deirdre N.(2000)。The A-prime/C-prime theorem。Ann Arbor。  new window
21.Stock, James H.、Watson, Mark(2006)。Introduction to Econometrics。Addison Wesley。  new window
22.Schott, James R.(2005)。Matrix Analysis for Statistics。Wiley & Sons。  new window
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24.Obstfeld, Maurice、Rogoff, Kenneth S.(1996)。Foundations of International Macroeconomics。MIT Press。  new window
單篇論文
1.Hansen, Bruce E.(2007)。Econometrics，University of Wisconsin。，www.ssc.wisc.edu/ bhansen。  new window
其他
1.van Giersbergen, Noud P. A.，Kiviet, Jan F.(1993)。A monte carlo comparison of asymptotic and various nonparametric bootstrap inference procedures in first-order dynamic models，Amsterdam：Tinbergen Institute。  new window
圖書論文
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