数量经济学文献库(二)
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数量经济学专业推荐文献
[1] Amemiya, T. (1981), Qualitative Response Models: A Survey, Journal of Economic Literature, 19:1481-1536.
[2] Amemiya, T. (1984), Tobit Models: A Survey, Journal of Econometrics, 24: 3-61.
[3] Baltagi, B.H. (1981), Pooling: An Experimental Study of Alternative Testing and Estimation Procedures in a Two-Way Errors Components Model, Journal of Econometrics, 17: 21-49.
[4] Barro,R. J.(1991), Economic Growth in a Cross Section of Countries, Quarterly Journal of Economics, 106:407-443
[5] Borjas, G. J.(1980), The Relationship between Wages and Weekly Hours of Work: The Role of Division Bias, Journal of Human Resources, 15:409-423
[6] Breusch, T.S. and A.R. Pagan (1979), A Simple Test for Heteroskedasticity and Random Coefficient Variation, Econometrica, 47: 1287-1294
[7] Breusch, T.S. (1987), Maximum Likelihood Estimation of Random Effects Models, Journal of Econometrics, 36: 383-389.
[8] Breusch, T.S.& A.R. Pagan (1980), The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics, Review of Economic Studies, 47: 239-253.
[9] Chang W., Chen Y., Chang J.(2013), Growth and Welfare Effects of Monetary Policy with Endogenous Fertility, Journal of Macroeconomics, 35:117–130.
[10] Debreu,G.(1951), The Coefficient of Resource Utilization,Econometrica, 19:273-292.
[11] Debreu,G.(1952),A Social Equilibrium Existence Theorem,MATHEMATICS,38:886-893.
[12] Debreu,G.(1954), Representation of A Preference Ordering by A Numerical Function, Decision Processes.
[13] Debreu,G.(1954), Valuation Equilibrium and Pareto Optimum, MATHEMATICS.40.
[14] Debreu,G.(1954), A Classical Tax-Subsidy Problem, Econometrica, 22:14-22.
[15] Debreu,G.(1962),New Concepts and Techniques for Equilibrium Analysis, International Economic Review, 3:257-273.
[16] Debreu,G.& Scarf H.(1963),A Limit Theorem on the Core of an Economy,International Economic Review,4:235-246.
[17] Debreu,G.(1964), Continuity Properties of Paretian Utility, International Economic Review, 5:285-293
[18] Debreu,G.(1970), Economies with a Finite Set of Equilibria, Econometrica, 38:387-392
[19] Debreu,G.(1972),Smooth Preferences,Econometrica, 40:603-615.
[20] Debreu,G.(1974), Four aspects of the mathematical theory of economic equilibrium, Proceedings of the International Congress of Mathematicians Vancouver
[21] Debreu,G.(1976), Regular Differentiable Economies, The American Economic Review, 66:280-287.
[22] Debreu,G.(1976),Smooth Preferences A Corrigendum,Econometrica, 44:831-832
[23] Diewert, W.E.(1981),The Measurement of Deadweight Loss Revisited, Econometrica, 49:1225-1244.
[24] Durbin, J. (1970), Testing for Serial Correlation in Least Squares Regression when Some of the Regressors are Lagged Dependent Variables, Econometrica, 38: 410-421.
[25] Engle, R.F. (1982), Autogressive Conditional Heteroskedasticity with Estimates of the Variance of United Kingdom Inflation, Econometrica, 50: 987-1007.
[26] Engle, R.F. and C.W.J. Granger (1987), Co-Integration and Error Correction: Representation, Estimation and Testing, Econometrica, 55: 251-276.
[27] Granger, C.W.J. (1969), Investigating Causal Relations by Econometric Models and Cross-Spectral Methods, Econometrica, 37: 424-438.
[28] Granger, C.W.J. and P. Newbold (1974), Spurious Regressions in Econometrics, Journal of Econometrics, 2: 111-120.
[29] Glaeser, E.L. & Kallal, H. D. & Scheinkman, J. A. & Shleifer, A.(1992), Growth in Cities, Journal of Political Economy, 100:1126-1152
[30] Hausman, J. and D. McFadden (1984), A Specification Test for Multinomial Logit Model, Econometrica, 52: 1219-1240.
[31] Hansen, L.P.(1982), Large Sample Properties of Generalized Method of Moments Estimators, Econometrica, 50:1029-1054
[32] Hansen, L.P. & Singleton, K.J.(1982), Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models, Econometrica, 50:1029-105
[33] Hall, R. E.(1978), Stochastic Implications of the Life Cycle-Permanent Income Hypothesis, Theory and Evidence, 86:971-987
[34] Hamermesh, D. S. & Soss, N. M.(1974), An Economic Theory of Suicide, Journal of Political Economy, 82: 83-98
[35] Hicks J. R.(1937), Mr. Keynes and the "Classics": A Suggested Interpretation, Econometrica, 5:147-159
[36] Kahle K. M., Stulz R.M.(2013), Access to capital, investment, and the financial crisis, Journal of Financial Economics, 110: 280–299.
[37] Klein, L.R. (1958), The Estimation of Distributed Lags, Econometrica, 26: 553-565.
[38] Meltzer, A. H. & Vellrath, M.(1975), The Effects of Economic Policies on Votes for the Presidency: Some Evidence from Recent Elections, Journal of Law and Economics, 18:781-798.
[39] Newey, W.K. and K.D. West (1987), A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix, Econometrica, 55: 703-708.
[40] Poghosyan, T,(2011), Slowdown of Credit Flows in Jordan in the Wake of the Global Financial Crisis-Supply or Demand Driven, Economic Systems,35:572-273.
[41] Ramsey, J.B. (1969), Tests for Specification Errors in Classical Linear Least-Squares Regression Analysis, Journal of the Royal Statistics Society, Series B, 31: 350-371.
[42] Rose, N. L.(1987), Labor Rent Sharing and Regulation: Evidence from the Trucking Industry, Journal of Political Economy, 95:1146-1178
[43] Sims, C.A. (1980), Macroeconomics and Reality, Econometrica, 48: 1-48.
[44] Sims, C.A., J.H. Stock and M.W. Watson (1990), Inference in Linear Time Series Models with Some Unit Roots, Econometrica, 58: 113-144.
[45] Sonnenschein H.(1972),Market Excess Demand Functions, Econometrica,40:549-563.
[46] White, H. (1982), Maximum Likelihood Estimation of Misspecified Models, Econometrica, 50: 1-25.
[47] White, H. (1980), A Heteroskedasticity Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity, Econometrica, 48: 817-838.
[48] Wooldridge, J.M. (1991), On the Application of Robust, Regression-Based Diagnostics to Models of Conditional Means and Conditional Variances, Journal of Econometrics, 47: 5-46.
[49] Wooldridge, J.M. (1991), Specification Testing and Quasi-Maximum Likelihood Estimation, Journal of Econometrics, 48: 29-55.
[50] Zellner, A. (1962), An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias, Journal of the American Statistical Association, 57: 348-368.
[51] Zellner, A. and Theil, H. (1962), Three-Stage Least Squares: Simultaneous Estimation of Simultaneous Equations, Econometrica, 30: 54-78.
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