18:33
2026-10-24
高维多元随机波动率模型的实用估计方法
Practical estimation methods for high-dimensional multivariate stochastic volatility models
Research Discovery
Journal of Econometrics
从规范化 canonical 数据生成，保留论文来源、日期、主题和详情入口。
Journal of Econometrics
该期刊历史发现记录。
没有符合当前筛选条件的论文。
22:57
2026-10-23
Nickell与Stambaugh之遇：面板预测回归中的两种偏差
Nickell meets Stambaugh: A tale of two biases in panel predictive regressions
18:24
2026-10-23
工具变量模型的识别与维度稳健检验
An identification-and dimensionality-robust test for instrumental variables models
04:04
2026-10-11
时间序列回归的可行广义最小二乘法
Feasible GLS for time series regression
16:33
2026-09-30
首价拍卖中未观测竞争的半参数识别：密度断点框架
Nonparametric identification of first-price auction with unobserved competition: A density discontinuity framework
05:51
2026-09-29
密集边际与广延边际下的处理效应评估
Treatment evaluation at the intensive and extensive margins
03:15
2026-09-27
具有交互固定效应和（相对）小T的面板数据模型
Panel data models with interactive fixed effects and (relatively) small T
02:45
2026-09-25
高维面板数据模型的稳健估计与推断
Robust estimation and inference for high-dimensional panel data models
03:44
2026-09-24
非平稳波动环境下股票收益可预测性的实时监测
Real-time monitoring for stock return predictability in nonstationary volatility environments
08:03
2026-09-23
双向聚类中具有序列相关时间效应的刀切方差估计量
Jackknife Variance Estimators for Two-Way Clustering with Serially Correlated Time Effects
没有符合当前筛选条件的论文。