论文检索
收录说明
- 收录范围
- 保留计量方法研究、相关统计基础，以及实质涉及计量方法的应用、教程、比较和综述。书评、刊务及明确无关内容不公开；身份或相关性证据不足的记录保留待核，补充可靠材料后可重新判断。
- 当前期刊来源见下方官网链接及期刊目录。综合经济学与金融期刊逐篇筛查计量方向，证据不足时暂不公开。正刊、在线优先论文和已核实接收稿合并展示；按标题、可靠摘要、目录及身份匹配的出版社 JEL 分类核验相关性；计量类 JEL 与摘要相互印证，无 JEL 不直接排除。历史回补以可取得的注册题录和目录为准，不等于覆盖全部纸本。
- 期刊官网
- Econometrica ↗QE ↗JoE ↗ET ↗JAE ↗JBES ↗ReStud ↗JPE ↗REStat ↗EctJ ↗JF ↗JFE ↗JASA ↗JRSS B ↗Annals of Statistics ↗Biometrika ↗
- 日期与排序
- 默认按最近发表排序：正刊使用刊期，待刊使用上线日期；缺少上线日期时，排序参考登记或首次收录时间，并在卡片注明。更多筛选可选择出版状态和日期口径；卷期依据出版社元数据，不因待刊时间较长而推定已编入正刊。仅有月份或年份时，日期区间相交也会纳入。
- 分类与引用
- 领域和方法依据题名、摘要初步分类，可人工修正；分类不代表论文质量。引用数采用 OpenAlex 单条关联记录，不合计版本。
- 更新与 AI 解读
- 正常题录、可靠摘要与引用同步继续；日、周、月简报按核实的发表与修订日期汇总，历史补录保留在文献库。AI 解读依据可靠摘要或已核实原文片段，已有解读保留供阅读参考；缺少可靠材料的条目保持待解读，浏览页面不会触发生成。
日期精度：到日 1 篇 · 到月 32 篇 · 到年 0 篇
Nonparametric Time-Series Estimation of Joint DGP, Conditional DGP, and Vector Autoregression
联合及条件数据生成过程与向量自回归的非参数时间序列估计
In this paper we develop nonparametric estimators of the joint time series data generating process (DGP) of ( x t , y t ) at different t -values, of conditional DGP, of the conditional mean of x t given the past values of x and y , and, more generally, the conditional mean of ( x t , y t ) given their past values (vector autoregression). We establish, among other results, the central limit theorems for these estimators under far weaker mixing conditions than those used in…
On the Robustness of LM, LR, and W Tests in Regression Models
回归模型中 LM、LR 与 Wald 检验的稳健性
In this paper we show that, in the small sample case, while the LR test is robust, the LM and W tests are not robust when the errors are Student t. For the large sample, however, all three tests are found to be robust. A variation of the W test is also considered and it turns out to be nonrobust. The implications of assuming the errors to be distributed as multivariate Student t, rather than multivariate normal, are also discussed. It is found that not all of Evans and…
Recent Advances in Regression Methods.
Double k-Class Estimators of Coefficients in Linear Regression
The Exact Mean of the Two-Stage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables
含三个内生变量方程中结构参数两阶段最小二乘估计量的精确均值
Aman Ullah, A. L. Nagar, The Exact Mean of the Two-Stage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables, Econometrica, Vol. 42, No. 4 (Jul., 1974), pp. 749-758
On the sampling distribution of improved estimators for coefficients in linear regression
Estimation of Seemingly Unrelated Regressions with Random Coefficients
随机系数似乎不相关回归的估计
This article deals with the problem of estimating the set of seemingly unrelated regressions (SUR) when the regression coefficients are random. In the article, an estimator has been proposed which is consistent and has the same asymptotic normal distribution as the Aitken generalized least squares estimator which assumes the covariance matrix to be known. Further, it has been shown that the proposed estimator is asymptotically more efficient than Zellner's SUR estimator…
Estimation of Seemingly Unrelated Regressions with Random Coefficients
随机系数似不相关回归的估计
This article deals with the problem of estimating the set of seemingly unrelated regressions (SUR) when the regression coefficients are random. In the article, an estimator has been proposed which is consistent and has the same asymptotic normal distribution as the Aitken generalized least squares estimator which assumes the covariance matrix to be known. Further, it has been shown that the proposed estimator is asymptotically more efficient than Zellner's SUR estimator…