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 3 篇 · 到月 19 篇 · 到年 0 篇
Characterization of a Positive Semidefinite Matrix
Seemingly Unrelated Regression Equations with No Contemporaneous Observations
The Maximally Concentrated Unbiased Linear Estimator of β
A Class of Bivariate Density Functions with Common Marginals
The Singular-Value Decomposition of the First-Order Difference Matrix
Parameter Estimates which Minimize the Sum of Functions of the Differences between the Residuals
The Identification and Estimation of a Simple Demand and Supply Model
A Remark on Magdalinos's k- Class Instrumental Variable Estimator
关于 Magdalinos 的 k 类工具变量估计量的一点说明
In this paper we identify a restriction on the finite-sample application of Magdalinos's asymptotic expansions for the t statistic based on the k -class instrumental variable estimator.
The Exact Bias of Wald's Estimation
The Distribution of LIML in the Leading Case
The Identification and Estimation of a Simple Demand and Supply Model
The Durbin-Watson Test for Serial Correlation when there is No Intercept in the Regression
无截距回归中的 Durbin–Watson 序列相关检验
and where tl, 2, ... , n-k is a set of independent standard normal variates. The significance points of dM, dL, and du may be evaluated by the methods of Imhof [3] and Pan [8]. Savin and White [9] have noted that Koerts and Abrahamse's [5, pp. 159-160] FORTRAN implementation of Imhof's procedure fails to converge when the significance point is near A1. This defect is easily remedied by replacing Imhof's lower bound for the inverse of the truncation error by
The Durbin-Watson Test for Serial Correlation when there is no Intercept in the Regression
A Grouping Test for Misspecification
A Class of Shrinkage Estimators
一类收缩估计量
Summary In this paper we define a class of shrinkage estimators, all of whose members have a mean square error matrix which is less than that of the ordinary least squares estimator by a positive semidefinite matrix if (β-b *)T X T X (β-b *) ≤ σ2. The ridge regression, principal component and minimum conditional mean square error estimators are members of this class.
An Historical Note on Recursive Residuals
Summary In this paper we establish that recursive residuals have been known since 1891.
The Minimum Proportional-Variance Unbiased Linear Estimator of β and Simultaneous Confidence Intervals
β的最小比例方差线性无偏估计量与同时置信区间
Pr [tfi E ,i 4i ta/k(n-k)avii fori = 1, 2, ... k] > 1-a (6) since tjk (n k) < I kFa (k, n k) . The set of t-intervals (6) constitute a confidence cuboid for g at an unknown significance level. In this paper we establish a confidence cuboid for I at a known significance level which may be superior to (6) as Ma (k, f) < talk (f). This confidence cuboid is based on the minimum proportional-variance unbiased linear estimator of g which has a mean square error matrix that exceeds…