计量时序经典专题.rar （13个子文件） 
ARMA and ARIMA 
On Estimating an ARMA Model with an MA Unit Root.pdf 338KB Parameter Estimation for Infinite Variance Fractional ARIMA.pdf 668KB ARIMA Processes with ARIMA Parameters.pdf 772KB Temporal Disaggregation of Time Series_ An ARIMA-Based Approach.pdf 436KB Noninvertibility and Pseudo-Maximum Likelihood Estimation of Misspecified ARMA Models.pdf 418KB ARMA Memory Index Modeling of Economic Time Series.pdf 613KB A New Method for Obtaining the Autocovariance of an ARMA Model_ An Exact Form Solution.pdf 427KB On the Order Determination of ARIMA Models.pdf 399KB Asymptotic Behavior for Partial Autocorrelation Functions of Fractional ARIMA Processes.pdf 414KB Prediction Intervals for ARIMA Models.pdf 346KB Mirror-Image and Invariant Distributions in Arma Models.pdf 427KB Bayesian Comparison of ARIMA and Stationary ARMA Models.pdf 379KB The GLS Transformation Matrix and a Semi-Recursive Estimator for the Linear Regression Model with Arma Errors.pdf 413KB资源评论
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