全文获取类型
收费全文 | 155篇 |
免费 | 0篇 |
专业分类
管理学 | 5篇 |
民族学 | 1篇 |
人口学 | 1篇 |
丛书文集 | 4篇 |
理论方法论 | 5篇 |
综合类 | 20篇 |
社会学 | 8篇 |
统计学 | 111篇 |
出版年
2023年 | 1篇 |
2021年 | 1篇 |
2020年 | 2篇 |
2019年 | 3篇 |
2018年 | 5篇 |
2017年 | 7篇 |
2016年 | 5篇 |
2015年 | 2篇 |
2014年 | 7篇 |
2013年 | 46篇 |
2012年 | 7篇 |
2011年 | 6篇 |
2010年 | 2篇 |
2009年 | 6篇 |
2008年 | 7篇 |
2007年 | 8篇 |
2006年 | 4篇 |
2005年 | 2篇 |
2004年 | 4篇 |
2003年 | 6篇 |
2002年 | 5篇 |
2000年 | 3篇 |
1999年 | 2篇 |
1998年 | 1篇 |
1997年 | 4篇 |
1995年 | 1篇 |
1991年 | 1篇 |
1984年 | 1篇 |
1983年 | 1篇 |
1982年 | 1篇 |
1981年 | 2篇 |
1980年 | 1篇 |
1977年 | 1篇 |
排序方式: 共有155条查询结果,搜索用时 15 毫秒
21.
《Econometric Reviews》2013,32(3):309-336
ABSTRACT We examine empirical relevance of three alternative asymptotic approximations to the distribution of instrumental variables estimators by Monte Carlo experiments. We find that conventional asymptotics provides a reasonable approximation to the actual distribution of instrumental variables estimators when the sample size is reasonably large. For most sample sizes, we find Bekker[11] asymptotics provides reasonably good approximation even when the first stage R 2 is very small. We conclude that reporting Bekker[11] confidence interval would suffice for most microeconometric (cross-sectional) applications, and the comparative advantage of Staiger and Stock[5] asymptotic approximation is in applications with sample sizes typical in macroeconometric (time series) applications. 相似文献
22.
Zacharias Psarasakis 《Econometric Reviews》1999,18(3):331-336
This note considers how hypotheses of invariance and super exogeneity may be formulated and tested in elliptical linear regression models. It is demonstrated that for jointly elliptical random variables super exogeneity will only hold under normality. 相似文献
23.
Isaiah Andrews Anna Mikusheva 《Econometrica : journal of the Econometric Society》2016,84(4):1571-1612
This paper shows that the problem of testing hypotheses in moment condition models without any assumptions about identification may be considered as a problem of testing with an infinite‐dimensional nuisance parameter. We introduce a sufficient statistic for this nuisance parameter in a Gaussian problem and propose conditional tests. These conditional tests have uniformly correct asymptotic size for a large class of models and test statistics. We apply our approach to construct tests based on quasi‐likelihood ratio statistics, which we show are efficient in strongly identified models and perform well relative to existing alternatives in two examples. 相似文献
24.
Eugene Seneta 《统计学通讯:理论与方法》2014,43(7):1296-1308
In 1958, a paper by John Hajnal, a demographer and mathematical statistician, was fundamental in the revival of the theory of inhomogeneous Markov chains. Hajnal made his contribution by the development of tools for the analysis of weak ergodicity, and proofs of fundamental theorems. This article reviews Hajnal's career, and then focuses on the four topics: 1. ergodicity coefficients and the weak ergodicity theorem; 2. scrambling matrices; 3. the coupling theorem; and 4. non-negative matrix products. Related work by other authors, especially Wolfgang Doeblin, is mentioned in context. Attention is given to some recent surveys and applications of ergodicity coefficients, including the Google matrix. 相似文献
25.
针对教育收益率测算中可能存在的弱工具变量问题,本文利用2006年中国健康与营养调查数据,结合工具变量估计框架下的各种模型设定检验,对我国正规就业者的教育收益率进行测算。检验和测算结果表明:受教育程度的变量存在内生性,个体配偶的受教育年限是内生变量受教育程度的强工具变量,而个体的出生季度是弱工具变量。广义矩估计结果显示我国正规就业者的教育收益率为10.1%。 相似文献
26.
《Journal of Statistical Computation and Simulation》2012,82(4):249-276
We introduce a number of weighted partial sum processes of which certain sup-norm functionals may be used, for example, to detect changes in the mean of independent observations. Their limiting distributions are derived mathematically, simulated and then tabulated. With this information, a detailed numerical investigation of the power of these functionals is carried out.* ? 相似文献
27.
Artūras Juodis 《商业与经济统计学杂志》2018,36(1):47-61
When genuine panel data samples are not available, repeated cross-sectional surveys can be used to form so-called pseudo panels. In this article, we investigate the properties of linear pseudo panel data estimators with fixed number of cohorts and time observations. We extend standard linear pseudo panel data setup to models with factor residuals by adapting the quasi-differencing approach developed for genuine panels. In a Monte Carlo study, we find that the proposed procedure has good finite sample properties in situations with endogeneity, cohort interactive effects, and near nonidentification. Finally, as an illustration the proposed method is applied to data from Ecuador to study labor supply elasticity. Supplementary materials for this article are available online. 相似文献
28.
Extreme-value copulas arise in the asymptotic theory for componentwise maxima of independent random samples. An extreme-value copula is determined by its Pickands dependence function, which is a function on the unit simplex subject to certain shape constraints that arise from an integral transform of an underlying measure called spectral measure. Multivariate extensions are provided of certain rank-based nonparametric estimators of the Pickands dependence function. The shape constraint that the estimator should itself be a Pickands dependence function is enforced by replacing an initial estimator by its best least-squares approximation in the set of Pickands dependence functions having a discrete spectral measure supported on a sufficiently fine grid. Weak convergence of the standardized estimators is demonstrated and the finite-sample performance of the estimators is investigated by means of a simulation experiment. 相似文献
29.
This paper unifies two seemingly separate approaches to test weak exogeneity in dynamic regression models with Lagrange-mulptiplier statistics. The first class of tests focuses on the orthogonality between innovations and conditioning variables, and thus is related to the Durbin-Wu-Hausman specification test. The second approach has been developed more recently in the context of context of cointegration and error correction models, ad concentrates on the question whether the conditioning variables display error correction behaviour. It is shown that the vital difference between the two approaches stems from the choice of the parmeters of interest. A new test is derived, which encompasses both its predecessors. The test is applied to an error correction model of the demand for money in Switzerland. 相似文献
30.
于林 《三峡大学学报(人文社会科学版)》1997,(3)
引人弱和强H-值(Hibert空间值)Mixingales的概念,并建立了相应的弱收敛及强收敛性定理,它们推广了[5]及[6]中相应的结果. 相似文献