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排序方式: 共有268条查询结果,搜索用时 31 毫秒
31.
In this paper, we study a Bayesian approach to flexible modeling of conditional distributions. The approach uses a flexible model for the joint distribution of the dependent and independent variables and then extracts the conditional distributions of interest from the estimated joint distribution. We use a finite mixture of multivariate normals (FMMN) to estimate the joint distribution. The conditional distributions can then be assessed analytically or through simulations. The discrete variables are handled through the use of latent variables. The estimation procedure employs an MCMC algorithm. We provide a characterization of the Kullback–Leibler closure of FMMN and show that the joint and conditional predictive densities implied by the FMMN model are consistent estimators for a large class of data generating processes with continuous and discrete observables. The method can be used as a robust regression model with discrete and continuous dependent and independent variables and as a Bayesian alternative to semi- and non-parametric models such as quantile and kernel regression. In experiments, the method compares favorably with classical nonparametric and alternative Bayesian methods. 相似文献
32.
The distributions of stock returns and capital asset pricing model (CAPM) regression residuals are typically characterized by skewness and kurtosis. We apply four flexible probability density functions (pdfs) to model possible skewness and kurtosis in estimating the parameters of the CAPM and compare the corresponding estimates with ordinary least squares (OLS) and other symmetric distribution estimates. Estimation using the flexible pdfs provides more efficient results than OLS when the errors are non-normal and similar results when the errors are normal. Large estimation differences correspond to clear departures from normality. Our results show that OLS is not the best estimator of betas using this type of data. Our results suggest that the use of OLS CAPM betas may lead to erroneous estimates of the cost of capital for public utility stocks. 相似文献
33.
Estimation in the interval censoring model is considered. A class of smooth functionals is introduced, of which the mean is an example. We consider case 2, with two observation times for each unobservable event time, in the situation that the observation times cannot become arbitrarily close to each other. It is proved that the nonparametric maximum likelihood estimator of the functional asymptotically reaches the information lower bound. 相似文献
34.
Spillover effects and conditional dependence 总被引:1,自引:0,他引:1
A better understanding of cross-market linkages and interactions would help to better manage international financial exposure. So far, no attempt has been made to investigate the degree of price and volatility spillovers in a non-Gaussian conditional framework. We present a new model for these transmission mechanisms that relies on asymmetric-t marginal distributions and a copula function to characterize the conditional dependence. Rendering the dependence parameter time varying, we investigate how the dependence structure is affected by stock return innovations. 相似文献
35.
This paper deals with the estimation of the scale matrix of a multivariatet-model with unknown location vector and scale matrix to improve upon the usual estimators based on the sample sum of product
matrix. The well-known results of the estimation of the scale matrix of the multivariate normal model under the assumption
of entropy loss function have been generalized to that of a multivariatet-model.
The paper is based on the first author’s unpublished Ph.D. dissertation ‘Estimation of the Scale Matrix of a Multivariate
T-model’, University of Western Ontario, Canada. Present address: School of Mathematics and Statistics, The University of
Sydney, NSW 2006, Australia. 相似文献
36.
Signed central α-moments of integer valued rv with decreasing density are considered. These are all positive if α≥3/2. We state sharp universal bounds on α depending only on the expectation of the random variable. For special cases the bounds are also evaluated numerically. 相似文献
37.
The applied econometrics of bivariate count data predominantly focus on a bivariate Poisson density with a correlation structure that is very restrictive. The main limitation is that this bivariate distribution excludes zero and negative correlation. This paper introduces a new model which allows for a more flexible correlation structure. To this end the joint density is decomposed by means of the multiplication rule in marginal and conditional densities. Simulation experiments and an application of the model to recreational data are presented. 相似文献
38.
This article proposes a dynamic vector GARCH model for the estimation of time-varying betas. The model allows the conditional variances and the conditional covariance between individual portfolio returns and market portfolio returns to respond asymmetrically to past innovations depending on their sign. Covariances tend to be higher during market declines. There is substantial time variation in betas but the evidence on beta asymmetry is mixed. Specifically, in 50% of the cases betas are higher during market declines and for the remaining 50% the opposite is true. A time series analysis of estimated time varying betas reveals that they follow stationary mean-reverting processes. The average degree of persistence is approximately four days. It is also found that the static market model overstates non-market or, unsystematic risk by more than 10%. On the basis of an array of diagnostics it is confirmed that the vector GARCH model provides a richer framework for the analysis of the dynamics of systematic risk. 相似文献
39.
This paper presents an extremely simple proof of the known remarkable fact that for the M/G/1 queue the continuous-time process describing the number of customers in the system has the same limiting distribution as the embedded process describing the number of customers in the system just after service completion epochs. 相似文献
40.
Condorcet's Jury Theorem and the reliability of majority voting 总被引:2,自引:2,他引:0
Sven Berg 《Group Decision and Negotiation》1996,5(3):229-238
The effect on the Jury Theorem of dependency among votes is discussed. Condorcet's original model and theorem depend crucially
on the assumption of independence and the applicability of the binomial distribution. Two simple extensions of the binomial
distribution are used to illustrate the effects of dependency on the quality of group decision making. With the correlated
binomial model, it is possible to isolate the effect of pairwise dependency. In the presence of fairly strong pairwise dependency,
we are not even guaranteed the natural property of monotonicity with respect to voters. A Pólya-Eggenberger model illustrates
the effect of contagion on group competence. A special case of the beta-binomial distribution is used to demonstrate that,
even in the presence of synergetic group effects, we are not guaranteed infallible decisions from a very large group. Consequences
for an epistemic theory of democracy are indicated. 相似文献