gauss 应用之四 Boosting 估计与模拟方法2：gauss code 与相关文献

相似文件 换一批

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

不好意思，整理的不完整，希望大家理解,能把自己整理的gauss code程序、笔记什么的放在上面，共大家分享、学习。

一个word：

包括 Bootstrap 方法一：理论
一、Bootstrap估计算法
二、主轴量和非主轴量检验
三、参数bootstrap估计
四、如何选择 ?
五、Bootstrapping 检验势损失

Bootstrap 方法二：无参数与有参数Bootstrap估计及其应用
1.1 无参数拔靴法
1.2 有参数拔靴法
Bootstrap估计应用1：置信区间估计
Bootstrap估计应用2：样本均值检验Bootstrap估计应用3：OLS估计

Bootstrap 方法三：block、Sieve
、wild Bootstrap和double、pairwise Bootstrap


gauss code分别有
1、boot confidence intervals和bootstrap normal percentile
2、TESTING MEAN BY BOOTSTRAP1和TESTING MEAN BY BOOTSTRAP2

3、bootols_dynamic和bootols_cross
4、boot_block.g5、Sieve这里只是有个yule walker估计，其他的都和一般bootstrap估计相同.文献可以参考spl2003sieve和A test for fractional cointegration using the sieve bootstrap这个pdf文件里的sieve bootstrap 估计以及应用范围。
6、Neural Network Test and Nonparametric Kernel Test for Neglected Nonlinearity in Regression Models ( Wild Bootstrap)

7、Computationally Efficient (Double Bootstrap) Variance Estimation
8、GAUSS module to implement a (pairwise bootstrap) test for contagion

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏6 回帖

关键词：Boosting GAUSS boost 相关文献 code 文献 模拟 GAUSS code Boosting

支持！

赞一个！

多谢支持

很不错，很实用

Research Journal Articles "Bootstrap Unit Root Tests: Comparison and Extensions" (2008), with Franz C. Palm and Jean-Pierre Urbain. Journal of Time Series Analysis, 29 (2), 371-401. ► Abstract      Full text (Wiley)      Additional results "A Sieve Bootstrap Test for Cointegration in a Conditional Error Correction Model" (2010), with Franz C. Palm and Jean-Pierre Urbain. Econometric Theory, 26 (3), 647-681. ► Abstract      Full text (Cambridge Journals)      Detailed proofs      Additional simulations      GAUSS code "Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests" (2011), with Franz C. Palm and Jean-Pierre Urbain. Journal of Econometrics, 163 (1), 85-104. ► Abstract      Full text (ScienceDirect)      GAUSS code "Bootstrap Union Tests for Unit Roots in the Presence of Nonstationary Volatility" (2011), with A. M. Robert Taylor. Econometric Theory, forthcoming. ► Abstract      PDF Granger Centre Discussion Paper 10/03      GAUSS code "Detrending Bootstrap Unit Root Tests" (2011). Econometric Reviews, forthcoming. ► Abstract      Other Publications "Bootstrapping unit root tests" (2006). Medium Econometrische Toepassingen, 14 (4), 24-28. ► Abstract      PDF Working Papers "Bootstrap Sequential Tests to Determine the Stationary Units in a Panel" (2010). METEOR Research Memorandum (RM) 11/003. (submitted) ► Abstract      PDF      GAUSS code Code GAUSS code for the bootstrap sequential quantile tests developed in the paper "Bootstrap Sequential Tests to Determine the Stationary Units in a Panel". GAUSS code for the bootstrap union tests developed in the paper "Bootstrap Union Tests for Unit Roots in the Presence of Nonstationary Volatility", with A. M. Robert Taylor. GAUSS code for the bootstrap panel unit root tests developed in the paper "Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests", with Franz C. Palm and Jean-Pierre Urbain. GAUSS code for the bootstrap ECM cointegration tests developed in the paper "A Sieve Bootstrap Test for Cointegration in a Conditional Error Correction Model", with Franz C. Palm and Jean-Pierre Urbain.