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Estimation of Partially Linear Panel Data Models with Cross-Sectional Dependence 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 页码: 12
作者:  Huang, Bai;  Sun, Yuying;  Wang, Shouyang
收藏  |  浏览/下载:129/0  |  提交时间:2021/04/26
Common correlated effects  common factors  cross-sectional dependence  panel data  semi-parametric estimation  
Empirical likelihood inference for logistic equation with random perturbation 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2014, 卷号: 27, 期号: 2, 页码: 350-359
作者:  Hu Xuemei
收藏  |  浏览/下载:115/0  |  提交时间:2021/01/14
MOMENT RESTRICTIONS  Empirical likelihood ratio statistic  estimating equations  logistic equation with random perturbation  maximum empirical likelihood estimations  maximum likelihood estimation  
Testing linear and nonlinear granger causality in CSI300 futures and spot markets based on new concepts of nonlinear positive/negative spillover 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2014, 卷号: 27, 期号: 4, 页码: 729-742
作者:  Zhou Pu;  Lu Fengbin;  Wang Shouyang
收藏  |  浏览/下载:116/0  |  提交时间:2021/01/14
STOCK INDEX  MODEL  China stock market  negative volatility spillover  nonlinear Granger causality test  risk absorption  volatility spillover