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                             60 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 Acknowledgement 1992
 1-3 p. 401-403
3 p.
 artikel
2 A comparison of nonnested tests for misspecified models using the method of approximate slopes Zabel, Jeffrey E.
 1993
 1-3 p. 205-232
28 p.
 artikel
3 A comparison of several exact and approximate tests for structural shift under heteroscedasticity Thursby, Jerry G.
 1992
 1-3 p. 363-386
24 p.
 artikel
4 Adaptive estimation in time series regression models Steigerwald, Douglas G.
 1992
 1-3 p. 251-275
25 p.
 artikel
5 Alternative point-optimal tests for regression coefficient stability Brooks, Robert D.
 1993
 1-3 p. 365-376
12 p.
 artikel
6 A monotonic property for iterative GLS in the two-way random effects model Baltagi, Badi H.
 1992
 1-3 p. 45-51
7 p.
 artikel
7 An econometric approach to the construction of generalized Theil-Tornqvist indices for multilateral comparisons Selvanathan, E.A.
 1992
 1-3 p. 335-346
12 p.
 artikel
8 A nonnested approach to testing continuous time models against discrete alternatives Chambers, Marcus J.
 1993
 1-3 p. 319-343
25 p.
 artikel
9 Another look at the evidence on money-income causality Friedman, Benjamin M.
 1993
 1-3 p. 189-203
15 p.
 artikel
10 A simulation approach to the problem of computing Cox's statistic for testing nonnested models Hashem Pesaran, M.
 1993
 1-3 p. 377-392
16 p.
 artikel
11 Coherency and regularity of demand systems with equality and inequality constraints Soest, Arthur van
 1993
 1-3 p. 161-188
28 p.
 artikel
12 Computing p-values for the generalized Durbin-Watson and other invariant test statistics Ansley, Craig F.
 1992
 1-3 p. 277-300
24 p.
 artikel
13 Discrete/continuous models of consumer demand with binding nonnegativity constraints Chiang, Jeongwen
 1992
 1-3 p. 79-93
15 p.
 artikel
14 Editorial Board 1993
 1-3 p. IFC-
1 p.
 artikel
15 Editorial Board 1992
 1-3 p. ii-
1 p.
 artikel
16 Editorial Board 1992
 1-3 p. IFC-
1 p.
 artikel
17 Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends Hansen, Bruce E.
 1992
 1-3 p. 87-121
35 p.
 artikel
18 Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone Pesaran, M.Hashem
 1992
 1-3 p. 141-163
23 p.
 artikel
19 Estimating long-run relationships in economics Inder, Brett
 1993
 1-3 p. 53-68
16 p.
 artikel
20 Estimation of polynomial distributed lags and leads with end point constraints Andrews, Donald W.K.
 1992
 1-3 p. 123-139
17 p.
 artikel
21 Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances Giles, Judith A.
 1992
 1-3 p. 345-361
17 p.
 artikel
22 Fellow's opinion Maasoumi, Esfandiar
 1992
 1-3 p. 1-4
4 p.
 artikel
23 Finite-sample properties of single-equation estimators under structural change Hodoshima, Jiro
 1992
 1-3 p. 189-209
21 p.
 artikel
24 Frequency of purchase and the estimation of demand systems Meghir, Costas
 1992
 1-3 p. 53-85
33 p.
 artikel
25 Heteroskedastic cointegration Hansen, Bruce E.
 1992
 1-3 p. 139-158
20 p.
 artikel
26 Higher-order sample autocorrelations and the unit root hypothesis Bierens, Herman J.
 1993
 1-3 p. 137-160
24 p.
 artikel
27 Highest predictive density estimator in regression models Iwata, Shigeru
 1992
 1-3 p. 271-295
25 p.
 artikel
28 How common is identification in parametric models? McManus, Douglas A.
 1992
 1-3 p. 5-23
19 p.
 artikel
29 Identification and estimation of noninvertible non-Gaussian MA(q) processes Ramsey, James B.
 1992
 1-3 p. 301-320
20 p.
 artikel
30 Index 1992
 1-3 p. 401-
1 p.
 artikel
31 Index 1992
 1-3 p. 405-
1 p.
 artikel
32 Index 1993
 1-3 p. 407-
1 p.
 artikel
33 Instrumental variables estimation in errors-in-variables models when instruments are correlated with errors Iwata, Shigeru
 1992
 1-3 p. 297-322
26 p.
 artikel
34 Making noisy data sing Tybout, James R.
 1992
 1-3 p. 25-44
20 p.
 artikel
35 Maximum likelihood estimation of stationary univariate fractionally integrated time series models Sowell, Fallaw
 1992
 1-3 p. 165-188
24 p.
 artikel
36 Maximum likelihood inference on cointegration and seasonal cointegration Lee, Hahn Shik
 1992
 1-3 p. 1-47
47 p.
 artikel
37 Measuring the unidentified parameter of the extended Roy model of selectivity Vijverberg, Wim P.M.
 1993
 1-3 p. 69-89
21 p.
 artikel
38 Modified three-stage least squares estimator which is third-order efficient Morimune, Kimio
 1993
 1-3 p. 257-276
20 p.
 artikel
39 Monte Carlo results on several new and existing tests for the error component model Baltagi, Badi H.
 1992
 1-3 p. 95-120
26 p.
 artikel
40 On the finite sample behavior of adaptive estimators Steigerwald, Douglas G.
 1992
 1-3 p. 371-400
30 p.
 artikel
41 Overdispersion tests for truncated Poisson regression models Gurmu, Shiferaw
 1992
 1-3 p. 347-370
24 p.
 artikel
42 Properties of ordinary least squares estimators in regression models with nonspherical disturbances Fiebig, Denzil G.
 1992
 1-3 p. 321-334
14 p.
 artikel
43 Quadratic mode regression Lee, Myoung-jae
 1993
 1-3 p. 1-19
19 p.
 artikel
44 Quasi-Aitken estimation for heteroskedasticity of unknown form Cragg, John G.
 1992
 1-3 p. 179-201
23 p.
 artikel
45 Regression-based methods for using control variates in Monte Carlo experiments Davidson, Russell
 1992
 1-3 p. 203-222
20 p.
 artikel
46 Robust bayesian inference in elliptical regression models Osiewalski, Jacek
 1993
 1-3 p. 345-363
19 p.
 artikel
47 Robustness to nonnormality of the Durbin-Watson test for autocorrelation Ali, Mukhtar M.
 1993
 1-3 p. 117-136
20 p.
 artikel
48 Saddlepath solutions for multivariate linear rational expectations models Salemi, Michael K.
 1992
 1-3 p. 245-269
25 p.
 artikel
49 Structural duration analysis of management data Ryu, Keunkwan
 1993
 1-3 p. 91-115
25 p.
 artikel
50 Testing and estimating location vectors when the error covariance matrix is unknown Griffiths, William
 1992
 1-3 p. 121-138
18 p.
 artikel
51 Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection Hall, Alastair
 1992
 1-3 p. 223-250
28 p.
 artikel
52 Testing for autoregressive disturbances in a time series regression with missing observations Shively, Thomas S.
 1993
 1-3 p. 233-255
23 p.
 artikel
53 Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances Ohtani, Kazuhiro
 1993
 1-3 p. 393-406
14 p.
 artikel
54 Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK Johansen, S∅ren
 1992
 1-3 p. 211-244
34 p.
 artikel
55 Testing the null hypothesis of stationarity against the alternative of a unit root Kwiatkowski, Denis
 1992
 1-3 p. 159-178
20 p.
 artikel
56 Tests of overidentification and predeterminedness in simultaneous equation models Anderson, T.W.
 1992
 1-3 p. 49-78
30 p.
 artikel
57 Tests of specification for parametric and semiparametric models Whang, Yoon-Jae
 1993
 1-3 p. 277-318
42 p.
 artikel
58 The impact of training on the frequency and duration of employment Gritz, R.Mark
 1993
 1-3 p. 21-51
31 p.
 artikel
59 The potential for efficiency gains in estimation from the use of additional moment restrictions Kemp, Gordon C.R.
 1992
 1-3 p. 387-399
13 p.
 artikel
60 The power problems of unit root test in time series with autoregressive errors DeJong, David N.
 1992
 1-3 p. 323-343
21 p.
 artikel
                             60 gevonden resultaten
 
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