nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A bootstrap-assisted spectral test of white noise under unknown dependence
|
Shao, Xiaofeng |
|
2011 |
162 |
2 |
p. 213-224 12 p. |
artikel |
2 |
A martingale approach for testing diffusion models based on infinitesimal operator
|
Song, Zhaogang |
|
2011 |
162 |
2 |
p. 189-212 24 p. |
artikel |
3 |
A new class of asymptotically efficient estimators for moment condition models
|
Fan, Yanqin |
|
2011 |
162 |
2 |
p. 268-277 10 p. |
artikel |
4 |
Bayesian estimation of an extended local scale stochastic volatility model
|
Deschamps, Philippe J. |
|
2011 |
162 |
2 |
p. 369-382 14 p. |
artikel |
5 |
Bayesian inference in a correlated random coefficients model: Modeling causal effect heterogeneity with an application to heterogeneous returns to schooling
|
Li, Mingliang |
|
2011 |
162 |
2 |
p. 345-361 17 p. |
artikel |
6 |
Editorial Board
|
|
|
2011 |
162 |
2 |
p. IFC- 1 p. |
artikel |
7 |
Estimating structural changes in regression quantiles
|
Oka, Tatsushi |
|
2011 |
162 |
2 |
p. 248-267 20 p. |
artikel |
8 |
Estimation of fractional integration under temporal aggregation
|
Hassler, Uwe |
|
2011 |
162 |
2 |
p. 240-247 8 p. |
artikel |
9 |
Fourth order pseudo maximum likelihood methods
|
Holly, Alberto |
|
2011 |
162 |
2 |
p. 278-293 16 p. |
artikel |
10 |
Generalized runs tests for the IID hypothesis
|
Cho, Jin Seo |
|
2011 |
162 |
2 |
p. 326-344 19 p. |
artikel |
11 |
Integrated variance forecasting: Model based vs. reduced form
|
Sizova, Natalia |
|
2011 |
162 |
2 |
p. 294-311 18 p. |
artikel |
12 |
Modeling frailty-correlated defaults using many macroeconomic covariates
|
Koopman, Siem Jan |
|
2011 |
162 |
2 |
p. 312-325 14 p. |
artikel |
13 |
Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
|
Barndorff-Nielsen, Ole E. |
|
2011 |
162 |
2 |
p. 149-169 21 p. |
artikel |
14 |
Nonparametric model validations for hidden Markov models with applications in financial econometrics
|
Zhao, Zhibiao |
|
2011 |
162 |
2 |
p. 225-239 15 p. |
artikel |
15 |
Regression with imputed covariates: A generalized missing-indicator approach
|
Dardanoni, Valentino |
|
2011 |
162 |
2 |
p. 362-368 7 p. |
artikel |
16 |
Stick-breaking autoregressive processes
|
Griffin, J.E. |
|
2011 |
162 |
2 |
p. 383-396 14 p. |
artikel |