| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A linearly distributed lag estimator with r -convex coefficients
|
Vassiliou, E.E.
|
|
2010
|
54 |
11 |
p. 2836-2849
14 p.
|
artikel
|
| 2 |
A regression tree algorithm for the identification of convergence clubs
|
Postiglione, Paolo
|
|
2010
|
54 |
11 |
p. 2776-2785
10 p.
|
artikel
|
| 3 |
Automated variable selection in vector multiplicative error models
|
Cipollini, Fabrizio
|
|
2010
|
54 |
11 |
p. 2470-2486
17 p.
|
artikel
|
| 4 |
Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein–Uhlenbeck processes
|
Griffin, J.E.
|
|
2010
|
54 |
11 |
p. 2594-2608
15 p.
|
artikel
|
| 5 |
Contents
|
|
|
2010
|
54 |
11 |
p. vi-vii
nvt p.
|
artikel
|
| 6 |
Editorial Board
|
|
|
2010
|
54 |
11 |
p. iii-v
nvt p.
|
artikel
|
| 7 |
Efficient estimation of a semiparametric dynamic copula model
|
Hafner, Christian M.
|
|
2010
|
54 |
11 |
p. 2609-2627
19 p.
|
artikel
|
| 8 |
Efficient importance sampling maximum likelihood estimation of stochastic differential equations
|
Pastorello, S.
|
|
2010
|
54 |
11 |
p. 2753-2762
10 p.
|
artikel
|
| 9 |
Efficient parallelisation of Metropolis–Hastings algorithms using a prefetching approach
|
Strid, Ingvar
|
|
2010
|
54 |
11 |
p. 2814-2835
22 p.
|
artikel
|
| 10 |
Estimation uncertainty in structural inflation models with real wage rigidities
|
Dufour, Jean-Marie
|
|
2010
|
54 |
11 |
p. 2554-2561
8 p.
|
artikel
|
| 11 |
Exact maximum likelihood estimation for non-stationary periodic time series models
|
Hindrayanto, Irma
|
|
2010
|
54 |
11 |
p. 2641-2654
14 p.
|
artikel
|
| 12 |
Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form
|
Dufour, Jean-Marie
|
|
2010
|
54 |
11 |
p. 2532-2553
22 p.
|
artikel
|
| 13 |
Exploratory data analysis and model criticism with posterior plots
|
Naylor, J.C.
|
|
2010
|
54 |
11 |
p. 2707-2720
14 p.
|
artikel
|
| 14 |
Factor-GMM estimation with large sets of possibly weak instruments
|
Kapetanios, George
|
|
2010
|
54 |
11 |
p. 2655-2675
21 p.
|
artikel
|
| 15 |
Forecasting electricity demand in Japan: A Bayesian spatial autoregressive ARMA approach
|
Ohtsuka, Yoshihiro
|
|
2010
|
54 |
11 |
p. 2721-2735
15 p.
|
artikel
|
| 16 |
Forecasting volatility under fractality, regime-switching, long memory and student- t innovations
|
Lux, Thomas
|
|
2010
|
54 |
11 |
p. 2676-2692
17 p.
|
artikel
|
| 17 |
From short to long memory: Aggregation and estimation
|
Beran, Jan
|
|
2010
|
54 |
11 |
p. 2432-2442
11 p.
|
artikel
|
| 18 |
Intradaily dynamic portfolio selection
|
Bauwens, Luc
|
|
2010
|
54 |
11 |
p. 2400-2418
19 p.
|
artikel
|
| 19 |
Joint forecasts of Dow Jones stocks under general multivariate loss function
|
Alp, Tansel
|
|
2010
|
54 |
11 |
p. 2360-2371
12 p.
|
artikel
|
| 20 |
Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion
|
Billio, Monica
|
|
2010
|
54 |
11 |
p. 2443-2458
16 p.
|
artikel
|
| 21 |
Model and distribution uncertainty in multivariate GARCH estimation: A Monte Carlo analysis
|
Rossi, E.
|
|
2010
|
54 |
11 |
p. 2786-2800
15 p.
|
artikel
|
| 22 |
Modeling tick-by-tick realized correlations
|
Audrino, Francesco
|
|
2010
|
54 |
11 |
p. 2372-2382
11 p.
|
artikel
|
| 23 |
Non-linear time series clustering based on non-parametric forecast densities
|
Vilar, J.A.
|
|
2010
|
54 |
11 |
p. 2850-2865
16 p.
|
artikel
|
| 24 |
On testing for serial correlation of unknown form using wavelet thresholding
|
Duchesne, Pierre
|
|
2010
|
54 |
11 |
p. 2512-2531
20 p.
|
artikel
|
| 25 |
Optimization heuristics for determining internal rating grading scales
|
Lyra, M.
|
|
2010
|
54 |
11 |
p. 2693-2706
14 p.
|
artikel
|
| 26 |
Public news announcements and quoting activity in the Euro/Dollar foreign exchange market
|
Ben Omrane, Walid
|
|
2010
|
54 |
11 |
p. 2419-2431
13 p.
|
artikel
|
| 27 |
Real time detection of structural breaks in GARCH models
|
He, Zhongfang
|
|
2010
|
54 |
11 |
p. 2628-2640
13 p.
|
artikel
|
| 28 |
Robust M-estimation of multivariate GARCH models
|
Boudt, Kris
|
|
2010
|
54 |
11 |
p. 2459-2469
11 p.
|
artikel
|
| 29 |
Robust panel unit root tests for cross-sectionally dependent multiple time series
|
Shin, Dong Wan
|
|
2010
|
54 |
11 |
p. 2801-2813
13 p.
|
artikel
|
| 30 |
Semiparametric indirect utility and consumer demand
|
Pendakur, Krishna
|
|
2010
|
54 |
11 |
p. 2763-2775
13 p.
|
artikel
|
| 31 |
Simple and effective boundary correction for kernel densities and regression with an application to the world income and Engel curve estimation
|
Dai, J.
|
|
2010
|
54 |
11 |
p. 2487-2497
11 p.
|
artikel
|
| 32 |
Sparse seemingly unrelated regression modelling: Applications in finance and econometrics
|
Wang, Hao
|
|
2010
|
54 |
11 |
p. 2866-2877
12 p.
|
artikel
|
| 33 |
Tests for cointegration with structural breaks based on subsamples
|
Davidson, James
|
|
2010
|
54 |
11 |
p. 2498-2511
14 p.
|
artikel
|
| 34 |
The Fifth Special Issue on Computational Econometrics
|
Belsley, David A.
|
|
2010
|
54 |
11 |
p. 2359-
1 p.
|
artikel
|
| 35 |
Three-stage semi-parametric estimation of T -copulas: Asymptotics, finite-sample properties and computational aspects
|
Fantazzini, Dean
|
|
2010
|
54 |
11 |
p. 2562-2579
18 p.
|
artikel
|
| 36 |
Time-varying joint distribution through copulas
|
Ausin, M. Concepcion
|
|
2010
|
54 |
11 |
p. 2383-2399
17 p.
|
artikel
|
| 37 |
Tobit model with covariate dependent thresholds
|
Omori, Yasuhiro
|
|
2010
|
54 |
11 |
p. 2736-2752
17 p.
|
artikel
|
| 38 |
Wavelet-based detection of outliers in financial time series
|
Grané, Aurea
|
|
2010
|
54 |
11 |
p. 2580-2593
14 p.
|
artikel
|
Tijdschrift beschrijving