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 |