| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Bayesian MIDAS penalized regressions: Estimation, selection, and prediction
|
Mogliani, Matteo
|
|
|
|
1PC |
p. 833-860
|
artikel
|
| 2 |
Dynamic decisions under subjective expectations: A structural analysis
|
An, Yonghong
|
|
|
|
1PC |
p. 645-675
|
artikel
|
| 3 |
Editorial Board
|
|
|
|
|
1PC |
p. ii
|
artikel
|
| 4 |
Empirical asset pricing with multi-period disaster risk: A simulation-based approach
|
Sönksen, Jantje
|
|
|
|
1PC |
p. 805-832
|
artikel
|
| 5 |
Linear IV regression estimators for structural dynamic discrete choice models
|
Kalouptsidi, Myrto
|
|
|
|
1PC |
p. 778-804
|
artikel
|
| 6 |
(Machine) learning parameter regions
|
Montiel Olea, José Luis
|
|
|
|
1PC |
p. 716-744
|
artikel
|
| 7 |
Nonparametric estimation of jump diffusion models
|
Park, Joon Y.
|
|
|
|
1PC |
p. 688-715
|
artikel
|
| 8 |
On factor models with random missing: EM estimation, inference, and cross validation
|
Jin, Sainan
|
|
|
|
1PC |
p. 745-777
|
artikel
|
| 9 |
On the validity of Akaike’s identity for random fields
|
Jentsch, Carsten
|
|
|
|
1PC |
p. 676-687
|
artikel
|
| 10 |
Testing constancy in varying coefficient models
|
Delgado, Miguel A.
|
|
|
|
1PC |
p. 625-644
|
artikel
|
| 11 |
Testing for observation-dependent regime switching in mixture autoregressive models
|
Meitz, Mika
|
|
|
|
1PC |
p. 601-624
|
artikel
|
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