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                             45 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 A Bayesian test of the product cycle hypothesis applied to Japanese crude steel production Tsurumi, Hiroki
1976
4 p. 371-392
22 p.
artikel
2 Acknowledgement 1974
4 p. 395-
1 p.
artikel
3 Acknowledgement 1973
4 p. 407-
1 p.
artikel
4 Acknowledgement 1976
4 p. 401-402
2 p.
artikel
5 Acknowledgement 1975
4 p. 407-408
2 p.
artikel
6 A classified bibliography of Monte Carlo studies in econometrics Sowey, Eric R.
1973
4 p. 377-395
19 p.
artikel
7 A comparison of the power of some tests for heteroskedasticity in the general linear model Harvey, A.C.
1974
4 p. 307-316
10 p.
artikel
8 Analysis of development problems: Studies of the Chilean economy Williamson, Jeffrey G.
1974
4 p. 393-394
2 p.
artikel
9 An introduction to applied macroeconomics Hurd, Michael D.
1973
4 p. 403-406
4 p.
artikel
10 A note on the influence of uncertainty on estimation of production function models Blair, Roger D.
1975
4 p. 391-394
4 p.
artikel
11 A note on three-stage least squares estimation Maravall, Agustin
1976
4 p. 325-330
6 p.
artikel
12 A result on the sign of restricted least-squares estimates Leamer, Edward E.
1975
4 p. 387-390
4 p.
artikel
13 Articles 1975
4 p. 409-410
2 p.
artikel
14 Econometrics and economic theory: Essays in honour of Jan Tinbergen Gaver, Ken
1976
4 p. 399-
1 p.
artikel
15 Econometric studies of macro and monetary relations Pagan, Adrian
1973
4 p. 402-403
2 p.
artikel
16 Efficient estimation of models with composite disturbance terms Pagan, Adrian
1973
4 p. 329-340
12 p.
artikel
17 Empirical estimation of the value of travel time using multi mode choice models Kraft, John
1974
4 p. 317-326
10 p.
artikel
18 Erratum 1975
4 p. 405-
1 p.
artikel
19 Estimation in a disequilibrium model and the value of information Goldfelfd, Stephen M.
1975
4 p. 325-348
24 p.
artikel
20 Estimation of variance after a preliminary test of homogeneity and optimal levels of significance for the pre-test Toyoda, T.
1975
4 p. 395-404
10 p.
artikel
21 Forecasting in dynamic models with stochastic regressors Pierce, David A.
1975
4 p. 349-374
26 p.
artikel
22 Gains in efficiency from joint estimation of systems of autoregressive-moving average processes Nelson, Charles R.
1976
4 p. 331-348
18 p.
artikel
23 Identification and normalization Aigner, D.J.
1974
4 p. 389-391
3 p.
artikel
24 Index 1976
4 p. 403-
1 p.
artikel
25 Index 1974
4 p. 397-398
2 p.
artikel
26 Index 1973
4 p. 409-410
2 p.
artikel
27 Least squares and stochastic difference equations Stigum, Bernt P.
1976
4 p. 349-370
22 p.
artikel
28 Lectures in probability theory and mathematical statistics Aigner, D.J.
1973
4 p. 397-
1 p.
artikel
29 Mathematical models in investment and finance Aigner, D.J.
1973
4 p. 397-398
2 p.
artikel
30 Measurement of the purchasing power of incomes with linear expansion data Afriat, S.N.
1974
4 p. 343-364
22 p.
artikel
31 MSE dominance of least squares with errors-of-observation Aigner, D.J.
1974
4 p. 365-372
8 p.
artikel
32 Nonlinear methods in econometrics Lee, T.C.
1973
4 p. 399-401
3 p.
artikel
33 On the estimation of the Pareto law from under-reported data Hartley, Michael J.
1974
4 p. 327-341
15 p.
artikel
34 Stochastic programming - Methods and applications Takayama, T.
1973
4 p. 398-399
2 p.
artikel
35 Studies in Bayesian Econometrics and Statistics, In honor of Leonard J. Savage Maddala, G.S.
1976
4 p. 399-400
2 p.
artikel
36 Testing for autocorrelation in the autoregressive moving average error model Fitts, John
1973
4 p. 363-376
14 p.
artikel
37 The economics of advertising, Contributions to economic analysis, vol. 80 Bloch, Harry
1973
4 p. 401-402
2 p.
artikel
38 The efficiency of an improved method of estimating seemingly unrelated regression equations Srivastava, V.K.
1973
4 p. 341-350
10 p.
artikel
39 The graph of the k-class estimator Farebrother, R.W.
1974
4 p. 373-388
16 p.
artikel
40 The lag structure of option price Kassouf, S.T.
1976
4 p. 303-310
8 p.
artikel
41 The nonlinear limited-information maximum- likelihood estimator and the modified nonlinear two-stage least-squares estimator Amemiya, Takeshi
1975
4 p. 375-386
12 p.
artikel
42 The problem of identification in finite parameter continuous time models Phillips, P.C.B.
1973
4 p. 351-362
12 p.
artikel
43 The use of dummy variables to compute predictions, prediction errors, and confidence intervals Salkever, David S.
1976
4 p. 393-397
5 p.
artikel
44 The use of incomplete observations in multiple regression analysis Dagenais, Marcel G.
1973
4 p. 317-328
12 p.
artikel
45 The use of monthly and quarterly data in an ARMA model Den Butter, F.A.G.
1976
4 p. 311-324
14 p.
artikel
                             45 gevonden resultaten
 
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