| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A consistent test for nonlinear out of sample predictive accuracy
|
Corradi, Valentina
|
|
2002
|
110 |
2 |
p. 353-381
29 p.
|
artikel
|
| 2 |
A model of fractional cointegration, and tests for cointegration using the bootstrap
|
Davidson, James
|
|
2002
|
110 |
2 |
p. 187-212
26 p.
|
artikel
|
| 3 |
A nonlinear long memory model, with an application to US unemployment
|
van Dijk, Dick
|
|
2002
|
110 |
2 |
p. 135-165
31 p.
|
artikel
|
| 4 |
Author index to volume 110
|
|
|
2002
|
110 |
2 |
p. 437-
1 p.
|
artikel
|
| 5 |
Consistent order selection with strongly dependent data and its application to efficient estimation
|
Hidalgo, Javier
|
|
2002
|
110 |
2 |
p. 213-239
27 p.
|
artikel
|
| 6 |
Estimation and model selection based inference in single and multiple threshold models
|
Gonzalo, Jesús
|
|
2002
|
110 |
2 |
p. 319-352
34 p.
|
artikel
|
| 7 |
Evaluating GARCH models
|
Lundbergh, Stefan
|
|
2002
|
110 |
2 |
p. 417-435
19 p.
|
artikel
|
| 8 |
IFC-Inside Front Cover-Editorial Board
|
|
|
2002
|
110 |
2 |
p. IFC-
1 p.
|
artikel
|
| 9 |
Inference on the cointegration rank in fractionally integrated processes
|
Breitung, Jörg
|
|
2002
|
110 |
2 |
p. 167-185
19 p.
|
artikel
|
| 10 |
Long memory and nonlinear time series
|
Davidson, James
|
|
2002
|
110 |
2 |
p. 105-112
8 p.
|
artikel
|
| 11 |
Nonlinear IV unit root tests in panels with cross-sectional dependency
|
Chang, Yoosoon
|
|
2002
|
110 |
2 |
p. 261-292
32 p.
|
artikel
|
| 12 |
Nonlinear minimization estimators in the presence of cointegrating relations
|
de Jong, Robert M.
|
|
2002
|
110 |
2 |
p. 241-259
19 p.
|
artikel
|
| 13 |
Nonstationary nonlinear heteroskedasticity
|
Park, Joon Y.
|
|
2002
|
110 |
2 |
p. 383-415
33 p.
|
artikel
|
| 14 |
Properties of nonlinear transformations of fractionally integrated processes
|
Dittmann, Ingolf
|
|
2002
|
110 |
2 |
p. 113-133
21 p.
|
artikel
|
| 15 |
Testing for two-regime threshold cointegration in vector error-correction models
|
Hansen, Bruce E.
|
|
2002
|
110 |
2 |
p. 293-318
26 p.
|
artikel
|
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