| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A small sample correction for tests of hypotheses on the cointegrating vectors
|
Johansen, Søren
|
|
2002
|
111 |
2 |
p. 195-221
27 p.
|
artikel
|
| 2 |
Author index to volume 111
|
|
|
2002
|
111 |
2 |
p. 385-
1 p.
|
artikel
|
| 3 |
Bootstrap critical values for tests based on the smoothed maximum score estimator
|
Horowitz, Joel L.
|
|
2002
|
111 |
2 |
p. 141-167
27 p.
|
artikel
|
| 4 |
Duration response measurement error
|
Chesher, Andrew
|
|
2002
|
111 |
2 |
p. 169-194
26 p.
|
artikel
|
| 5 |
Editorial Board
|
|
|
2002
|
111 |
2 |
p. IFC-
1 p.
|
artikel
|
| 6 |
Exact inference for the linear model with groupwise heteroscedastic spherical disturbances
|
Bekker, Paul A.
|
|
2002
|
111 |
2 |
p. 285-302
18 p.
|
artikel
|
| 7 |
Finite sample and asymptotic methods in econometrics
|
Smith, Richard J
|
|
2002
|
111 |
2 |
p. 135-140
6 p.
|
artikel
|
| 8 |
Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables
|
Chao, John C.
|
|
2002
|
111 |
2 |
p. 251-283
33 p.
|
artikel
|
| 9 |
New unit root asymptotics in the presence of deterministic trends
|
Phillips, Peter C.B.
|
|
2002
|
111 |
2 |
p. 323-353
31 p.
|
artikel
|
| 10 |
Priors, posteriors and bayes factors for a Bayesian analysis of cointegration
|
Kleibergen, Frank
|
|
2002
|
111 |
2 |
p. 223-249
27 p.
|
artikel
|
| 11 |
Simulation based finite and large sample tests in multivariate regressions
|
Dufour, Jean-Marie
|
|
2002
|
111 |
2 |
p. 303-322
20 p.
|
artikel
|
| 12 |
Some elementary distribution theory for an autoregression fitted to a random walk
|
Rothenberg, Thomas J
|
|
2002
|
111 |
2 |
p. 355-361
7 p.
|
artikel
|
| 13 |
Stochastic cointegration: estimation and inference
|
Harris, David
|
|
2002
|
111 |
2 |
p. 363-384
22 p.
|
artikel
|
Tijdschrift beschrijving