nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A complete class of tests when the likelihood is locally asymptotically quadratic
|
Ploberger, Werner |
|
2004 |
118 |
1-2 |
p. 67-94 28 p. |
artikel |
2 |
Aggregation of space-time processes
|
Giacomini, Raffaella |
|
2004 |
118 |
1-2 |
p. 7-26 20 p. |
artikel |
3 |
An omnibus test for the time series model AR(1)
|
Anderson, T.W. |
|
2004 |
118 |
1-2 |
p. 111-127 17 p. |
artikel |
4 |
Author index to volume 118
|
|
|
2004 |
118 |
1-2 |
p. 375- 1 p. |
artikel |
5 |
Bootstrapping nonparametric estimators of the volatility function
|
Franke, Jürgen |
|
2004 |
118 |
1-2 |
p. 189-218 30 p. |
artikel |
6 |
Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler
|
Pötscher, Benedikt M. |
|
2004 |
118 |
1-2 |
p. 1-5 5 p. |
artikel |
7 |
Deterministic least squares filtering
|
Willems, J.C. |
|
2004 |
118 |
1-2 |
p. 341-373 33 p. |
artikel |
8 |
Estimation of simultaneous systems of spatially interrelated cross sectional equations
|
Kelejian, Harry H. |
|
2004 |
118 |
1-2 |
p. 27-50 24 p. |
artikel |
9 |
Generalized Levinson–Durbin and Burg algorithms
|
Brockwell, P.J. |
|
2004 |
118 |
1-2 |
p. 129-149 21 p. |
artikel |
10 |
IFC - Insider Front Cover - Editorial Board
|
|
|
2004 |
118 |
1-2 |
p. IFC- 1 p. |
artikel |
11 |
Least squares in general vector spaces revisited
|
Schönfeld, Peter |
|
2004 |
118 |
1-2 |
p. 95-109 15 p. |
artikel |
12 |
Modeling of time series arrays by multistep prediction or likelihood methods
|
Findley, David F. |
|
2004 |
118 |
1-2 |
p. 151-187 37 p. |
artikel |
13 |
Nonlinear instrumental variable estimation of an autoregression
|
Phillips, Peter C.B. |
|
2004 |
118 |
1-2 |
p. 219-246 28 p. |
artikel |
14 |
Robust estimation of generalized linear models with measurement errors
|
Li, Tong |
|
2004 |
118 |
1-2 |
p. 51-65 15 p. |
artikel |
15 |
System theory for system identification
|
van Schuppen, Jan H. |
|
2004 |
118 |
1-2 |
p. 313-339 27 p. |
artikel |
16 |
The asymptotic variance of subspace estimates
|
Chiuso, Alessandro |
|
2004 |
118 |
1-2 |
p. 257-291 35 p. |
artikel |
17 |
The relation of the CCA subspace method to a balanced reduction of an autoregressive model
|
Dahlén, Anders |
|
2004 |
118 |
1-2 |
p. 293-312 20 p. |
artikel |
18 |
Variance expressions for spectra estimated using auto-regressions
|
Xie, Liang-Liang |
|
2004 |
118 |
1-2 |
p. 247-256 10 p. |
artikel |