nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Analysis of high dimensional multivariate stochastic volatility models
|
Chib, Siddhartha |
|
2006 |
134 |
2 |
p. 341-371 31 p. |
artikel |
2 |
Author index to volume 134
|
|
|
2006 |
134 |
2 |
p. 665-666 2 p. |
artikel |
3 |
Bayesian point estimation of the cointegration space
|
Villani, Mattias |
|
2006 |
134 |
2 |
p. 645-664 20 p. |
artikel |
4 |
Editorial Board
|
|
|
2006 |
134 |
2 |
p. CO2- 1 p. |
artikel |
5 |
Estimating restricted structural change models
|
Perron, Pierre |
|
2006 |
134 |
2 |
p. 373-399 27 p. |
artikel |
6 |
Estimation of technical and allocative inefficiency: A primal system approach
|
Kumbhakar, Subal C. |
|
2006 |
134 |
2 |
p. 419-440 22 p. |
artikel |
7 |
Inference with non-Gaussian Ornstein–Uhlenbeck processes for stochastic volatility
|
Griffin, J.E. |
|
2006 |
134 |
2 |
p. 605-644 40 p. |
artikel |
8 |
Joint LM test for homoskedasticity in a one-way error component model
|
Baltagi, Badi H. |
|
2006 |
134 |
2 |
p. 401-417 17 p. |
artikel |
9 |
Markov-switching model selection using Kullback–Leibler divergence
|
Smith, Aaron |
|
2006 |
134 |
2 |
p. 553-577 25 p. |
artikel |
10 |
Modified tests for a change in persistence
|
Harvey, David I. |
|
2006 |
134 |
2 |
p. 441-469 29 p. |
artikel |
11 |
Pitfalls in the estimation of a cost function that ignores allocative inefficiency: A Monte Carlo analysis
|
Kumbhakar, Subal C. |
|
2006 |
134 |
2 |
p. 317-340 24 p. |
artikel |
12 |
Quantile regression methods for recursive structural equation models
|
Ma, Lingjie |
|
2006 |
134 |
2 |
p. 471-506 36 p. |
artikel |
13 |
Residual autocorrelation testing for vector error correction models
|
Brüggemann, Ralf |
|
2006 |
134 |
2 |
p. 579-604 26 p. |
artikel |
14 |
Saddlepoint approximations for continuous-time Markov processes
|
Aı¨t-Sahalia, Yacine |
|
2006 |
134 |
2 |
p. 507-551 45 p. |
artikel |