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                             43 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 A consistent characteristic function-based test for conditional independence Su, Liangjun
2007
141 2 p. 807-834
28 p.
artikel
2 A goodness-of-fit test for ARCH ( ∞ ) models Hidalgo, Javier
2007
141 2 p. 835-875
41 p.
artikel
3 A goodness-of-fit test for ARCH ( ∞ ) models Hidalgo, Javier
2007
141 2 p. 973-1013
41 p.
artikel
4 An adaptive empirical likelihood test for parametric time series regression models Chen, Song Xi
2007
141 2 p. 950-972
23 p.
artikel
5 A simple, robust and powerful test of the trend hypothesis Harvey, David I.
2007
141 2 p. 1302-1330
29 p.
artikel
6 A smoothed least squares estimator for threshold regression models Seo, Myung Hwan
2007
141 2 p. 704-735
32 p.
artikel
7 Asymptotic properties of a robust variance matrix estimator for panel data when T is large Hansen, Christian B.
2007
141 2 p. 597-620
24 p.
artikel
8 Asymptotics for duration-driven long range dependent processes Hsieh, Meng-Chen
2007
141 2 p. 913-949
37 p.
artikel
9 A theory of robust long-run variance estimation Müller, Ulrich K.
2007
141 2 p. 1331-1352
22 p.
artikel
10 A zero-inflated ordered probit model, with an application to modelling tobacco consumption Harris, Mark N.
2007
141 2 p. 1073-1099
27 p.
artikel
11 Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates Hong, Yongmiao
2007
141 2 p. 736-776
41 p.
artikel
12 Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese Yuan Yu, Jialin
2007
141 2 p. 1245-1280
36 p.
artikel
13 Confidence sets for the date of a single break in linear time series regressions Elliott, Graham
2007
141 2 p. 1196-1218
23 p.
artikel
14 Contemporaneous threshold autoregressive models: Estimation, testing and forecasting Dueker, Michael J.
2007
141 2 p. 517-547
31 p.
artikel
15 Corrigendum to: “The large sample behaviour of the generalized method of moments estimator in misspecified models” Hall, Alastair R.
2007
141 2 p. 1418-
1 p.
artikel
16 Corrigendum to “The pseudo-true score encompassing test for non-nested hypotheses” Chen, Yi-Ting
2007
141 2 p. 1412-1417
6 p.
artikel
17 Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach Nielsen, Morten Ørregaard
2007
141 2 p. 574-596
23 p.
artikel
18 Discrete time duration models with group-level heterogeneity Frederiksen, Anders
2007
141 2 p. 1014-1043
30 p.
artikel
19 Editorial Board 2007
141 2 p. IFC-
1 p.
artikel
20 Efficient high-dimensional importance sampling Richard, Jean-Francois
2007
141 2 p. 1385-1411
27 p.
artikel
21 Efficient tests of the seasonal unit root hypothesis Rodrigues, Paulo M.M.
2007
141 2 p. 548-573
26 p.
artikel
22 Endogeneity in quantile regression models: A control function approach Lee, Sokbae
2007
141 2 p. 1131-1158
28 p.
artikel
23 Endogenous selection or treatment model estimation Lewbel, Arthur
2007
141 2 p. 777-806
30 p.
artikel
24 Erratum to “Generalizing the standard product rule of probability theory and Bayes's Theorem” Zellner, Arnold
2007
141 2 p. 1419-
1 p.
artikel
25 Error in contents listing of Special issue 2007
141 2 p. 1420-
1 p.
artikel
26 Estimating a generalized correlation coefficient for a generalized bivariate probit model Chen, Songnian
2007
141 2 p. 1100-1114
15 p.
artikel
27 Finite sample multivariate structural change tests with application to energy demand models Bernard, Jean-Thomas
2007
141 2 p. 1219-1244
26 p.
artikel
28 Generalized R-estimators under conditional heteroscedasticity Mukherjee, Kanchan
2007
141 2 p. 383-415
33 p.
artikel
29 Incidental trends and the power of panel unit root tests Moon, Hyungsik Roger
2007
141 2 p. 416-459
44 p.
artikel
30 Income distribution and inequality measurement: The problem of extreme values Cowell, Frank A.
2007
141 2 p. 1044-1072
29 p.
artikel
31 Instrumental variable estimation based on conditional median restriction Sakata, Shinichi
2007
141 2 p. 350-382
33 p.
artikel
32 Inverse probability weighted estimation for general missing data problems Wooldridge, Jeffrey M.
2007
141 2 p. 1281-1301
21 p.
artikel
33 Masking identification of discrete choice models under simulation methods Chiou, Lesley
2007
141 2 p. 683-703
21 p.
artikel
34 Modelling security market events in continuous time: Intensity based, multivariate point process models Bowsher, Clive G.
2007
141 2 p. 876-912
37 p.
artikel
35 Non-parametric estimation of sequential english auctions Brendstrup, Bjarne
2007
141 2 p. 460-481
22 p.
artikel
36 Nonparametric tests for conditional symmetry in dynamic models Delgado, Miguel A.
2007
141 2 p. 652-682
31 p.
artikel
37 Nonstationarity-extended local Whittle estimation Abadir, Karim M.
2007
141 2 p. 1353-1384
32 p.
artikel
38 Nonstationary discrete choice: A corrigendum and addendum Phillips, Peter C.B.
2007
141 2 p. 1115-1130
16 p.
artikel
39 Online forecast combinations of distributions: Worst case bounds Sancetta, Alessio
2007
141 2 p. 621-651
31 p.
artikel
40 On the second-order properties of empirical likelihood with moment restrictions Chen, Song Xi
2007
141 2 p. 492-516
25 p.
artikel
41 On the uniqueness of optimal prices set by monopolistic sellers van den Berg, Gerard J.
2007
141 2 p. 482-491
10 p.
artikel
42 Realized range-based estimation of integrated variance Christensen, Kim
2007
141 2 p. 323-349
27 p.
artikel
43 Time and causality: A Monte Carlo assessment of the timing-of-events approach Gaure, Simen
2007
141 2 p. 1159-1195
37 p.
artikel
                             43 gevonden resultaten
 
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