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 |