nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A class of stochastic unit-root bilinear processes: Mixing properties and unit-root test
|
Francq, Christian |
|
2008 |
142 |
1 |
p. 312-326 15 p. |
artikel |
2 |
Adaptive consistent unit-root tests based on autoregressive threshold model
|
Bec, Frédérique |
|
2008 |
142 |
1 |
p. 94-133 40 p. |
artikel |
3 |
Adaptive estimation of autoregressive models with time-varying variances
|
Xu, Ke-Li |
|
2008 |
142 |
1 |
p. 265-280 16 p. |
artikel |
4 |
A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change
|
Deng, Ai |
|
2008 |
142 |
1 |
p. 212-240 29 p. |
artikel |
5 |
Bayesian stochastic search for VAR model restrictions
|
George, Edward I. |
|
2008 |
142 |
1 |
p. 553-580 28 p. |
artikel |
6 |
Conditional empirical likelihood estimation and inference for quantile regression models
|
Otsu, Taisuke |
|
2008 |
142 |
1 |
p. 508-538 31 p. |
artikel |
7 |
Editorial Board
|
|
|
2008 |
142 |
1 |
p. IFC- 1 p. |
artikel |
8 |
Efficient estimation and inference in linear pseudo-panel data models
|
Inoue, Atsushi |
|
2008 |
142 |
1 |
p. 449-466 18 p. |
artikel |
9 |
Estimation and testing of Euler equation models with time-varying reduced-form coefficients
|
Li, Hong |
|
2008 |
142 |
1 |
p. 425-448 24 p. |
artikel |
10 |
Estimation and tests for power-transformed and threshold GARCH models
|
Pan, Jiazhu |
|
2008 |
142 |
1 |
p. 352-378 27 p. |
artikel |
11 |
Exactly distribution-free inference in instrumental variables regression with possibly weak instruments
|
Andrews, Donald W.K. |
|
2008 |
142 |
1 |
p. 183-200 18 p. |
artikel |
12 |
Fixed effects instrumental variables estimation in correlated random coefficient panel data models
|
Murtazashvili, Irina |
|
2008 |
142 |
1 |
p. 539-552 14 p. |
artikel |
13 |
Generalized empirical likelihood tests in time series models with potential identification failure
|
Guggenberger, Patrik |
|
2008 |
142 |
1 |
p. 134-161 28 p. |
artikel |
14 |
Instrumental variable quantile regression: A robust inference approach
|
Chernozhukov, Victor |
|
2008 |
142 |
1 |
p. 379-398 20 p. |
artikel |
15 |
Local rank tests in a multivariate nonparametric relationship
|
Fortuna, Natércia |
|
2008 |
142 |
1 |
p. 162-182 21 p. |
artikel |
16 |
Nonlinearity, nonstationarity, and spurious forecasts
|
Marmer, Vadim |
|
2008 |
142 |
1 |
p. 1-27 27 p. |
artikel |
17 |
Nonparametric transformation to white noise
|
Linton, Oliver B. |
|
2008 |
142 |
1 |
p. 241-264 24 p. |
artikel |
18 |
On Bayesian analysis and computation for functions with monotonicity and curvature restrictions
|
McCausland, William J. |
|
2008 |
142 |
1 |
p. 484-507 24 p. |
artikel |
19 |
Productivity trends in U.S. manufacturing: Evidence from the NQ and AIM cost functions
|
Feng, Guohua |
|
2008 |
142 |
1 |
p. 281-311 31 p. |
artikel |
20 |
Robust estimation for structural spurious regressions and a Hausman-type cointegration test
|
Choi, Chi-Young |
|
2008 |
142 |
1 |
p. 327-351 25 p. |
artikel |
21 |
Sparse estimators and the oracle property, or the return of Hodges’ estimator
|
Leeb, Hannes |
|
2008 |
142 |
1 |
p. 201-211 11 p. |
artikel |
22 |
Symmetry-based inference in an instrumental variable setting
|
Bekker, Paul A. |
|
2008 |
142 |
1 |
p. 28-49 22 p. |
artikel |
23 |
Temporal aggregation of multivariate GARCH processes
|
Hafner, Christian M. |
|
2008 |
142 |
1 |
p. 467-483 17 p. |
artikel |
24 |
Testing for unit root processes in random coefficient autoregressive models
|
Distaso, Walter |
|
2008 |
142 |
1 |
p. 581-609 29 p. |
artikel |
25 |
Testing slope homogeneity in large panels
|
Hashem Pesaran, M. |
|
2008 |
142 |
1 |
p. 50-93 44 p. |
artikel |
26 |
The multi-state latent factor intensity model for credit rating transitions
|
Koopman, Siem Jan |
|
2008 |
142 |
1 |
p. 399-424 26 p. |
artikel |