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                             26 gevonden resultaten
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
                             26 gevonden resultaten
 
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