| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A Gaussian approximation scheme for computation of option prices in stochastic volatility models
|
Cheng, Ai-ru (Meg)
|
|
2008
|
146 |
1 |
p. 44-58
15 p.
|
artikel
|
| 2 |
A joint serial correlation test for linear panel data models
|
Yamagata, Takashi
|
|
2008
|
146 |
1 |
p. 135-145
11 p.
|
artikel
|
| 3 |
Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root
|
Gospodinov, Nikolay
|
|
2008
|
146 |
1 |
p. 146-161
16 p.
|
artikel
|
| 4 |
Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities
|
Rosen, Adam M.
|
|
2008
|
146 |
1 |
p. 107-117
11 p.
|
artikel
|
| 5 |
Editorial Board
|
|
|
2008
|
146 |
1 |
p. IFC-
1 p.
|
artikel
|
| 6 |
Exact computation of max weighted score estimators
|
Florios, Kostas
|
|
2008
|
146 |
1 |
p. 86-91
6 p.
|
artikel
|
| 7 |
Explaining individual response using aggregated data
|
van Dijk, Bram
|
|
2008
|
146 |
1 |
p. 1-9
9 p.
|
artikel
|
| 8 |
Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach
|
Moench, Emanuel
|
|
2008
|
146 |
1 |
p. 26-43
18 p.
|
artikel
|
| 9 |
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks
|
Sentana, Enrique
|
|
2008
|
146 |
1 |
p. 10-25
16 p.
|
artikel
|
| 10 |
Local likelihood estimation of truncated regression and its partial derivatives: Theory and application
|
Park, Byeong U.
|
|
2008
|
146 |
1 |
p. 185-198
14 p.
|
artikel
|
| 11 |
Partial identification and testable restrictions in multi-unit auctions
|
McAdams, David
|
|
2008
|
146 |
1 |
p. 74-85
12 p.
|
artikel
|
| 12 |
Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models
|
Kasahara, Hiroyuki
|
|
2008
|
146 |
1 |
p. 92-106
15 p.
|
artikel
|
| 13 |
Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
|
Yu, Jihai
|
|
2008
|
146 |
1 |
p. 118-134
17 p.
|
artikel
|
| 14 |
Testing for structural change in regression quantiles
|
Qu, Zhongjun
|
|
2008
|
146 |
1 |
p. 170-184
15 p.
|
artikel
|
| 15 |
The limit distribution of the estimates in cointegrated regression models with multiple structural changes
|
Kejriwal, Mohitosh
|
|
2008
|
146 |
1 |
p. 59-73
15 p.
|
artikel
|
| 16 |
The wild bootstrap, tamed at last
|
Davidson, Russell
|
|
2008
|
146 |
1 |
p. 162-169
8 p.
|
artikel
|
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