| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A generalized asymmetric Student- t distribution with application to financial econometrics
|
Zhu, Dongming
|
|
2010
|
157 |
2 |
p. 297-305
9 p.
|
artikel
|
| 2 |
Bayesian non-parametric signal extraction for Gaussian time series
|
Macaro, Christian
|
|
2010
|
157 |
2 |
p. 381-395
15 p.
|
artikel
|
| 3 |
Bayesian semiparametric stochastic volatility modeling
|
Jensen, Mark J.
|
|
2010
|
157 |
2 |
p. 306-316
11 p.
|
artikel
|
| 4 |
Econometric modeling of technical change
|
Jin, Hui
|
|
2010
|
157 |
2 |
p. 205-219
15 p.
|
artikel
|
| 5 |
Editorial Board
|
|
|
2010
|
157 |
2 |
p. IFC-
1 p.
|
artikel
|
| 6 |
Efficient estimation in dynamic conditional quantile models
|
Komunjer, Ivana
|
|
2010
|
157 |
2 |
p. 272-285
14 p.
|
artikel
|
| 7 |
Estimating first-price auctions with an unknown number of bidders: A misclassification approach
|
An, Yonghong
|
|
2010
|
157 |
2 |
p. 328-341
14 p.
|
artikel
|
| 8 |
Estimating fixed-effect panel stochastic frontier models by model transformation
|
Wang, Hung-Jen
|
|
2010
|
157 |
2 |
p. 286-296
11 p.
|
artikel
|
| 9 |
Estimating panel data models in the presence of endogeneity and selection
|
Semykina, Anastasia
|
|
2010
|
157 |
2 |
p. 375-380
6 p.
|
artikel
|
| 10 |
Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models
|
Bolduc, Denis
|
|
2010
|
157 |
2 |
p. 317-327
11 p.
|
artikel
|
| 11 |
Intelligible factors for the yield curve
|
Lengwiler, Yvan
|
|
2010
|
157 |
2 |
p. 481-491
11 p.
|
artikel
|
| 12 |
Jumps and betas: A new framework for disentangling and estimating systematic risks
|
Todorov, Viktor
|
|
2010
|
157 |
2 |
p. 220-235
16 p.
|
artikel
|
| 13 |
Non-negativity conditions for the hyperbolic GARCH model
|
Conrad, Christian
|
|
2010
|
157 |
2 |
p. 441-457
17 p.
|
artikel
|
| 14 |
Nonparametric estimation for a class of Lévy processes
|
Chen, Song X.
|
|
2010
|
157 |
2 |
p. 257-271
15 p.
|
artikel
|
| 15 |
Nonparametric least squares estimation in derivative families
|
Hall, Peter
|
|
2010
|
157 |
2 |
p. 362-374
13 p.
|
artikel
|
| 16 |
On Bahadur efficiency of empirical likelihood
|
Otsu, Taisuke
|
|
2010
|
157 |
2 |
p. 248-256
9 p.
|
artikel
|
| 17 |
On the asymptotic optimality of the LIML estimator with possibly many instruments
|
Anderson, T.W.
|
|
2010
|
157 |
2 |
p. 191-204
14 p.
|
artikel
|
| 18 |
Robust confidence sets in the presence of weak instruments
|
Mikusheva, Anna
|
|
2010
|
157 |
2 |
p. 236-247
12 p.
|
artikel
|
| 19 |
Robust methods for detecting multiple level breaks in autocorrelated time series
|
Harvey, David I.
|
|
2010
|
157 |
2 |
p. 342-358
17 p.
|
artikel
|
| 20 |
Robust penalized quantile regression estimation for panel data
|
Lamarche, Carlos
|
|
2010
|
157 |
2 |
p. 396-408
13 p.
|
artikel
|
| 21 |
Semiparametric estimation of a simultaneous game with incomplete information
|
Aradillas-Lopez, Andres
|
|
2010
|
157 |
2 |
p. 409-431
23 p.
|
artikel
|
| 22 |
Semiparametric inference in multivariate fractionally cointegrated systems
|
Hualde, J.
|
|
2010
|
157 |
2 |
p. 492-511
20 p.
|
artikel
|
| 23 |
Structural measurement errors in nonseparable models
|
Hoderlein, Stefan
|
|
2010
|
157 |
2 |
p. 432-440
9 p.
|
artikel
|
| 24 |
Testing for unobserved heterogeneity in exponential and Weibull duration models
|
Cho, Jin Seo
|
|
2010
|
157 |
2 |
p. 458-480
23 p.
|
artikel
|
| 25 |
The LIML estimator has finite moments!
|
Anderson, T.W.
|
|
2010
|
157 |
2 |
p. 359-361
3 p.
|
artikel
|
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