| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables
|
Swensen, Anders Rygh
|
|
2011
|
165 |
2 |
p. 152-162
11 p.
|
artikel
|
| 2 |
Bayesian inference in a sample selection model
|
van Hasselt, Martijn
|
|
2011
|
165 |
2 |
p. 221-232
12 p.
|
artikel
|
| 3 |
Bayesian inference in a time varying cointegration model
|
Koop, Gary
|
|
2011
|
165 |
2 |
p. 210-220
11 p.
|
artikel
|
| 4 |
Editorial Board
|
|
|
2011
|
165 |
2 |
p. IFC-
1 p.
|
artikel
|
| 5 |
Functional data analysis for volatility
|
Müller, Hans-Georg
|
|
2011
|
165 |
2 |
p. 233-245
13 p.
|
artikel
|
| 6 |
Generalized method of moments (GMM) based inference with stratified samples when the aggregate shares are known
|
Tripathi, Gautam
|
|
2011
|
165 |
2 |
p. 258-265
8 p.
|
artikel
|
| 7 |
Hypothesis testing in linear regression when k / n is large
|
Calhoun, Gray
|
|
2011
|
165 |
2 |
p. 163-174
12 p.
|
artikel
|
| 8 |
Inference with dependent data using cluster covariance estimators
|
Bester, C. Alan
|
|
2011
|
165 |
2 |
p. 137-151
15 p.
|
artikel
|
| 9 |
Particle filters for continuous likelihood evaluation and maximisation
|
Malik, Sheheryar
|
|
2011
|
165 |
2 |
p. 190-209
20 p.
|
artikel
|
| 10 |
Semiparametric estimation of a bivariate Tobit model
|
Chen, Songnian
|
|
2011
|
165 |
2 |
p. 266-274
9 p.
|
artikel
|
| 11 |
Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE
|
Francq, Christian
|
|
2011
|
165 |
2 |
p. 246-257
12 p.
|
artikel
|
| 12 |
Volatility contagion: A range-based volatility approach
|
Chiang, Min-Hsien
|
|
2011
|
165 |
2 |
p. 175-189
15 p.
|
artikel
|
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