nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
|
Lin, Zhongjian |
|
2014 |
178 |
P1 |
p. 167-179 13 p. |
artikel |
2 |
An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification
|
Kim, Jae-Young |
|
2014 |
178 |
P1 |
p. 132-145 14 p. |
artikel |
3 |
A unified approach to validating univariate and multivariate conditional distribution models in time series
|
Chen, Bin |
|
2014 |
178 |
P1 |
p. 22-44 23 p. |
artikel |
4 |
Constructing smooth tests without estimating the eigenpairs of the limiting process
|
Hsu, Shih-Hsun |
|
2014 |
178 |
P1 |
p. 71-79 9 p. |
artikel |
5 |
Editorial Board
|
|
|
2014 |
178 |
P1 |
p. IFC- 1 p. |
artikel |
6 |
Estimating and testing a quantile regression model with interactive effects
|
Harding, Matthew |
|
2014 |
178 |
P1 |
p. 101-113 13 p. |
artikel |
7 |
Estimating a semi-parametric duration model without specifying heterogeneity
|
Hausman, Jerry A. |
|
2014 |
178 |
P1 |
p. 114-131 18 p. |
artikel |
8 |
Misspecification test methods in econometrics
|
Cai, Zongwu |
|
2014 |
178 |
P1 |
p. 1-3 3 p. |
artikel |
9 |
Model specification test with correlated but not cointegrated variables
|
Gan, Li |
|
2014 |
178 |
P1 |
p. 80-85 6 p. |
artikel |
10 |
Neglected heterogeneity in moment condition models
|
Hahn, Jinyong |
|
2014 |
178 |
P1 |
p. 86-100 15 p. |
artikel |
11 |
Nonparametric inference for counterfactual means: Bias-correction, confidence sets, and weak IV
|
Fan, Yanqin |
|
2014 |
178 |
P1 |
p. 45-56 12 p. |
artikel |
12 |
Robustness checks and robustness tests in applied economics
|
Lu, Xun |
|
2014 |
178 |
P1 |
p. 194-206 13 p. |
artikel |
13 |
Testing a linear dynamic panel data model against nonlinear alternatives
|
Lee, Yoon-Jin |
|
2014 |
178 |
P1 |
p. 146-166 21 p. |
artikel |
14 |
Testing cointegration relationship in a semiparametric varying coefficient model
|
Gu, Jingping |
|
2014 |
178 |
P1 |
p. 57-70 14 p. |
artikel |
15 |
Testing overidentifying restrictions with many instruments and heteroskedasticity
|
Chao, John C. |
|
2014 |
178 |
P1 |
p. 15-21 7 p. |
artikel |
16 |
Testing predictive regression models with nonstationary regressors
|
Cai, Zongwu |
|
2014 |
178 |
P1 |
p. 4-14 11 p. |
artikel |
17 |
Volatility activity: Specification and estimation
|
Todorov, Viktor |
|
2014 |
178 |
P1 |
p. 180-193 14 p. |
artikel |