| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A dual approach to inference for partially identified econometric models
|
Kaido, Hiroaki
|
|
2016
|
192 |
1 |
p. 269-290
22 p.
|
artikel
|
| 2 |
A reexamination of stock return predictability
|
Choi, Yongok
|
|
2016
|
192 |
1 |
p. 168-189
22 p.
|
artikel
|
| 3 |
Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators
|
Lee, Seojeong
|
|
2016
|
192 |
1 |
p. 86-104
19 p.
|
artikel
|
| 4 |
Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models
|
Aït-Sahalia, Yacine
|
|
2016
|
192 |
1 |
p. 119-138
20 p.
|
artikel
|
| 5 |
Bayesian analysis of static and dynamic factor models: An ex-post approach towards the rotation problem
|
Aßmann, Christian
|
|
2016
|
192 |
1 |
p. 190-206
17 p.
|
artikel
|
| 6 |
Bayesian semiparametric modeling of realized covariance matrices
|
Jin, Xin
|
|
2016
|
192 |
1 |
p. 19-39
21 p.
|
artikel
|
| 7 |
Bootstrap inference for instrumental variable models with many weak instruments
|
Wang, Wenjie
|
|
2016
|
192 |
1 |
p. 231-268
38 p.
|
artikel
|
| 8 |
Editorial Board
|
|
|
2016
|
192 |
1 |
p. IFC-
1 p.
|
artikel
|
| 9 |
Efficiency of thin and thick markets
|
Gan, Li
|
|
2016
|
192 |
1 |
p. 40-54
15 p.
|
artikel
|
| 10 |
Exploiting the errors: A simple approach for improved volatility forecasting
|
Bollerslev, Tim
|
|
2016
|
192 |
1 |
p. 1-18
18 p.
|
artikel
|
| 11 |
Individual and time effects in nonlinear panel models with large N , T
|
Fernández-Val, Iván
|
|
2016
|
192 |
1 |
p. 291-312
22 p.
|
artikel
|
| 12 |
Inference on co-integration parameters in heteroskedastic vector autoregressions
|
Boswijk, H. Peter
|
|
2016
|
192 |
1 |
p. 64-85
22 p.
|
artikel
|
| 13 |
Model averaging based on leave-subject-out cross-validation
|
Gao, Yan
|
|
2016
|
192 |
1 |
p. 139-151
13 p.
|
artikel
|
| 14 |
Nonstationarity in time series of state densities
|
Chang, Yoosoon
|
|
2016
|
192 |
1 |
p. 152-167
16 p.
|
artikel
|
| 15 |
Predictive quantile regression with persistent covariates: IVX-QR approach
|
Lee, Ji Hyung
|
|
2016
|
192 |
1 |
p. 105-118
14 p.
|
artikel
|
| 16 |
Root- T consistent density estimation in GARCH models
|
Delaigle, Aurore
|
|
2016
|
192 |
1 |
p. 55-63
9 p.
|
artikel
|
| 17 |
Testing for Granger causality with mixed frequency data
|
Ghysels, Eric
|
|
2016
|
192 |
1 |
p. 207-230
24 p.
|
artikel
|
| 18 |
The effects of asymmetric volatility and jumps on the pricing of VIX derivatives
|
Park, Yang-Ho
|
|
2016
|
192 |
1 |
p. 313-328
16 p.
|
artikel
|
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