| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous
|
Ikeda, Shin S.
|
|
2016
|
193 |
1 |
p. 203-214
12 p.
|
artikel
|
| 2 |
A discontinuity test for identification in triangular nonseparable models
|
Caetano, Carolina
|
|
2016
|
193 |
1 |
p. 113-122
10 p.
|
artikel
|
| 3 |
Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave
|
Jacobi, Liana
|
|
2016
|
193 |
1 |
p. 234-250
17 p.
|
artikel
|
| 4 |
Double asymptotics for explosive continuous time models
|
Wang, Xiaohu
|
|
2016
|
193 |
1 |
p. 35-53
19 p.
|
artikel
|
| 5 |
Editorial Board
|
|
|
2016
|
193 |
1 |
p. IFC-
1 p.
|
artikel
|
| 6 |
Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework
|
Zhang, Xianyang
|
|
2016
|
193 |
1 |
p. 123-146
24 p.
|
artikel
|
| 7 |
Goodness-of-fit test for specification of semiparametric copula dependence models
|
Zhang, Shulin
|
|
2016
|
193 |
1 |
p. 215-233
19 p.
|
artikel
|
| 8 |
Inference theory for volatility functional dependencies
|
Li, Jia
|
|
2016
|
193 |
1 |
p. 17-34
18 p.
|
artikel
|
| 9 |
Informational content of special regressors in heteroskedastic binary response models
|
Chen, Songnian
|
|
2016
|
193 |
1 |
p. 162-182
21 p.
|
artikel
|
| 10 |
Kernel estimation of hazard functions when observations have dependent and common covariates
|
Wolter, James Lewis
|
|
2016
|
193 |
1 |
p. 1-16
16 p.
|
artikel
|
| 11 |
Model averaging in semiparametric estimation of treatment effects
|
Kitagawa, Toru
|
|
2016
|
193 |
1 |
p. 271-289
19 p.
|
artikel
|
| 12 |
Multivariate and multiple permutation tests
|
Chung, EunYi
|
|
2016
|
193 |
1 |
p. 76-91
16 p.
|
artikel
|
| 13 |
Smoothed quantile regression for panel data
|
Galvao, Antonio F.
|
|
2016
|
193 |
1 |
p. 92-112
21 p.
|
artikel
|
| 14 |
Statistical inference in a random coefficient panel model
|
Horváth, Lajos
|
|
2016
|
193 |
1 |
p. 54-75
22 p.
|
artikel
|
| 15 |
S -values: Conventional context-minimal measures of the sturdiness of regression coefficients
|
Leamer, Edward E.
|
|
2016
|
193 |
1 |
p. 147-161
15 p.
|
artikel
|
| 16 |
Testing for monotonicity in unobservables under unconfoundedness
|
Hoderlein, Stefan
|
|
2016
|
193 |
1 |
p. 183-202
20 p.
|
artikel
|
| 17 |
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series
|
Han, Heejoon
|
|
2016
|
193 |
1 |
p. 251-270
20 p.
|
artikel
|
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