nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions
|
Eggleston, Jonathan |
|
2016 |
195 |
1 |
p. 120-133 14 p. |
artikel |
2 |
Conditional Value-at-Risk: Semiparametric estimation and inference
|
Wang, Chuan-Sheng |
|
2016 |
195 |
1 |
p. 86-103 18 p. |
artikel |
3 |
Econometric estimation with high-dimensional moment equalities
|
Shi, Zhentao |
|
2016 |
195 |
1 |
p. 104-119 16 p. |
artikel |
4 |
Editorial Board
|
|
|
2016 |
195 |
1 |
p. IFC- 1 p. |
artikel |
5 |
Efficient estimation of integrated volatility incorporating trading information
|
Li, Yingying |
|
2016 |
195 |
1 |
p. 33-50 18 p. |
artikel |
6 |
Estimating jump–diffusions using closed-form likelihood expansions
|
Li, Chenxu |
|
2016 |
195 |
1 |
p. 51-70 20 p. |
artikel |
7 |
Four decades of the Journal of Econometrics: Coauthorship patterns and networks
|
Andrikopoulos, Andreas |
|
2016 |
195 |
1 |
p. 23-32 10 p. |
artikel |
8 |
Functional-coefficient spatial autoregressive models with nonparametric spatial weights
|
Sun, Yiguo |
|
2016 |
195 |
1 |
p. 134-153 20 p. |
artikel |
9 |
Identifying the average treatment effect in ordered treatment models without unconfoundedness
|
Lewbel, Arthur |
|
2016 |
195 |
1 |
p. 1-22 22 p. |
artikel |
10 |
Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models
|
Kock, Anders Bredahl |
|
2016 |
195 |
1 |
p. 71-85 15 p. |
artikel |
11 |
Testing a single regression coefficient in high dimensional linear models
|
Lan, Wei |
|
2016 |
195 |
1 |
p. 154-168 15 p. |
artikel |