| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A multivariate stochastic unit root model with an application to derivative pricing
|
Lieberman, Offer
|
|
2017
|
196 |
1 |
p. 99-110
12 p.
|
artikel
|
| 2 |
A new approach to model regime switching
|
Chang, Yoosoon
|
|
2017
|
196 |
1 |
p. 127-143
17 p.
|
artikel
|
| 3 |
Asymptotics for recurrent diffusions with application to high frequency regression
|
Kim, Jihyun
|
|
2017
|
196 |
1 |
p. 37-54
18 p.
|
artikel
|
| 4 |
A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks
|
Feng, Guohua
|
|
2017
|
196 |
1 |
p. 68-82
15 p.
|
artikel
|
| 5 |
Data revisions and DSGE models
|
Galvão, Ana Beatriz
|
|
2017
|
196 |
1 |
p. 215-232
18 p.
|
artikel
|
| 6 |
Editorial Board
|
|
|
2017
|
196 |
1 |
p. IFC-
1 p.
|
artikel
|
| 7 |
Efficient estimation in models with independence restrictions
|
Poirier, Alexandre
|
|
2017
|
196 |
1 |
p. 1-22
22 p.
|
artikel
|
| 8 |
Estimating smooth structural change in cointegration models
|
Phillips, Peter C.B.
|
|
2017
|
196 |
1 |
p. 180-195
16 p.
|
artikel
|
| 9 |
Forecasting cointegrated nonstationary time series with time-varying variance
|
Tu, Yundong
|
|
2017
|
196 |
1 |
p. 83-98
16 p.
|
artikel
|
| 10 |
Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models
|
Yang, Kai
|
|
2017
|
196 |
1 |
p. 196-214
19 p.
|
artikel
|
| 11 |
Impulse response matching estimators for DSGE models
|
Guerron-Quintana, Pablo
|
|
2017
|
196 |
1 |
p. 144-155
12 p.
|
artikel
|
| 12 |
Inference and testing on the boundary in extended constant conditional correlation GARCH models
|
Pedersen, Rasmus Søndergaard
|
|
2017
|
196 |
1 |
p. 23-36
14 p.
|
artikel
|
| 13 |
Inference in semiparametric conditional moment models with partial identification
|
Hong, Shengjie
|
|
2017
|
196 |
1 |
p. 156-179
24 p.
|
artikel
|
| 14 |
Rolling window selection for out-of-sample forecasting with time-varying parameters
|
Inoue, Atsushi
|
|
2017
|
196 |
1 |
p. 55-67
13 p.
|
artikel
|
| 15 |
Statistical inference for independent component analysis: Application to structural VAR models
|
Gouriéroux, Christian
|
|
2017
|
196 |
1 |
p. 111-126
16 p.
|
artikel
|
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