| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data
|
Kim, Min Seong
|
|
2017
|
197 |
2 |
p. 298-322
25 p.
|
artikel
|
| 2 |
Bayesian mode regression using mixtures of triangular densities
|
Ho, Chi-san
|
|
2017
|
197 |
2 |
p. 273-283
11 p.
|
artikel
|
| 3 |
Editorial Board
|
|
|
2017
|
197 |
2 |
p. IFC-
1 p.
|
artikel
|
| 4 |
Fitting a two phase threshold multiplicative error model
|
Perera, Indeewara
|
|
2017
|
197 |
2 |
p. 348-367
20 p.
|
artikel
|
| 5 |
Inference from high-frequency data: A subsampling approach
|
Christensen, K.
|
|
2017
|
197 |
2 |
p. 245-272
28 p.
|
artikel
|
| 6 |
Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination
|
Christensen, Bent Jesper
|
|
2017
|
197 |
2 |
p. 218-244
27 p.
|
artikel
|
| 7 |
QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices
|
Qu, Xi
|
|
2017
|
197 |
2 |
p. 173-201
29 p.
|
artikel
|
| 8 |
Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models
|
Yang, Yaxing
|
|
2017
|
197 |
2 |
p. 368-381
14 p.
|
artikel
|
| 9 |
Spatial dynamic panel data models with interactive fixed effects
|
Shi, Wei
|
|
2017
|
197 |
2 |
p. 323-347
25 p.
|
artikel
|
| 10 |
Testing for non-correlation between price and volatility jumps
|
Jacod, Jean
|
|
2017
|
197 |
2 |
p. 284-297
14 p.
|
artikel
|
| 11 |
Testing identifying assumptions in nonseparable panel data models
|
Ghanem, Dalia
|
|
2017
|
197 |
2 |
p. 202-217
16 p.
|
artikel
|
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