| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Asymptotic inference about predictive accuracy using high frequency data
|
Li, Jia
|
|
2018
|
203 |
2 |
p. 223-240
|
artikel
|
| 2 |
A unified approach to volatility estimation in the presence of both rounding and random market microstructure noise
|
Li, Yingying
|
|
2018
|
203 |
2 |
p. 187-222
|
artikel
|
| 3 |
Bayesian nonparametric vector autoregressive models
|
Kalli, Maria
|
|
2018
|
203 |
2 |
p. 267-282
|
artikel
|
| 4 |
Consistent estimation of linear regression models using matched data
|
Hirukawa, Masayuki
|
|
2018
|
203 |
2 |
p. 344-358
|
artikel
|
| 5 |
Delta-method inference for a class of set-identified SVARs
|
Gafarov, Bulat
|
|
2018
|
203 |
2 |
p. 316-327
|
artikel
|
| 6 |
Editorial Board
|
|
|
2018
|
203 |
2 |
p. ii
|
artikel
|
| 7 |
Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects
|
Sun, Yiguo
|
|
2018
|
203 |
2 |
p. 359-378
|
artikel
|
| 8 |
Identification and estimation of incomplete information games with multiple equilibria
|
Xiao, Ruli
|
|
2018
|
203 |
2 |
p. 328-343
|
artikel
|
| 9 |
Nonparametric heteroskedasticity in persistent panel processes: An application to earnings dynamics
|
Botosaru, Irene
|
|
2018
|
203 |
2 |
p. 283-296
|
artikel
|
| 10 |
On the choice of test statistic for conditional moment inequalities
|
Armstrong, Timothy B.
|
|
2018
|
203 |
2 |
p. 241-255
|
artikel
|
| 11 |
Resolution of policy uncertainty and sudden declines in volatility
|
Amengual, Dante
|
|
2018
|
203 |
2 |
p. 297-315
|
artikel
|
| 12 |
Testing for self-excitation in jumps
|
Boswijk, H. Peter
|
|
2018
|
203 |
2 |
p. 256-266
|
artikel
|
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