| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A consistent bootstrap procedure for the maximum score estimator
|
Patra, Rohit Kumar
|
|
2018
|
205 |
2 |
p. 488-507
|
artikel
|
| 2 |
Bounds on treatment effects on transitions
|
Vikström, Johan
|
|
2018
|
205 |
2 |
p. 448-469
|
artikel
|
| 3 |
Editorial Board
|
|
|
2018
|
205 |
2 |
p. ii
|
artikel
|
| 4 |
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
|
Francq, Christian
|
|
2018
|
205 |
2 |
p. 381-401
|
artikel
|
| 5 |
Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference
|
Hillier, Grant
|
|
2018
|
205 |
2 |
p. 402-422
|
artikel
|
| 6 |
Inference on the tail process with application to financial time series modeling
|
Davis, Richard A.
|
|
2018
|
205 |
2 |
p. 508-525
|
artikel
|
| 7 |
Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment
|
Christensen, Kim
|
|
2018
|
205 |
2 |
p. 336-362
|
artikel
|
| 8 |
Nonparametric estimation of first-price auctions with risk-averse bidders
|
Zincenko, Federico
|
|
2018
|
205 |
2 |
p. 303-335
|
artikel
|
| 9 |
Robust and efficient estimation for the treatment effect in causal inference and missing data problems
|
Lin, Huazhen
|
|
2018
|
205 |
2 |
p. 363-380
|
artikel
|
| 10 |
Stochastic tail index model for high frequency financial data with Bayesian analysis
|
Mao, Guangyu
|
|
2018
|
205 |
2 |
p. 470-487
|
artikel
|
| 11 |
Unified M -estimation of fixed-effects spatial dynamic models with short panels
|
Yang, Zhenlin
|
|
2018
|
205 |
2 |
p. 423-447
|
artikel
|
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