| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data
|
Lam, Clifford
|
|
|
206 |
1 |
p. 226-257
|
artikel
|
| 2 |
A semi-nonparametric estimator of regression discontinuity design with discrete duration outcomes
|
Xu, Ke-Li
|
|
|
206 |
1 |
p. 258-278
|
artikel
|
| 3 |
Best subset binary prediction
|
Chen, Le-Yu
|
|
|
206 |
1 |
p. 39-56
|
artikel
|
| 4 |
Comparing distributions by multiple testing across quantiles or CDF values
|
Goldman, Matt
|
|
|
206 |
1 |
p. 143-166
|
artikel
|
| 5 |
Confidence regions for entries of a large precision matrix
|
Chang, Jinyuan
|
|
|
206 |
1 |
p. 57-82
|
artikel
|
| 6 |
Editorial Board
|
|
|
|
206 |
1 |
p. ii
|
artikel
|
| 7 |
Efficient asymptotic variance reduction when estimating volatility in high frequency data
|
Clinet, Simon
|
|
|
206 |
1 |
p. 103-142
|
artikel
|
| 8 |
Nonparametric identification of the distribution of random coefficients in binary response static games of complete information
|
Dunker, Fabian
|
|
|
206 |
1 |
p. 83-102
|
artikel
|
| 9 |
Partial identification and inference in censored quantile regression
|
Fan, Yanqin
|
|
|
206 |
1 |
p. 1-38
|
artikel
|
| 10 |
Portfolio optimization based on stochastic dominance and empirical likelihood
|
Post, Thierry
|
|
|
206 |
1 |
p. 167-186
|
artikel
|
| 11 |
Simultaneous multiple change-point and factor analysis for high-dimensional time series
|
Barigozzi, Matteo
|
|
|
206 |
1 |
p. 187-225
|
artikel
|
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