nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Additive nonparametric models with time variable and both stationary and nonstationary regressors
|
Dong, Chaohua |
|
2018 |
207 |
1 |
p. 212-236 |
artikel |
2 |
A robust test for network generated dependence
|
Liu, Xiaodong |
|
2018 |
207 |
1 |
p. 92-113 |
artikel |
3 |
Editorial Board
|
|
|
2018 |
207 |
1 |
p. ii |
artikel |
4 |
Estimation of large dimensional factor models with an unknown number of breaks
|
Ma, Shujie |
|
2018 |
207 |
1 |
p. 1-29 |
artikel |
5 |
Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models
|
Hsiao, Cheng |
|
2018 |
207 |
1 |
p. 114-128 |
artikel |
6 |
Linear double autoregression
|
Zhu, Qianqian |
|
2018 |
207 |
1 |
p. 162-174 |
artikel |
7 |
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
|
Bollerslev, Tim |
|
2018 |
207 |
1 |
p. 71-91 |
artikel |
8 |
On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson–Rubin test under conditional homoskedasticity
|
Wang, Wenjie |
|
2018 |
207 |
1 |
p. 188-211 |
artikel |
9 |
Sequential estimation of censored quantile regression models
|
Chen, Songnian |
|
2018 |
207 |
1 |
p. 30-52 |
artikel |
10 |
Specification tests based on MCMC output
|
Li, Yong |
|
2018 |
207 |
1 |
p. 237-260 |
artikel |
11 |
Testing endogeneity with high dimensional covariates
|
Guo, Zijian |
|
2018 |
207 |
1 |
p. 175-187 |
artikel |
12 |
Tests of stochastic monotonicity with improved power
|
Seo, Juwon |
|
2018 |
207 |
1 |
p. 53-70 |
artikel |
13 |
Uniform confidence bands in deconvolution with unknown error distribution
|
Kato, Kengo |
|
2018 |
207 |
1 |
p. 129-161 |
artikel |