| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Bayesian estimation of dynamic asset pricing models with informative observations
|
Fulop, Andras
|
|
2019
|
209 |
1 |
p. 114-138
|
artikel
|
| 2 |
Corrigendum to “Inference on impulse response functions in structural VAR models” [J. Econometrics 177 (2013) 1–13]
|
Inoue, Atsushi
|
|
2019
|
209 |
1 |
p. 139-143
|
artikel
|
| 3 |
Editorial Board
|
|
|
2019
|
209 |
1 |
p. ii
|
artikel
|
| 4 |
Model averaging based on leave-subject-out cross-validation for vector autoregressions
|
Liao, Jun
|
|
2019
|
209 |
1 |
p. 35-60
|
artikel
|
| 5 |
Nearly weighted risk minimal unbiased estimation
|
Müller, Ulrich K.
|
|
2019
|
209 |
1 |
p. 18-34
|
artikel
|
| 6 |
New results on the identification of stochastic bargaining models
|
Merlo, Antonio
|
|
2019
|
209 |
1 |
p. 79-93
|
artikel
|
| 7 |
Quantile regression for duration models with time-varying regressors
|
Chen, Songnian
|
|
2019
|
209 |
1 |
p. 1-17
|
artikel
|
| 8 |
Structured volatility matrix estimation for non-synchronized high-frequency financial data
|
Fan, Jianqing
|
|
2019
|
209 |
1 |
p. 61-78
|
artikel
|
| 9 |
The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification
|
Li, Chuhui
|
|
2019
|
209 |
1 |
p. 94-113
|
artikel
|
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