| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A goodness-of-fit test for copulas based on martingale transformation
|
Lu, Xiaohui
|
|
|
215 |
1 |
p. 84-117
|
artikel
|
| 2 |
Determining individual or time effects in panel data models
|
Lu, Xun
|
|
|
215 |
1 |
p. 60-83
|
artikel
|
| 3 |
Does modeling a structural break improve forecast accuracy?
|
Boot, Tom
|
|
|
215 |
1 |
p. 35-59
|
artikel
|
| 4 |
Editorial Board
|
|
|
|
215 |
1 |
p. ii
|
artikel
|
| 5 |
Hybrid stochastic local unit roots
|
Lieberman, Offer
|
|
|
215 |
1 |
p. 257-285
|
artikel
|
| 6 |
Identification and estimation of time-varying nonseparable panel data models without stayers
|
Ishihara, Takuya
|
|
|
215 |
1 |
p. 184-208
|
artikel
|
| 7 |
Inference for local distributions at high sampling frequencies: A bootstrap approach
|
Hounyo, Ulrich
|
|
|
215 |
1 |
p. 1-34
|
artikel
|
| 8 |
Inference on distribution functions under measurement error
|
Adusumilli, Karun
|
|
|
215 |
1 |
p. 131-164
|
artikel
|
| 9 |
Nonparametric identification of discrete choice models with lagged dependent variables
|
Williams, Benjamin
|
|
|
215 |
1 |
p. 286-304
|
artikel
|
| 10 |
Non-standard inference for augmented double autoregressive models with null volatility coefficients
|
Jiang, Feiyu
|
|
|
215 |
1 |
p. 165-183
|
artikel
|
| 11 |
Semiparametric estimation of a censored regression model with endogeneity
|
Chen, Songnian
|
|
|
215 |
1 |
p. 239-256
|
artikel
|
| 12 |
Sequential monitoring for changes from stationarity to mild non-stationarity
|
Horváth, Lajos
|
|
|
215 |
1 |
p. 209-238
|
artikel
|
| 13 |
Ultrahigh dimensional precision matrix estimation via refitted cross validation
|
Wang, Luheng
|
|
|
215 |
1 |
p. 118-130
|
artikel
|
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