| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A geometric approach to inference in set-identified entry games
|
Bontemps, Christian
|
|
|
218 |
2 |
p. 373-389
|
artikel
|
| 2 |
A Simple R-estimation method for semiparametric duration models
|
Hallin, Marc
|
|
|
218 |
2 |
p. 736-749
|
artikel
|
| 3 |
Bootstrapping factor models with cross sectional dependence
|
Gonçalves, Sílvia
|
|
|
218 |
2 |
p. 476-495
|
artikel
|
| 4 |
Editorial Board
|
|
|
|
218 |
2 |
p. ii
|
artikel
|
| 5 |
Editors’ Introduction
|
Carrasco, Marine
|
|
|
218 |
2 |
p. 243-246
|
artikel
|
| 6 |
Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: Invariance and finite-sample distributional theory
|
Doko Tchatoka, Firmin
|
|
|
218 |
2 |
p. 390-418
|
artikel
|
| 7 |
Generic results for establishing the asymptotic size of confidence sets and tests
|
Andrews, Donald W.K.
|
|
|
218 |
2 |
p. 496-531
|
artikel
|
| 8 |
Impossible inference in econometrics: Theory and applications
|
Bertanha, Marinho
|
|
|
218 |
2 |
p. 247-270
|
artikel
|
| 9 |
Inference in partially identified heteroskedastic simultaneous equations models
|
Lütkepohl, Helmut
|
|
|
218 |
2 |
p. 317-345
|
artikel
|
| 10 |
Inference in second-order identified models
|
Dovonon, Prosper
|
|
|
218 |
2 |
p. 346-372
|
artikel
|
| 11 |
Inference of local regression in the presence of nuisance parameters
|
Xu, Ke-Li
|
|
|
218 |
2 |
p. 532-560
|
artikel
|
| 12 |
Likelihood ratio testing in linear state space models: An application to dynamic stochastic general equilibrium models
|
Komunjer, Ivana
|
|
|
218 |
2 |
p. 561-586
|
artikel
|
| 13 |
Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
|
Khalaf, Lynda
|
|
|
218 |
2 |
p. 419-434
|
artikel
|
| 14 |
Randomization inference for difference-in-differences with few treated clusters
|
MacKinnon, James G.
|
|
|
218 |
2 |
p. 435-450
|
artikel
|
| 15 |
Regression discontinuity designs, white noise models, and minimax
|
Tuvaandorj, Purevdorj
|
|
|
218 |
2 |
p. 587-608
|
artikel
|
| 16 |
Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects
|
Galbraith, John W.
|
|
|
218 |
2 |
p. 609-632
|
artikel
|
| 17 |
Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects
|
Gungor, Sermin
|
|
|
218 |
2 |
p. 750-770
|
artikel
|
| 18 |
Stationary bubble equilibria in rational expectation models
|
Gourieroux, C.
|
|
|
218 |
2 |
p. 714-735
|
artikel
|
| 19 |
Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
|
Ghysels, Eric
|
|
|
218 |
2 |
p. 633-654
|
artikel
|
| 20 |
Testing distributional assumptions using a continuum of moments
|
Amengual, Dante
|
|
|
218 |
2 |
p. 655-689
|
artikel
|
| 21 |
Testing identification strength
|
Antoine, Bertille
|
|
|
218 |
2 |
p. 271-293
|
artikel
|
| 22 |
Testing the impossible: Identifying exclusion restrictions
|
Kiviet, Jan F.
|
|
|
218 |
2 |
p. 294-316
|
artikel
|
| 23 |
The fast iterated bootstrap
|
Davidson, Russell
|
|
|
218 |
2 |
p. 451-475
|
artikel
|
| 24 |
Volatility regressions with fat tails
|
Kim, Jihyun
|
|
|
218 |
2 |
p. 690-713
|
artikel
|
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