| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Annals Issue: PI-Day Honoring Pierre Perron
|
Ng, Serena
|
|
|
224 |
1 |
p. 1-2
|
artikel
|
| 2 |
Boosting high dimensional predictive regressions with time varying parameters
|
Yousuf, Kashif
|
|
|
224 |
1 |
p. 60-87
|
artikel
|
| 3 |
Bootstrapping non-stationary stochastic volatility
|
Boswijk, H. Peter
|
|
|
224 |
1 |
p. 161-180
|
artikel
|
| 4 |
Consistent inference for predictive regressions in persistent economic systems
|
Andersen, Torben G.
|
|
|
224 |
1 |
p. 215-244
|
artikel
|
| 5 |
Continuous record Laplace-based inference about the break date in structural change models
|
Casini, Alessandro
|
|
|
224 |
1 |
p. 3-21
|
artikel
|
| 6 |
Dynamic spatial panel data models with common shocks
|
Bai, Jushan
|
|
|
224 |
1 |
p. 134-160
|
artikel
|
| 7 |
Editorial Board
|
|
|
|
224 |
1 |
p. ii
|
artikel
|
| 8 |
Inference after estimation of breaks
|
Andrews, Isaiah
|
|
|
224 |
1 |
p. 39-59
|
artikel
|
| 9 |
Inference in time series models using smoothed-clustered standard errors
|
Rho, Seunghwa
|
|
|
224 |
1 |
p. 113-133
|
artikel
|
| 10 |
Sieve estimation of option-implied state price density
|
Lu, Junwen
|
|
|
224 |
1 |
p. 88-112
|
artikel
|
| 11 |
Simple estimators and inference for higher-order stochastic volatility models
|
Ahsan, Md. Nazmul
|
|
|
224 |
1 |
p. 181-197
|
artikel
|
| 12 |
Simple tests for stock return predictability with good size and power properties
|
Harvey, David I.
|
|
|
224 |
1 |
p. 198-214
|
artikel
|
| 13 |
Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration
|
Carrion-i-Silvestre, Josep Lluís
|
|
|
224 |
1 |
p. 22-38
|
artikel
|
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