| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Comment on “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors”
|
Bognanni, Mark
|
|
|
227 |
2 |
p. 498-505
|
artikel
|
| 2 |
Corrigendum to “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors” [J. Econometrics 212 (1) (2019) 137–154]
|
Carriero, Andrea
|
|
|
227 |
2 |
p. 506-512
|
artikel
|
| 3 |
Corrigendum to “Predictability of stock returns and asset allocation under structural breaks” [J. Econometrics 164 (2011) 60–78]
|
Pettenuzzo, Davide
|
|
|
227 |
2 |
p. 513-517
|
artikel
|
| 4 |
Editorial Board
|
|
|
|
227 |
2 |
p. ii
|
artikel
|
| 5 |
Functional coefficient panel modeling with communal smoothing covariates
|
Phillips, Peter C.B.
|
|
|
227 |
2 |
p. 371-407
|
artikel
|
| 6 |
Maximum likelihood estimation for score-driven models
|
Blasques, Francisco
|
|
|
227 |
2 |
p. 325-346
|
artikel
|
| 7 |
Residual-augmented IVX predictive regression
|
Demetrescu, Matei
|
|
|
227 |
2 |
p. 429-460
|
artikel
|
| 8 |
Semiparametric testing with highly persistent predictors
|
Werker, Bas J.M.
|
|
|
227 |
2 |
p. 347-370
|
artikel
|
| 9 |
Simultaneous inference for time-varying models
|
Karmakar, Sayar
|
|
|
227 |
2 |
p. 408-428
|
artikel
|
| 10 |
Stationary vine copula models for multivariate time series
|
Nagler, Thomas
|
|
|
227 |
2 |
p. 305-324
|
artikel
|
| 11 |
The drift burst hypothesis
|
Christensen, Kim
|
|
|
227 |
2 |
p. 461-497
|
artikel
|
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