| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A doubly corrected robust variance estimator for linear GMM
|
Hwang, Jungbin
|
|
|
229 |
2 |
p. 276-298
|
artikel
|
| 2 |
Editorial Board
|
|
|
|
229 |
2 |
p. ii
|
artikel
|
| 3 |
Nonparametric estimation of the random coefficients model: An elastic net approach
|
Heiss, Florian
|
|
|
229 |
2 |
p. 299-321
|
artikel
|
| 4 |
On improvability of model selection by model averaging
|
Peng, Jingfu
|
|
|
229 |
2 |
p. 246-262
|
artikel
|
| 5 |
On LASSO for predictive regression
|
Lee, Ji Hyung
|
|
|
229 |
2 |
p. 322-349
|
artikel
|
| 6 |
Semiparametric model averaging prediction for dichotomous response
|
Fang, Fang
|
|
|
229 |
2 |
p. 219-245
|
artikel
|
| 7 |
Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect
|
Hoshino, Tadao
|
|
|
229 |
2 |
p. 263-275
|
artikel
|
| 8 |
Spurious functional-coefficient regression models and robust inference with marginal integration
|
Tu, Yundong
|
|
|
229 |
2 |
p. 396-421
|
artikel
|
| 9 |
Testing the eigenvalue structure of spot and integrated covariance
|
Dovonon, Prosper
|
|
|
229 |
2 |
p. 363-395
|
artikel
|
| 10 |
Transformations and moment conditions for dynamic fixed effects logit models
|
Kitazawa, Yoshitsugu
|
|
|
229 |
2 |
p. 350-362
|
artikel
|
| 11 |
Volatility of volatility: Estimation and tests based on noisy high frequency data with jumps
|
Li, Yingying
|
|
|
229 |
2 |
p. 422-451
|
artikel
|
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