nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Adaptive robust large volatility matrix estimation based on high-frequency financial data
|
Shin, Minseok |
|
|
237 |
1 |
p. |
artikel |
2 |
A new generalized exponentially weighted moving average quantile model and its statistical inference
|
Zhu, Ke |
|
|
237 |
1 |
p. |
artikel |
3 |
Discussion of “What is a standard error?”
|
Powell, James L. |
|
|
237 |
1 |
p. |
artikel |
4 |
Econometric inference on a large Bayesian game with heterogeneous beliefs
|
Kojevnikov, Denis |
|
|
237 |
1 |
p. |
artikel |
5 |
Editorial Board
|
|
|
|
237 |
1 |
p. |
artikel |
6 |
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
|
Fan, Yanqin |
|
|
237 |
1 |
p. |
artikel |
7 |
Identification and estimation of spillover effects in randomized experiments
|
Vazquez-Bare, Gonzalo |
|
|
237 |
1 |
p. |
artikel |
8 |
Identification of dynamic binary response models
|
Khan, S. |
|
|
237 |
1 |
p. |
artikel |
9 |
Identification of mixtures of dynamic discrete choices
|
Higgins, Ayden |
|
|
237 |
1 |
p. |
artikel |
10 |
Inference under covariate-adaptive randomization with imperfect compliance
|
Bugni, Federico A. |
|
|
237 |
1 |
p. |
artikel |
11 |
Linear panel regressions with two-way unobserved heterogeneity
|
Freeman, Hugo |
|
|
237 |
1 |
p. |
artikel |
12 |
Penetrating sporadic return predictability
|
Tu, Yundong |
|
|
237 |
1 |
p. |
artikel |
13 |
Stable outcomes and information in games: An empirical framework
|
Koh, Paul S. |
|
|
237 |
1 |
p. |
artikel |
14 |
Under-identification of structural models based on timing and information set assumptions
|
Ackerberg, Daniel A. |
|
|
237 |
1 |
p. |
artikel |
15 |
What is a standard error?
|
Gelman, Andrew |
|
|
237 |
1 |
p. |
artikel |
16 |
What is uncertainty in today’s practice of data science?
|
Yu, Bin |
|
|
237 |
1 |
p. |
artikel |