| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Editorial Board
|
|
|
|
244 |
2 |
p.
|
artikel
|
| 2 |
Estimation of continuous-time linear DSGE models from discrete-time measurements
|
Christensen, Bent Jesper
|
|
|
244 |
2 |
p.
|
artikel
|
| 3 |
Functional quantile autoregression
|
Dong, Chaohua
|
|
|
244 |
2 |
p.
|
artikel
|
| 4 |
Introduction to the Themed Issue: Macroeconometrics
|
Qu, Zhongjun
|
|
|
244 |
2 |
p.
|
artikel
|
| 5 |
Local projections in unstable environments
|
Inoue, Atsushi
|
|
|
244 |
2 |
p.
|
artikel
|
| 6 |
Local projections vs. VARs: Lessons from thousands of DGPs
|
Li, Dake
|
|
|
244 |
2 |
p.
|
artikel
|
| 7 |
Reprint of: Out-of-sample tests for conditional quantile coverage: An application to Growth-at-Risk
|
Corradi, Valentina
|
|
|
244 |
2 |
p.
|
artikel
|
| 8 |
Reprint of: Robust inference on correlation under general heterogeneity
|
Giraitis, Liudas
|
|
|
244 |
2 |
p.
|
artikel
|
| 9 |
Reprint of: The likelihood ratio test for structural changes in factor models
|
Bai, Jushan
|
|
|
244 |
2 |
p.
|
artikel
|
| 10 |
Scenario-based quantile connectedness of the U.S. interbank liquidity risk network
|
Ando, Tomohiro
|
|
|
244 |
2 |
p.
|
artikel
|
| 11 |
Some fixed- b results for regressions with high frequency data over long spans
|
Hwang, Taeyoon
|
|
|
244 |
2 |
p.
|
artikel
|
| 12 |
Specification tests for non-Gaussian structural vector autoregressions
|
Amengual, Dante
|
|
|
244 |
2 |
p.
|
artikel
|
| 13 |
State-dependent local projections
|
Gonçalves, Sílvia
|
|
|
244 |
2 |
p.
|
artikel
|
| 14 |
Target PCA: Transfer learning large dimensional panel data
|
Duan, Junting
|
|
|
244 |
2 |
p.
|
artikel
|
| 15 |
Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors
|
Gorgi, Paolo
|
|
|
244 |
2 |
p.
|
artikel
|
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