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                             21 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 Acknowledgement 1992
53 1-3 p. 401-403
3 p.
artikel
2 A comparison of several exact and approximate tests for structural shift under heteroscedasticity Thursby, Jerry G.
1992
53 1-3 p. 363-386
24 p.
artikel
3 A monotonic property for iterative GLS in the two-way random effects model Baltagi, Badi H.
1992
53 1-3 p. 45-51
7 p.
artikel
4 Editorial Board 1992
53 1-3 p. IFC-
1 p.
artikel
5 Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends Hansen, Bruce E.
1992
53 1-3 p. 87-121
35 p.
artikel
6 Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone Pesaran, M.Hashem
1992
53 1-3 p. 141-163
23 p.
artikel
7 Estimation of polynomial distributed lags and leads with end point constraints Andrews, Donald W.K.
1992
53 1-3 p. 123-139
17 p.
artikel
8 Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances Giles, Judith A.
1992
53 1-3 p. 345-361
17 p.
artikel
9 Fellow's opinion Maasoumi, Esfandiar
1992
53 1-3 p. 1-4
4 p.
artikel
10 Finite-sample properties of single-equation estimators under structural change Hodoshima, Jiro
1992
53 1-3 p. 189-209
21 p.
artikel
11 Frequency of purchase and the estimation of demand systems Meghir, Costas
1992
53 1-3 p. 53-85
33 p.
artikel
12 Highest predictive density estimator in regression models Iwata, Shigeru
1992
53 1-3 p. 271-295
25 p.
artikel
13 How common is identification in parametric models? McManus, Douglas A.
1992
53 1-3 p. 5-23
19 p.
artikel
14 Index 1992
53 1-3 p. 405-
1 p.
artikel
15 Instrumental variables estimation in errors-in-variables models when instruments are correlated with errors Iwata, Shigeru
1992
53 1-3 p. 297-322
26 p.
artikel
16 Making noisy data sing Tybout, James R.
1992
53 1-3 p. 25-44
20 p.
artikel
17 Maximum likelihood estimation of stationary univariate fractionally integrated time series models Sowell, Fallaw
1992
53 1-3 p. 165-188
24 p.
artikel
18 Saddlepath solutions for multivariate linear rational expectations models Salemi, Michael K.
1992
53 1-3 p. 245-269
25 p.
artikel
19 Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK Johansen, S∅ren
1992
53 1-3 p. 211-244
34 p.
artikel
20 The potential for efficiency gains in estimation from the use of additional moment restrictions Kemp, Gordon C.R.
1992
53 1-3 p. 387-399
13 p.
artikel
21 The power problems of unit root test in time series with autoregressive errors DeJong, David N.
1992
53 1-3 p. 323-343
21 p.
artikel
                             21 gevonden resultaten
 
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