| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Adaptive estimation in time series regression models
|
Steigerwald, Douglas G.
|
|
1992
|
54 |
1-3 |
p. 251-275
25 p.
|
artikel
|
| 2 |
An econometric approach to the construction of generalized Theil-Tornqvist indices for multilateral comparisons
|
Selvanathan, E.A.
|
|
1992
|
54 |
1-3 |
p. 335-346
12 p.
|
artikel
|
| 3 |
Computing p-values for the generalized Durbin-Watson and other invariant test statistics
|
Ansley, Craig F.
|
|
1992
|
54 |
1-3 |
p. 277-300
24 p.
|
artikel
|
| 4 |
Discrete/continuous models of consumer demand with binding nonnegativity constraints
|
Chiang, Jeongwen
|
|
1992
|
54 |
1-3 |
p. 79-93
15 p.
|
artikel
|
| 5 |
Editorial Board
|
|
|
1992
|
54 |
1-3 |
p. ii-
1 p.
|
artikel
|
| 6 |
Heteroskedastic cointegration
|
Hansen, Bruce E.
|
|
1992
|
54 |
1-3 |
p. 139-158
20 p.
|
artikel
|
| 7 |
Identification and estimation of noninvertible non-Gaussian MA(q) processes
|
Ramsey, James B.
|
|
1992
|
54 |
1-3 |
p. 301-320
20 p.
|
artikel
|
| 8 |
Index
|
|
|
1992
|
54 |
1-3 |
p. 401-
1 p.
|
artikel
|
| 9 |
Maximum likelihood inference on cointegration and seasonal cointegration
|
Lee, Hahn Shik
|
|
1992
|
54 |
1-3 |
p. 1-47
47 p.
|
artikel
|
| 10 |
Monte Carlo results on several new and existing tests for the error component model
|
Baltagi, Badi H.
|
|
1992
|
54 |
1-3 |
p. 95-120
26 p.
|
artikel
|
| 11 |
On the finite sample behavior of adaptive estimators
|
Steigerwald, Douglas G.
|
|
1992
|
54 |
1-3 |
p. 371-400
30 p.
|
artikel
|
| 12 |
Overdispersion tests for truncated Poisson regression models
|
Gurmu, Shiferaw
|
|
1992
|
54 |
1-3 |
p. 347-370
24 p.
|
artikel
|
| 13 |
Properties of ordinary least squares estimators in regression models with nonspherical disturbances
|
Fiebig, Denzil G.
|
|
1992
|
54 |
1-3 |
p. 321-334
14 p.
|
artikel
|
| 14 |
Quasi-Aitken estimation for heteroskedasticity of unknown form
|
Cragg, John G.
|
|
1992
|
54 |
1-3 |
p. 179-201
23 p.
|
artikel
|
| 15 |
Regression-based methods for using control variates in Monte Carlo experiments
|
Davidson, Russell
|
|
1992
|
54 |
1-3 |
p. 203-222
20 p.
|
artikel
|
| 16 |
Testing and estimating location vectors when the error covariance matrix is unknown
|
Griffiths, William
|
|
1992
|
54 |
1-3 |
p. 121-138
18 p.
|
artikel
|
| 17 |
Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection
|
Hall, Alastair
|
|
1992
|
54 |
1-3 |
p. 223-250
28 p.
|
artikel
|
| 18 |
Testing the null hypothesis of stationarity against the alternative of a unit root
|
Kwiatkowski, Denis
|
|
1992
|
54 |
1-3 |
p. 159-178
20 p.
|
artikel
|
| 19 |
Tests of overidentification and predeterminedness in simultaneous equation models
|
Anderson, T.W.
|
|
1992
|
54 |
1-3 |
p. 49-78
30 p.
|
artikel
|
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