| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Acknowledgement
|
|
|
1994
|
60 |
1-2 |
p. 323-324
2 p.
|
artikel
|
| 2 |
A revealed preference test for weakly separable utility maximization with incomplete adjustment
|
Swofford, James L.
|
|
1994
|
60 |
1-2 |
p. 235-249
15 p.
|
artikel
|
| 3 |
A simplification of the Kopp—Diewert method of decomposing cost efficiency and some implications
|
Mensah, Yaw M.
|
|
1994
|
60 |
1-2 |
p. 133-144
12 p.
|
artikel
|
| 4 |
Confidence sets centered at James—Stein estimators
|
Hwang, J.T.Gene
|
|
1994
|
60 |
1-2 |
p. 145-156
12 p.
|
artikel
|
| 5 |
Dynamic linear models with Markov-switching
|
Kim, Chang-Jin
|
|
1994
|
60 |
1-2 |
p. 1-22
22 p.
|
artikel
|
| 6 |
Editorial Board
|
|
|
1994
|
60 |
1-2 |
p. IFC-
1 p.
|
artikel
|
| 7 |
Exact densities for variance estimators of the structural disturbances in simultaneous equations models
|
Smith, Murray D.
|
|
1994
|
60 |
1-2 |
p. 157-180
24 p.
|
artikel
|
| 8 |
Five alternative methods of estimating long-run equilibrium relationships
|
Gonzalo, Jesus
|
|
1994
|
60 |
1-2 |
p. 203-233
31 p.
|
artikel
|
| 9 |
Generic uniform convergence and equicontinuity concepts for random functions
|
Pötscher, Benedikt M.
|
|
1994
|
60 |
1-2 |
p. 23-63
41 p.
|
artikel
|
| 10 |
Global optimization of statistical functions with simulated annealing
|
Goffe, William L.
|
|
1994
|
60 |
1-2 |
p. 65-99
35 p.
|
artikel
|
| 11 |
Index
|
|
|
1994
|
60 |
1-2 |
p. 325-
1 p.
|
artikel
|
| 12 |
Joint and separate score tests for state dependence and unobserved heterogeneity
|
Jaggia, Sanjiv
|
|
1994
|
60 |
1-2 |
p. 273-291
19 p.
|
artikel
|
| 13 |
Local scale models
|
Shephard, Neil
|
|
1994
|
60 |
1-2 |
p. 181-202
22 p.
|
artikel
|
| 14 |
Selectivity bias correction methods in polychotomous sample selection models
|
Schmertmann, Carl P.
|
|
1994
|
60 |
1-2 |
p. 101-132
32 p.
|
artikel
|
| 15 |
Specification diagnostics for duration models
|
McCall, Brian P.
|
|
1994
|
60 |
1-2 |
p. 293-312
20 p.
|
artikel
|
| 16 |
Spurious regressions and residual-based tests for cointegration when regressors are cointegrated
|
Choi, In
|
|
1994
|
60 |
1-2 |
p. 313-320
8 p.
|
artikel
|
| 17 |
Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (vol. 54 (1992) pp. 223-250)
|
Hall, Alastair
|
|
1994
|
60 |
1-2 |
p. 321-
1 p.
|
artikel
|
| 18 |
Testing for autocorrelation in the presence of lagged dependent variables
|
Dezhbakhsh, Hashem
|
|
1994
|
60 |
1-2 |
p. 251-272
22 p.
|
artikel
|
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