| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Bayesian estimation of switching ARMA models
|
Billio, M.
|
|
1999
|
93 |
2 |
p. 229-255
27 p.
|
artikel
|
| 2 |
GMM inference when the number of moment conditions is large
|
Koenker, Roger
|
|
1999
|
93 |
2 |
p. 327-344
18 p.
|
artikel
|
| 3 |
How informative is the initial condition in the dynamic panel model with fixed effects?
|
Hahn, Jinyong
|
|
1999
|
93 |
2 |
p. 309-326
18 p.
|
artikel
|
| 4 |
Index
|
|
|
1999
|
93 |
2 |
p. 403-
1 p.
|
artikel
|
| 5 |
Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable
|
Abrevaya, Jason
|
|
1999
|
93 |
2 |
p. 203-228
26 p.
|
artikel
|
| 6 |
Testing for ARCH in the presence of a possibly misspecified conditional mean
|
Lumsdaine, Robin L.
|
|
1999
|
93 |
2 |
p. 257-279
23 p.
|
artikel
|
| 7 |
The distributions of the J and Cox non-nested tests in regression models with weakly correlated regressors
|
Michelis, Leo
|
|
1999
|
93 |
2 |
p. 369-401
33 p.
|
artikel
|
| 8 |
Threshold effects in non-dynamic panels: Estimation, testing, and inference
|
Hansen, Bruce E.
|
|
1999
|
93 |
2 |
p. 345-368
24 p.
|
artikel
|
| 9 |
Weak exogeneity in I(2) VAR systems
|
Paruolo, Paolo
|
|
1999
|
93 |
2 |
p. 281-308
28 p.
|
artikel
|
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