| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A numerically stable quadrature procedure for the one-factor random-component discrete choice model
|
Lee, Lung-fei
|
|
2000
|
95 |
1 |
p. 117-129
13 p.
|
artikel
|
| 2 |
Bayesian analysis of ARMA–GARCH models: A Markov chain sampling approach
|
Nakatsuma, Teruo
|
|
2000
|
95 |
1 |
p. 57-69
13 p.
|
artikel
|
| 3 |
Detection of change in persistence of a linear time series
|
Kim, Jae-Young
|
|
2000
|
95 |
1 |
p. 97-116
20 p.
|
artikel
|
| 4 |
Estimating the density of unemployment duration based on contaminated samples or small samples
|
Ryu, Hang K.
|
|
2000
|
95 |
1 |
p. 131-156
26 p.
|
artikel
|
| 5 |
Estimation of a censored regression panel data model using conditional moment restrictions efficiently
|
Charlier, Erwin
|
|
2000
|
95 |
1 |
p. 25-56
32 p.
|
artikel
|
| 6 |
On the sensitivity of the usual t- and F-tests to covariance misspecification
|
Banerjee, Anurag N.
|
|
2000
|
95 |
1 |
p. 157-176
20 p.
|
artikel
|
| 7 |
Rank estimation of a generalized fixed-effects regression model
|
Abrevaya, Jason
|
|
2000
|
95 |
1 |
p. 1-23
23 p.
|
artikel
|
| 8 |
Testing for the cointegrating rank of a VAR process with a time trend
|
Lütkepohl, Helmut
|
|
2000
|
95 |
1 |
p. 177-198
22 p.
|
artikel
|
| 9 |
Testing time reversibility without moment restrictions
|
Chen, Yi-Ting
|
|
2000
|
95 |
1 |
p. 199-218
20 p.
|
artikel
|
| 10 |
Unit root tests in the presence of uncertainty about the non-stochastic trend
|
Ayat, Leila
|
|
2000
|
95 |
1 |
p. 71-96
26 p.
|
artikel
|
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