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                             26 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 An alternative corrected ordinary least squares estimator for the stochastic frontier model Parmeter, Christopher F.

64 6 p. 2831-2857
artikel
2 Approximating long-memory processes with low-order autoregressions: Implications for modeling realized volatility Baillie, Richard T.

64 6 p. 2911-2937
artikel
3 A simple, robust test for choosing the level of fixed effects in linear panel data models Papke, Leslie E.

64 6 p. 2683-2701
artikel
4 Assessing the impacts of pandemic and the increase in minimum down payment rate on Shanghai housing prices Li, Hongjun

64 6 p. 2661-2682
artikel
5 Does climate change affect economic data? Choi, In

64 6 p. 2939-2956
artikel
6 DS-HECK: double-lasso estimation of Heckman selection model Hirukawa, Masayuki

64 6 p. 3167-3195
artikel
7 Dynamic panel GMM estimators with improved finite sample properties using parametric restrictions for dimension reduction Han, Chirok

64 6 p. 2589-2610
artikel
8 Forecasting in the presence of in-sample and out-of-sample breaks Xu, Jiawen

64 6 p. 3001-3035
artikel
9 Generalized kernel regularized least squares estimator with parametric error covariance Dang, Justin

64 6 p. 3059-3088
artikel
10 Hotelling tubes, confidence bands and conformal inference Koenker, Roger

64 6 p. 2757-2769
artikel
11 Identification and estimation of categorical random coefficient models Gao, Zhan

64 6 p. 2543-2588
artikel
12 Indirect inference estimation of stochastic production frontier models with skew-normal noise Lai, Hung-pin

64 6 p. 2771-2793
artikel
13 Information loss in volatility measurement with flat price trading Phillips, Peter C. B.

64 6 p. 2957-2999
artikel
14 Internal adjustment costs of firm-specific factors and the neoclassical theory of the firm Chetty, V. K.

64 6 p. 2703-2719
artikel
15 Introduction Kumbhakar, Subal C.

64 6 p. 2467-2474
artikel
16 Likelihood-based inference for dynamic panel data models Ahn, Seung C.

64 6 p. 2859-2909
artikel
17 Multivariate models of commodity futures markets: a dynamic copula approach Chen, Sihong

64 6 p. 3037-3057
artikel
18 Predicting binary outcomes based on the pair-copula construction Lahiri, Kajal

64 6 p. 3089-3119
artikel
19 Proportional incremental cost probability functions and their frontiers Fève, Frédérique

64 6 p. 2721-2756
artikel
20 Public subsidies and innovation: a doubly robust machine learning approach leveraging deep neural networks Varaku, Kerda

64 6 p. 3121-3165
artikel
21 Refined GMM estimators for simultaneous equations models with network interactions Egger, Peter H.

64 6 p. 2535-2542
artikel
22 Robust dynamic space–time panel data models using ε-contamination: an application to crop yields and climate change Baltagi, Badi H.

64 6 p. 2475-2509
artikel
23 Simultaneity in binary outcome models with an application to employment for couples Honoré, Bo E.

64 6 p. 3197-3233
artikel
24 Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects Kapetanios, George

64 6 p. 2611-2659
artikel
25 The noise error component in stochastic frontier analysis Papadopoulos, Alecos

64 6 p. 2795-2829
artikel
26 Unbiased estimation of the OLS covariance matrix when the errors are clustered Boot, Tom

64 6 p. 2511-2533
artikel
                             26 gevonden resultaten
 
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