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                             203 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 A comparison of some robust, adaptive, and partially adaptive estimators of regression models Mcdonald, James B.
1993
1 p. 103-124
artikel
2 A lagrange multiplier test for the error components model with incomplete panels Baltagi, Badi H.
1990
1 p. 103-107
artikel
3 An empirical investigation of the box-cox model and a nonlinear least squares alternative Berndt, Ernst R.
1993
1 p. 65-102
artikel
4 A neural' network applied to tlie calculation of lyapunov exponents Kaashoek, Johan F.
1994
1 p. 123-137
artikel
5 An Exactly aggregable trigonometric engel curve demand system Lewbel, Arthur
1998
1 p. 97-102
artikel
6 An excursion into conditional varianceland* Hendry, David F.
1986
1 p. 63-69
artikel
7 A note on adaptation in garch models Gonzalez-Rivera, Gloria
1997
1 p. 55-68
artikel
8 A note on estimating regression coefficients with missing data Lien, Donald
1992
1 p. 119-122
artikel
9 An R2criterion based on optimal predictors Taylor, Larry W.
1997
1 p. 109-118
artikel
10 A residual-based test of the null of cointegration in panel data McCoskey, Suzanne
1998
1 p. 57-84
artikel
11 Artificial neural networks: an econometric perspective Kuan, Chung-Ming
1994
1 p. 1-91
artikel
12 Artificial neural networks for some macroeconomic series: A first report Maasoumi, E.
1994
1 p. 105-122
artikel
13 A separability result for gmm estimation, with applications to gls prediction and conditional moment tests Ahu, Seung C.
1995
1 p. 19-34
artikel
14 A sequential testing procedure for outliers and structural change McAleer, Michael
1998
1 p. 103-111
artikel
15 A test of the normality assumption in ordered probit model Glewwe, P.
1997
1 p. 1-19
artikel
16 A tobit model with garch errors Calzolari, Giorgio
1998
1 p. 85-104
artikel
17 A variant on the argument for the invariance of estimators in a singular system of equations Mclaren, Keith R.
1990
1 p. 91-102
artikel
18 A vector of quarters representation for bivariate time series Hans, Franses Philip
1995
1 p. 55-63
artikel
19 Benefits and limitations of panel data Hsiao, Cheng
1985
1 p. 121-174
artikel
20 Book review Ericsson, Neil R.
1995
1 p. 121-133
artikel
21 Book review Marquez, Jaime
2000
1 p. 139-144
artikel
22 Book review McKenzie, Colin
1993
1 p. 133-135
artikel
23 Book review Campos, Julia
1998
1 p. 105-108
artikel
24 Book review Hamilton, James D.
2000
1 p. 135-137
artikel
25 Book review Mckenzie, Colin
1992
1 p. 123-127
artikel
26 Book review Hallett, Andrews Hughes
1990
1 p. 117-121
artikel
27 Book Review: Panel Data Econometrics Girma, Sourafel
2005
1 p. 109-111
artikel
28 Bootstrap tests: how many bootstraps? Davidson, Russell
2000
1 p. 55-68
artikel
29 Calibration as estimation Gregory, Allan W.
1990
1 p. 57-89
artikel
30 Checks of model adequacy for univariate time series models and their applications to econometric relationships: Comment Bera, Anil K.
1998
1 p. 43-48
artikel
31 Checks of model adequacy for univariate time series models and their application to econometric relationships Godfrey, L. G.
1988
1 p. 1-42
artikel
32 Coherence, “improper” priors, and finite additivity Seidenfeld, Teddy
1985
1 p. 81-91
artikel
33 Comment 1982
1 p. 71-79
artikel
34 Comment Klein, Roger W.
1982
1 p. 137-140
artikel
35 Comment Dhrymes, Phoebus F.
1982
1 p. 129-132
artikel
36 Comment Geweke, John
1984
1 p. 105-112
artikel
37 Comment Cooley, Thomas F.
1984
1 p. 101-104
artikel
38 Comment Solon, Gary
1985
1 p. 183-186
artikel
39 Comment Nickell, Stephen
1985
1 p. 179-182
artikel
40 Comment Browing, Martin
1986
1 p. 153-158
artikel
41 Comment Bover, Olympia
1989
1 p. 89-91
artikel
42 Comment Jean-Francois, Richard
1982
1 p. 81-87
artikel
43 Comment Leamer, Edward E.
1982
1 p. 141-145
artikel
44 Comment Steven, Garber
1982
1 p. 133-136
artikel
45 Comment Newbold, Paul
1984
1 p. 125-130
artikel
46 Comment Malinvaud, E.
1984
1 p. 113-117
artikel
47 Comment Melino, Angelo
1984
1 p. 119-123
artikel
48 Comment Good, I. J.
1985
1 p. 69-74
artikel
49 Comment Jakubson, George
1985
1 p. 175-178
artikel
50 Comment Smiley, T. J.
1985
1 p. 93-99
artikel
51 Comment Kiefer, Nicholas M.
1986
1 p. 159-162
artikel
52 Comment Manski, Charles F.
1987
1 p. 59-64
artikel
53 Comment Mizon, Grayham E.
1983
1 p. 131-136
artikel
54 Comment Haasoumi, Eslandlar
1983
1 p. 61-69
artikel
55 Comment Hendry, David F.
1983
1 p. 111-114
artikel
56 Comment Klein, Roger W.
1983
1 p. 115-119
artikel
57 Comment McAleer, Michael
1983
1 p. 121-130
artikel
58 Comment Basmann, P. I.
1983
1 p. 49-53
artikel
59 Comment Morimune, Kimio
1983
1 p. 137-143
artikel
60 Comment Pesaran, M. H.
1983
1 p. 145-149
artikel
61 Comment Mariano, Roberto S.
1983
1 p. 71-74
artikel
62 Comment Morimune, Kimio
1983
1 p. 75-80
artikel
63 Comment Altonji, Joseph G.
1986
1 p. 147-151
artikel
64 Comment Pantula, Sastry G.
1986
1 p. 71-74
artikel
65 Comment Zin, Stanley E.
1986
1 p. 75-80
artikel
66 Comment Powell, James L.
1987
1 p. 65-78
artikel
67 Comment Reichlin, Lucrezia
1989
1 p. 123-131
artikel
68 Comment Dolado, J. J.
1989
1 p. 101-109
artikel
69 Comment Hendry, David F.
1989
1 p. 111-121
artikel
70 Comment: a model specification test for state space model Dorfman, Jeffrey H.
1991
1 p. 67-73
artikel
71 Comment on artificial neural networks: An econometric perspective Lewbel, Arthur
1994
1 p. 99-103
artikel
72 Comment on “artificial neural networks: an econometric perspective” by chung-ming kuan and halbert white Bierens, Herman J.
1994
1 p. 93-97
artikel
73 Comment on “recent developments in bootstrapping time series” 2000
1 p. 49-54
artikel
74 Comment on state space modeling of multiple time series Deistler, Manfred
1991
1 p. 61-65
artikel
75 Comments Anderson, T. W.
1983
1 p. 41-47
artikel
76 Comments on goodness-of-fitmeasures in binary choice models by frank windmeijer Veall, Michael R.
1995
1 p. 117-120
artikel
77 Comments on the economdrics of female labor supply and children by alice and kasao nokalnura Blundell, Richard
1992
1 p. 73-77
artikel
78 Comments on the econometrics of female labor supply and children by alice and kasao nokalnura Laisney, Francois
1992
1 p. 89-91
artikel
79 Comments on the econometrics of female labor supply and children by alice and masao nokalnura Browning, Martin
1992
1 p. 79-83
artikel
80 Comments on the econometrics of female labor supply and children by alice and masao nokalnura Blomquist, N. Soren
1992
1 p. 85-87
artikel
81 Comment whither disequilibrium econometrics? Hendry, David F.
1982
1 p. 65-70
artikel
82 Commet Geweke, John
1986
1 p. 57-61
artikel
83 Comparing approximations to the expectation of a ratio of quadratic forms in normal variables Smith, Murray D.
1996
1 p. 81-95
artikel
84 Computing nonparametric functional estimates in semiparametric problems Delgado, Miguel A.
1993
1 p. 125-128
artikel
85 Confidence intervals for impulse responses under departures from normality Kilian, Lutz
1998
1 p. 1-29
artikel
86 Diagnostics for the diagnostics Godfrey, L. G.
1998
1 p. 59-62
artikel
87 Econometric approaches to the specification of life-cycle labour supply and commodity demand behaviour Blundell, Richard
1986
1 p. 89-146
artikel
88 Econometric approaches to the specification of life cycle labour supply and commodity demand behaviour Blundell, Richard
1987
1 p. 103-165
artikel
89 Econometric disequilibrium models Quandt, Richard E.
1982
1 p. 1-63
artikel
90 Econometric Reviews 1991
1 p. 93-96
artikel
91 Econometric Reviews Aoki, M.
1991
1 p. 97-99
artikel
92 Econometric reviews Peracchi, F.
1987
1 p. 41-54
artikel
93 Editorial 1987
1 p. 1-3
artikel
94 Editorial board 1991
1 p. 1
artikel
95 Editorial board 1993
1 p. 1
artikel
96 Editorial board 1994
1 p. 1
artikel
97 Editorial board 2000
1 p. 1
artikel
98 Editorial board 1989
1 p. 1
artikel
99 Editorial board 1992
1 p. 1
artikel
100 Editorial board 1996
1 p. 1
artikel
101 Editorial board 1997
1 p. 1
artikel
102 Editorial board 1998
1 p. 1
artikel
103 Editorial board 1990
1 p. 1
artikel
104 Editorial board 1995
1 p. 1
artikel
105 Editorial board 1999
1 p. 1
artikel
106 Editorial Board 1986
1 p. 1
artikel
107 Editorial comment 1986
1 p. 3
artikel
108 Editorial notes 1993
1 p. 5
artikel
109 Editor's Note 2004
1 p. 5
artikel
110 Estimating consumer surplus comments on "using simulation methods for bayesian econometric models: inference development and communication" Griffiths, W. E.
1999
1 p. 75-87
artikel
111 Estimation and inference in sur models when the number of equations is large Fiebig, Denzil G.
2000
1 p. 105-130
artikel
112 Estimation, Learning and Parameters of Interest in a Multiple Outcome Selection Model Tobias, Justin L.
2006
1 p. 1-40
artikel
113 Exclusion restrictions in instrumental variables equations Nijam, Theo E.
1990
1 p. 37-55
artikel
114 Finite sample properties of maximum likelihood and quasi-maximum likelihood estimators of egarch models Deb, Partha
1996
1 p. 51-68
artikel
115 Flexibility and regularity properties of the asymptotically ideal production model Terrell, Dek
1995
1 p. 1-17
artikel
116 Forecasting and conditional projection using realistic prior distributions Doan, Thomas
1984
1 p. 1-100
artikel
117 Generalized mixed estimator for nonlinear models: a maximum likelihood approach Kalulumia, Pene
1997
1 p. 93-107
artikel
118 Goodness-of-fit measures in binary choice models Windmeijer, Frank A. G.
1995
1 p. 101-116
artikel
119 Implementation of recursive nonparametric kernel estimation and a monte carlo study on its finite sample properties Ngerng, Anthony
1996
1 p. 69-79
artikel
120 Incomplete models and reweighting Koop, G.
1999
1 p. 97-104
artikel
121 In Memoriam: G. S. Maddala Hsiao, Cheng
2003
1 p. 7-9
artikel
122 In Memoriam: Zvi Griliches Mairesse, Jacques
2003
1 p. 11-15
artikel
123 Intertemporal consumer behavior under changes in income: a comment Diebold, Francis X.
1989
1 p. 93-99
artikel
124 Intertemporal consumer behaviour under structural changes in income Winder, C. C. A.
1989
1 p. 1-87
artikel
125 Intertemporal consumer behaviour under structural changes in income Wickens, M. R.
1989
1 p. 133-141
artikel
126 Joint tests of non-nested models and general error specifications Bera, Anil K.
1992
1 p. 97-117
artikel
127 Lagrance-multiplier tersts for weak exogeneity: a synthesis Boswijk, H. Peter
1997
1 p. 21-38
artikel
128 Large sample asymptotic properties of the double k-class estimators in linear regression models Vinod, H. D.
1995
1 p. 75-100
artikel
129 MIDAS Regressions: Further Results and New Directions Ghysels, Eric
2007
1 p. 53-90
artikel
130 Modeling exchange rate dynamics: Non-linear dependence and thick tails McGuirk, Anya
1993
1 p. 33-63
artikel
131 Modeling The persistence Of Conditional Variances: A Comment Dieobold, Francis X.
1986
1 p. 51-56
artikel
132 Modelling the persistence of conditional variances Engle, Robert F.
1986
1 p. 1-50
artikel
133 Model specification tests against non-nested alternatives MacKinnon, James G.
1983
1 p. 85-110
artikel
134 Monte carlo evidence on the robustness of conditional moment tests in tobit and probit models Skeels, Christopher L.
1997
1 p. 69-92
artikel
135 News note 1989
1 p. 149
artikel
136 News note 1997
1 p. 5
artikel
137 News note 1995
1 p. 5
artikel
138 News notes 1991
1 p. 3
artikel
139 News notes 1993
1 p. 7
artikel
140 News notes 1992
1 p. 3
artikel
141 News notes 1994
1 p. 5
artikel
142 News notes 1996
1 p. 5
artikel
143 News notes 1998
1 p. 5
artikel
144 Nonparametric Methods in Continuous Time Model Specification Casas, Isabel
2007
1 p. 91-106
artikel
145 No title 2003
1 p. 17
artikel
146 No title 2003
1 p. 5
artikel
147 On a test for structural stability of euler conditions parameters estimated via the generalized method of moments estimator: small sample properties Hamori, Shigeyuki
1996
1 p. 97-114
artikel
148 On the corrections to information matrix tests Cribari-Neto, Francisco
1997
1 p. 39-53
artikel
149 On the finite sample effects of nonlinear reparameterizations Rilstone, Paul
1996
1 p. 33-50
artikel
150 On the relevance of finite sample distribution theory Taylor, William E.
1983
1 p. 1-39
artikel
151 Prediction theory for autoregressivemoving average processes Burridge, Peter
1988
1 p. 65-95
artikel
152 Problems related to confidence intervals for impulse responses of autoregressive processes Benkwitz, Alexander
2000
1 p. 69-103
artikel
153 Recent developments in bootstrapping time series Berkowitz, Jeremy
2000
1 p. 1-48
artikel
154 Remark on pseudo-generalized least squares Grofi, Jorgen
2000
1 p. 139-144
artikel
155 Remarks on deistler's comment Aoki, M.
1991
1 p. 97-99
artikel
156 Reply Quandt, Richard E.
1982
1 p. 89-96
artikel
157 Reply Swamy, P. A. V. B.
1985
1 p. 101-119
artikel
158 Reply Hsiao, Cheng
1985
1 p. 187-189
artikel
159 Reply Blundell, Richard
1986
1 p. 163-170
artikel
160 Reply Godfrey, L. G.
1998
1 p. 63-64
artikel
161 Reply Powell, James L.
1990
1 p. 31-33
artikel
162 Reply Peracchi, Franco
1990
1 p. 35-36
artikel
163 Reply Nakamura, Alice
1992
1 p. 93-96
artikel
164 Reply Cooley, Thomas. F.
1982
1 p. 147-150
artikel
165 Reply Doan, Thomas
1984
1 p. 131-144
artikel
166 Reply Geweke, J.
1999
1 p. 119-126
artikel
167 Reply Mackinnon, James G.
1983
1 p. 151-158
artikel
168 Reply Taylor, William E.
1983
1 p. 81-84
artikel
169 Reply Engle, Robert F.
1986
1 p. 81-87
artikel
170 Reply Horowiz, Joel L.
1987
1 p. 79-84
artikel
171 Reply to comments on “artificial neural networks: an econometric perspective“ Kuan, Chung-Ming
1994
1 p. 139-143
artikel
172 Reply to comments on intertemporal consumer Winder, C. C. A.
1989
1 p. 143-148
artikel
173 Robust m-estimators Peracchi, Franco
1990
1 p. 1-30
artikel
174 Second order approximation in a linear regression with heteroskedasticity of unknown form Linton, Oliver B.
1996
1 p. 1-32
artikel
175 Seemingly unrelated regression on the autoregressive (Ar(p)) singular equation system Lee, Byung-Joo
1995
1 p. 65-74
artikel
176 Semi-parametric estimation of employment duration models 1987
1 p. 55-57
artikel
177 Semiparametric estimation of employment duration models Horowitz, Joel L.
1987
1 p. 5-40
artikel
178 Some comments on model development and posterior existence Fernandez, C.
1999
1 p. 89-96
artikel
179 Some comments on testing time series models McAleer, Michael
1998
1 p. 49-57
artikel
180 Some notes on the relevance of finite sample distribution theory Kmenta, Jan
1983
1 p. 55-60
artikel
181 Some remarks on the simulation revolution in bayesian econometric inference Van Dijk, H. K.
1999
1 p. 105-112
artikel
182 Specification analysis with discriminating priors: an application to the concentration profits debate Cooley, Thomas F.
1982
1 p. 97-128
artikel
183 State space modeling of multiple time series Aoki, Masanao
1991
1 p. 1-59
artikel
184 State space modeling of multiple time series: a comment Mittnik, Stefan
1991
1 p. 75-90
artikel
185 Stochastic complexity and the mdl principle Rissanen, Jorma
1987
1 p. 85-102
artikel
186 Testing for serial correlation in the presence of dynamic heteroscedasticity Silvapulle, Paramsothy
1998
1 p. 31-55
artikel
187 Testing stationarity and trend stationarity against the unit root hypothesis Bierens, Herman J.
1993
1 p. 1-32
artikel
188 The Denis Sargan Memorial Fund 2003
1 p. 113
artikel
189 The econometrics of female labor supply and children Nakamura, Alice
1992
1 p. 1-71
artikel
190 The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function Ohtani, Kazuhiro
1997
1 p. 119-130
artikel
191 The foundations of econometrics -are there any Swamy, P. A. V. B.
1985
1 p. 75-80
artikel
192 The foundations of econometrics-are there any Swamy, P. A. V. B.
1985
1 p. 1-61
artikel
193 The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution Peixe, Fernanda P. M.
2006
1 p. 117-138
artikel
194 The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study Hlouskova, Jaroslava
2006
1 p. 85-116
artikel
195 The robustness of point optimal testing for rosenberg random regression coefficients Brooks, Robert D.
1995
1 p. 35-53
artikel
196 The Sample Selection Model from a Method of Moments Perspective Meijer, Erik
2007
1 p. 25-51
artikel
197 The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors Omtzigt, Pieter
2006
1 p. 41-60
artikel
198 The use of dummy variables in consumption models Broersma, Lourens
1990
1 p. 109-116
artikel
199 Trend-Cycle Decompositions with Correlated Components Proietti, Tommaso
2006
1 p. 61-84
artikel
200 Using simulation methods for bayesian econometric models: inference, development,and communication Geweke, John
1999
1 p. 1-73
artikel
201 Using simulation methods for bayesian econometric models: inference, development and communication: some comments Martin, G. M.
1999
1 p. 113-118
artikel
202 Variance (Non) Causality in Multivariate GARCH Caporin, Massimiliano
2007
1 p. 1-24
artikel
203 Work effort, technical efficiency and productivity growth Kumbhakar, Subal C.
1991
1 p. 101-123
artikel
                             203 gevonden resultaten
 
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