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                             176 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 A comparison of model selection criteria Mills, Jeffrey A.
1992
2 p. 201-234
artikel
2 A compendium to information theory in economics and econometrics Maasoumi, Esfandiar
1993
2 p. 137-181
artikel
3 Adaptive estimation of non-linear regression models Manski, Charles F.
1984
2 p. 145-194
artikel
4 Adaptive testing in arch models Linton, Oliver B.
2000
2 p. 145-174
artikel
5 A differencing test Franses, Philip Hans
1995
2 p. 183-193
artikel
6 A joint test for arch and bilinearity in the regression model Higgins, M. L.
1998
2 p. 171-181
artikel
7 Aliternative methods for estimating long-run responses with applications to australian import demand Bewley, Ronald
1994
2 p. 179-204
artikel
8 Alternative approaches to testing by variable addition Godfrey, L. G.
2000
2 p. 241-261
artikel
9 Alternative transformations to eliminate fixed effects Verbeek, Marno
1995
2 p. 205-211
artikel
10 An efficient algorithm to compute maximum entropy densities Ormoneit, D.
1999
2 p. 127-140
artikel
11 An introduction to econometric applications of empirical process theory for dependent random variables Andrews, Donald W. K.
1993
2 p. 183-216
artikel
12 A non-nested test of level-differenced versus log-differenced stationary models Pesaran, Bahram
1995
2 p. 213-227
artikel
13 A Review of: “Stochastic Frontier Analysis” Atkinson, Scott E.
2005
2 p. 243-245
artikel
14 A selection criterion for choosing between functional forms of income distribution Hirschberg, J. G.
1988
2 p. 183-197
artikel
15 Asymptotic properties of a quast-maximum likelihood estimator in truncated regression model with serial correlation Sapra, Sunil K.
1992
2 p. 253-260
artikel
16 Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts Potscher, Benedikt M.
1991
2 p. 125-216
artikel
17 Bayesian analysis of stochastic volatility models with flexible tails Steel, Mark F. J.
1998
2 p. 109-143
artikel
18 Book review Mills, Terence C.
1990
2 p. 241-248
artikel
19 Book reviews Smith, Peter N.
1992
2 p. 261-264
artikel
20 Book reviews Swanson, Norman R.
1998
2 p. 221-225
artikel
21 Book reviews Goodhart, Charles A. E.
1999
2 p. 229-230
artikel
22 Book reviews Nelson, Charles R.
1998
2 p. 215-220
artikel
23 Book Reviews 2003
2 p. 7-8
artikel
24 Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing Cribari-Neto, F.
1999
2 p. 211-228
artikel
25 Bootstrapping time series models Li, G. S. Hongyi
1996
2 p. 115-158
artikel
26 Cointegrated systems I McAleer, Michael
1994
2 p. 145-149
artikel
27 Cointegration and direct tests of the rational expectations hypothesis McAleer, Michael
1994
2 p. 231-258
artikel
28 Comment Yatchew, Adonis John
1985
2 p. 345-352
artikel
29 Comment Edward, E. Leamer
1985
2 p. 259-267
artikel
30 Comment Stephen, F. Leroy
1986
2 p. 267-271
artikel
31 Comment Flavin, Marjorie
1986
2 p. 247-252
artikel
32 Comment Potscher, Benedikt M.
1987
2 p. 235-239
artikel
33 Comment Kenndeth, D. West
1986
2 p. 273-278
artikel
34 Comment Feldman, Mark
1998
2 p. 149-154
artikel
35 Comment Welsch, Roy E.
1982
2 p. 279-284
artikel
36 Comment Peter, C.B. Philips
1982
2 p. 193-199
artikel
37 Comment White, Halbert
1982
2 p. 201-205
artikel
38 Comment Duncan, Gregory M.
1982
2 p. 257-262
artikel
39 Comment Denzil, G. Fiebig
1982
2 p. 263-269
artikel
40 Comment Hausman, Jerry A.
1982
2 p. 271-277
artikel
41 Comment Domowitz, Ian
1983
2 p. 219-222
artikel
42 Comment Godfrey, Leslie
1983
2 p. 229-233
artikel
43 Comment Pregibon, Daryl
1983
2 p. 235-239
artikel
44 Comment White, Halbert
1984
2 p. 261-267
artikel
45 Comment Duncan, Gregory M.
1984
2 p. 203-208
artikel
46 Comment Bickel, Peter J.
1984
2 p. 195-198
artikel
47 Comment David, A. Lane
1985
2 p. 253-258
artikel
48 Comment Olsen, Randall J.
1985
2 p. 339-343
artikel
49 Comment Breusch, Trevor S.
1984
2 p. 243-251
artikel
50 Comment Sius, Christopher A.
1985
2 p. 269-275
artikel
51 Comment Hausman, Jerry
1984
2 p. 253-255
artikel
52 Comment Lee, Lung-Fei
1984
2 p. 257-259
artikel
53 Comment Robert, J. Hodrick
1986
2 p. 253-260
artikel
54 Comment Bierens, Herman J.
1987
2 p. 231-233
artikel
55 Comment Mishkin, Frederic S.
1989
2 p. 201-205
artikel
56 Comment Sawa, Takamitsu
1983
2 p. 317-322
artikel
57 Comment Mazodier, Pascal
1983
2 p. 301-306
artikel
58 Comment Peter, J. Huber
1982
2 p. 191-192
artikel
59 Comment Zellner, Arnold
1983
2 p. 323-327
artikel
60 Comment Engle, Robert F.
1983
2 p. 223-228
artikel
61 Comment Finn, R.Førsund
1985
2 p. 329-334
artikel
62 Comment Kleidon, Allan
1986
2 p. 261-265
artikel
63 Comment Campbell, John Y.
1986
2 p. 241-245
artikel
64 Comment Anderson, Gordon
1986
2 p. 235-239
artikel
65 Comment nonspecialist teaching of econometrics: A personal comment and personalistic lament Dreze, Jacques H.
1983
2 p. 291-299
artikel
66 Comment on "specificat.ion of household engel curves by nonparametric Regression" hp h.j. bierens and h.a. pott-buter Slesnick, Daniel T.
1990
2 p. 197-202
artikel
67 Comment on specification of household engel curves by nonparamftric regression 1990
2 p. 189-195
artikel
68 Comment on university education in ecnometrics Phillips, P. C. B.
1983
2 p. 307-315
artikel
69 Comments Chamberlain, Gary
1984
2 p. 199-202
artikel
70 Comments On Rust, John
1998
2 p. 155-160
artikel
71 Comments on “bootstrapping time series models” Rilstone, Paul
1996
2 p. 177-181
artikel
72 Comments on “bootstrapping time series models” Horowitz, Joel L.
1996
2 p. 165-168
artikel
73 Comments on “bootstrapping time series models” Vinod, H. D.
1996
2 p. 183-190
artikel
74 Comments on “bootstrapping time series models” Efron, Bradley
1996
2 p. 159-164
artikel
75 Comments on “bootstrapping time series models” Politis, Dimitris N.
1996
2 p. 169-176
artikel
76 Comments on hill's model selection paper Freedman, D. A.
1985
2 p. 247-251
artikel
77 Comments on specification of household expenditure functions and equivalence scales by nonparametric regression Blundell, Richard
1990
2 p. 185-187
artikel
78 Computational and statistical efficiency of semiparametric gls estimators Horowitz, Joel L.
1989
2 p. 223-225
artikel
79 Corrigendum 1997
2 p. 249
artikel
80 Detecting parameter shift in garch models Chu, Chia-Shang James
1995
2 p. 241-266
artikel
81 Diagnostic tests as residual analysis Pagan, A. R.
1983
2 p. 159-218
artikel
82 Diagnostic tests as residuals analysis, perspective and comment Ramsey, James B.
1983
2 p. 241-248
artikel
83 Econometric reviews King, Maxwell L.
1987
2 p. 249-255
artikel
84 Econometric reviews 1993
2 p. 257-260
artikel
85 Econometric Reviews Dastoor, Naorayex K.
1987
2 p. 219-229
artikel
86 Econometric Reviews Bhargava, Alok
1987
2 p. 241-247
artikel
87 Econometric tests of rationality and market efficiency Wickens, M. R.
1989
2 p. 207-212
artikel
88 Econometric tests of rationality and market efficiency Baillie, Richard T.
1989
2 p. 151-186
artikel
89 Econometric tests of rationality and market efficiency: a comment Mishkin, Frederic S.
1989
2 p. 197-200
artikel
90 Editorial 1987
2 p. 167-168
artikel
91 Editorial board 1992
2 p. 1
artikel
92 Editorial board 1994
2 p. 1
artikel
93 Editorial board 1989
2 p. 1
artikel
94 Editorial board 1991
2 p. 1
artikel
95 Editorial board 1993
2 p. 1
artikel
96 Editorial board 1992
2 p. 1
artikel
97 Editorial board 1996
2 p. 1
artikel
98 Editorial board 1997
2 p. 1
artikel
99 Editorial board 2000
2 p. 1
artikel
100 Editorial board 1990
2 p. 1
artikel
101 Editorial board 1998
2 p. 1
artikel
102 Editorial board 1999
2 p. 1
artikel
103 Editorial Board 1986
2 p. 1
artikel
104 Editor's Note 2004
2 p. 5
artikel
105 Editor's Note 2003
2 p. 5
artikel
106 Efficient score tests for heteroskedasticity in micro-economics Orme, chris
1992
2 p. 235-252
artikel
107 Empirical assessment of present value relations Mattey, Joe
1986
2 p. 171-234
artikel
108 Error autocorrelation revisited: the AR(1) case Spanos, Aris
1987
2 p. 285-294
artikel
109 Errors-in-variables regression using estimated latent variables Iwata, Shigeru
1992
2 p. 195-200
artikel
110 Estimating mixtures of normal distributions via empirical characteristic function Tran, Kien C.
1998
2 p. 167-183
artikel
111 Estimating partially linear panel data models with one-way error components Li, Qi
1998
2 p. 145-166
artikel
112 Estimation and specification testing in female labor participation models: parametric and semiparametric methods Fernandez, Ana I.
1997
2 p. 229-247
artikel
113 Finite sample moments of a bootstrap estimator of the james-stein rule Adkins, Lee C.
1992
2 p. 173-193
artikel
114 Frontier production functions Schmidt, Peter
1985
2 p. 289-328
artikel
115 Frontier production functions: Comment Greene, William H.
1985
2 p. 335-338
artikel
116 GNR, MGR, and exact misspeclfication testing Stewart, Kenneth G.
2000
2 p. 233-240
artikel
117 Inference on cointegrating ranks using lr and lm tests based on pseudo-likelihoods Lucas, Andre
1998
2 p. 185-214
artikel
118 Locally optimal one-sided tests for multiparameter hypotheses King, Maxwell L.
1997
2 p. 131-156
artikel
119 Modified lag augmented vector autoregressions Kurozumi, Eiji
2000
2 p. 207-231
artikel
120 Monte carlo sampling approach to testing nonnested hypothesis: monte carlo results Coulibaly, N.
1999
2 p. 195-209
artikel
121 News note 1992
2 p. 5
artikel
122 News note 1989
2 p. 3
artikel
123 News notes 1997
2 p. 5
artikel
124 News notes 1990
2 p. 3
artikel
125 News notes 1991
2 p. 3
artikel
126 News notes 1992
2 p. 3
artikel
127 News notes 1998
2 p. 5
artikel
128 News notes 1993
2 p. 5
artikel
129 News notes 1994
2 p. 5
artikel
130 News notes 1996
2 p. 5
artikel
131 Nonparametric estimation of welfare changes Breslaw, Jon A.
1995
2 p. 163-182
artikel
132 No title Hylleberg, S.
1999
2 p. 231-234
artikel
133 On normality and the linear regression model Spanos, Aris
1995
2 p. 195-203
artikel
134 On the duality between long-run relations and common trends in the i(1) versus(2)model.an application to aggregate money holdings Jeselius, Katarina
1994
2 p. 151-178
artikel
135 On the efficiency of two-stage and three-stage least squares estimators Baltagi, Badi H.
1998
2 p. 165-169
artikel
136 On the uniqueness of the maximum likelihood estimator in truncated regression models Orme, Chris
1989
2 p. 217-222
artikel
137 On unification of the asymptotic theory of nonlinear econometric models Burguete, Jose F.
1982
2 p. 151-190
artikel
138 Optimal collection of information by partially informed agents Kiefer, Nicholas M.
1988
2 p. 113-148
artikel
139 Partially adaptive estimation of nonlinear models via a normal mixture Phillips, R. F.
1999
2 p. 141-167
artikel
140 Partitioned cross-validation Marron, J. S.
1987
2 p. 271-283
artikel
141 Posterior analysis of restricted seemingly unrelated regression equation models: a recursive analytical approach Steel, Mark F. J.
1992
2 p. 129-142
artikel
142 Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances Bollerslev, Tim
1992
2 p. 143-172
artikel
143 Rejoinder 1986
2 p. 279-285
artikel
144 Reply Schmidt, Peter
1985
2 p. 353-355
artikel
145 Reply 1990
2 p. 203-210
artikel
146 Reply Pagan, A. R.
1983
2 p. 249-254
artikel
147 Reply Ruud, Paul A.
1984
2 p. 269-276
artikel
148 Reply Baillie, Richard T.
1989
2 p. 213-216
artikel
149 Reply Manski, Charles F.
1984
2 p. 209-210
artikel
150 Reply Jose, F.Burguete
1982
2 p. 207-211
artikel
151 Reply Hill, Bruce M.
1985
2 p. 277-288
artikel
152 Reply Kiefer, N. M.
1998
2 p. 161-163
artikel
153 Reply the teaching of econometrics: several personal views Sowey, Eric
1983
2 p. 329-333
artikel
154 Reply to comments on bootstrapping time 1996
2 p. 191-195
artikel
155 Response Roger, Koenker
1982
2 p. 285-289
artikel
156 Revisiting the flexibility and regularity properties of the asymptotically ideal production model Jensen, Mark J.
1997
2 p. 179-203
artikel
157 Risk premiums in asset prices and returns Backus, David K.
1989
2 p. 187-195
artikel
158 Robust methods in econometrics Roger, Koenker
1982
2 p. 213-255
artikel
159 Semi parametric estimation of employment duration models HcFadden, Daniel
1987
2 p. 257-270
artikel
160 Some subjective bayesian considerations in the selection of models Hill, Bruce M.
1985
2 p. 191-246
artikel
161 Specification of household engel curves by nonparametric regression Bierens, Herman J.
1990
2 p. 123-184
artikel
162 Testing purchasing power parity: some evidence of the effects of transaction costs Davutyan, Nurhan
1990
2 p. 211-240
artikel
163 Tests of specification in econometrics Ruud, Paul A.
1984
2 p. 211-242
artikel
164 The coefficient of determination and its adjusted version in linear regression models Srivastava, Anil K.
1995
2 p. 229-240
artikel
165 The generalized fluctuation test: A unifying view Kuan, Chung-Ming
1995
2 p. 135-161
artikel
166 The numerical evaluation of the distribution function of a bilinear from to a quadratic from with econometric examples Lye, J. N.
1991
2 p. 217-234
artikel
167 The relation between unemployment and interest rate: Bierens, Herman J.
1993
2 p. 217-256
artikel
168 The robustness, reliabiligy and power of heteroskedasticity tests Godfrey, L. G.
1999
2 p. 169-194
artikel
169 The role of the constant and linear terms in cointegration analysis of nonstationary variables Johansen, Søren
1994
2 p. 205-229
artikel
170 Towards a theory of point optimal testing King, Maxwell L.
1987
2 p. 169-218
artikel
171 Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form Hodgson, Douglas J.
2000
2 p. 175-206
artikel
172 University teaching of econometrics a personal view Sowey, Eric R.
1983
2 p. 255-289
artikel
173 Vector autoregression and causality: a theoretical overview and simulation study Toda, Hiro Y.
1994
2 p. 259-285
artikel
174 Wald,LM and LR test statistics of linear hypothese in a strutural equation model Oya, Kosuke
1997
2 p. 157-178
artikel
175 Weak convergence and distributional assumptions for a general class of nonliner arch models Fornari, Fabio
1997
2 p. 205-227
artikel
176 When are two step estimators efficient? McAleer, Michael
1991
2 p. 235-252
artikel
                             176 gevonden resultaten
 
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