Digitale Bibliotheek
Sluiten Bladeren door artikelen uit een tijdschrift
     Tijdschrift beschrijving
       Alle jaargangen van het bijbehorende tijdschrift
         Alle afleveringen van het bijbehorende jaargang
                                       Alle artikelen van de bijbehorende aflevering
 
                             50 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 A bayesian approach to dynamic tobit models Wei, Steven X.
1999
4 p. 417-439
artikel
2 Acknowledgment of Reviewers and Referees 2003
4 p. 437-439
artikel
3 A distribution-free test for deprivation dominance Xu, Kuan
1998
4 p. 415-429
artikel
4 Announcement 2005
4 p. 1
artikel
5 Announcement and call for papers for the ninth international conference on panel data Balestra, Pietro
1999
4 p. 449-450
artikel
6 Announcement (Special Issues) 2005
4 p. 3
artikel
7 Approximations to some exact distributions in the rrasr orderautoregressive model with dependenterrors Nabeya, Seiji
1995
4 p. 421-457
artikel
8 A test for the presence of conditional heteroskedasticity within arch-m framework Bera, Anil K.
1995
4 p. 473-485
artikel
9 Author Index to Volume 22 2003
4 p. 441-442
artikel
10 Bias-Corrected Moment-Based Estimators for Parametric Models Under Endogenous Stratified Sampling Ramalho, Esmeralda A.
2006
4 p. 475-496
artikel
11 Book Review 2005
4 p. 403-404
artikel
12 Book reviews Nymoen, Ragnar
1998
4 p. 431-442
artikel
13 Count data models with selectivity Winkelmann, R.
1998
4 p. 339-359
artikel
14 Editorial board 1995
4 p. 1
artikel
15 Editorial board 1991
4 p. 1
artikel
16 Editorial board 1997
4 p. 1
artikel
17 Editorial board 1999
4 p. 1
artikel
18 Editorial board 2000
4 p. 1
artikel
19 Editorial board 1998
4 p. 1
artikel
20 Editor's Note 2003
4 p. 5
artikel
21 Estimation and decomposition of productivity change when production is not efficient: a paneldata approach Kumbhakar, Subal C.
2000
4 p. 312-320
artikel
22 Estimation of firm-specific technological bias, technical change and total factor productivity growth: a dual approach Kumbhakar, Subal C.
2000
4 p. 162-173
artikel
23 Estimation of long-run inefficiency levels: a dynamic frontier approach Ahn, Seung C.
2000
4 p. 461-492
artikel
24 Estimation of sample selection bias models Nawata, Kazumitsu
1996
4 p. 387-400
artikel
25 Finite sample comparisons of the distributions of the ols and gls estimators in regression with an integrated regsorad correlated errors Maekawa, K.
1998
4 p. 387-413
artikel
26 Introduction Maasoumi, Esfandiar
2000
4 p. 5
artikel
27 Making wald tests work for cointegrated VAR systems Dolado, Juan J.
1996
4 p. 369-386
artikel
28 Moments of the function of non-normal random vector with applications to econometric estimators and test statistics Ullah, Aman
1995
4 p. 459-471
artikel
29 News note 1995
4 p. 5
artikel
30 News notes 1996
4 p. 5
artikel
31 News notes 1997
4 p. 5
artikel
32 On bartlett and bartlett-type corrections francisco cribari-neto Cribari-Neto, Francisco
1996
4 p. 339-367
artikel
33 On regression-based tests for persistence in logarithmic volatility models Psaradakis, Zacharias
1999
4 p. 441-448
artikel
34 On Testing Equality of Distributions of Technical Efficiency Scores Simar, Leopold
2006
4 p. 497-522
artikel
35 On the interactions of unit roots and exogeneity Hendry, David F.
1995
4 p. 383-419
artikel
36 On the power of durbin-watson statistic against fractionally integrated processes Tsay, W.
1998
4 p. 361-386
artikel
37 Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences Biørn, Erik
2000
4 p. 391-424
artikel
38 Probability inequalities in multivariate distributions Lee, Myoung-jae
1999
4 p. 387-415
artikel
39 Root-n-consistent semiparametric estimation of partially linear models based on k-nn method Liu, Zhenjuan
1997
4 p. 411-420
artikel
40 Semi-parametric estimation of disequilibrium models Wang, Weiren
1996
4 p. 445-462
artikel
41 Specification tests in ordered logit and probit models Weiss, Andrew A.
1997
4 p. 361-391
artikel
42 Subject Index to Volume 22 2003
4 p. 443-445
artikel
43 Testing autocorrelation in a system perspective testing autocorrelation Edgerton, David
1999
4 p. 343-386
artikel
44 Testing for structural change in cointegrated regression models: some comparisons and generalizations Hao, Kang
1996
4 p. 401-429
artikel
45 Testing for unit roots in time series with nearly deterministic seasonal variation Psaradakis, Zacharias
1997
4 p. 421-439
artikel
46 Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models Racine, Jeffery S.
2006
4 p. 523-544
artikel
47 The application of the durbin-watson test to the dynamic regression model under normal and non-normal errors Maxwell, L. King
1995
4 p. 487-510
artikel
48 The asymptotic equivalence between the iterated improved 2sls estimator and the 3sls estimator Qian, Hailong
1997
4 p. 441-457
artikel
49 The frisch-waugh theorem and generalized least squares Fiebig, Denzil G.
1996
4 p. 431-443
artikel
50 Uniformly adaptive estimation for models with arma errors Steigerwald, Dougas G.
1997
4 p. 393-409
artikel
                             50 gevonden resultaten
 
 Koninklijke Bibliotheek - Nationale Bibliotheek van Nederland