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isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
type_genre:"Working Paper"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~person:"Dijk, Herman K. van"
~person:"Teekens, R."
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Dijk, Herman K. van
Teekens, R.
Franses, Philip Hans
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14
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8
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
Report / Econometric Institute, Erasmus University Rotterdam
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11
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ECONIS (ZBW)
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1
A cointegration study of aggregate imports using likelihood based testing principles
Kleibergen, Frank
;
Urbain, Jean-Pierre
;
Dijk, Herman K. van
-
1994
Persistent link: https://www.econbiz.de/10000903476
Saved in:
2
On the shape of the likelihood posterior in cointegration models
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000894164
Saved in:
3
Direct cointegration testing in error correction models
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000894482
Saved in:
4
Estimating pushing trends and pulling equilibria
Ooms, Marius
;
Dijk, Herman K. van
-
1992
Persistent link: https://www.econbiz.de/10000846663
Saved in:
5
Existence conditions for posterior moments of simultaneous equation model parameters
Dijk, Herman K. van
-
1985
Persistent link: https://www.econbiz.de/10000717872
Saved in:
6
A note on an alternative ridge estimator and its exact MSE-Efficiency
Boer, P. M. C. de
;
Teekens, R.
-
1982
Persistent link: https://www.econbiz.de/10001561883
Saved in:
7
A comparison between the MSE of two predictors in the multiplicative model under two alternative stochastic assumptions : a Monte Carlo study
Teekens, R.
;
Louter, A. S.
-
1971
-
Vervielf.
Persistent link: https://www.econbiz.de/10001572336
Saved in:
8
Prediction in the general multiplicative model : an application to autocorrelated disturbances
Teekens, R.
;
Koerts, J.
-
1971
-
Vervielf.
Persistent link: https://www.econbiz.de/10001572442
Saved in:
9
On a minimal mean square error estimator of the expectation of the dependent variable in multiplicative models under three alternative stochastic assumptions
Teekens, R.
;
Koerts, J.
-
1970
-
Vervielf.
Persistent link: https://www.econbiz.de/10001572469
Saved in:
10
Estimation of parameters in regression models subject to non-linear constraints, applied to a capital cost function
Somermeyer, W. H,
;
Gupta, Y. P.
;
Teekens, R.
-
1969
-
Vervielf.
Persistent link: https://www.econbiz.de/10001574198
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