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6
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ECONIS (ZBW)
44
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1
How to make a Hill plot
Drees, Holger
;
Haan, Laurens de
;
Resnick, Sidney I.
-
1998
Persistent link: https://www.econbiz.de/10000991204
Saved in:
2
Predictive performance of the binary logit model in unbalanced samples
Cramer, Jan S.
-
1998
Persistent link: https://www.econbiz.de/10000991205
Saved in:
3
Correcting for selective compliance in a re-employment bonus experiment
Bijwaard, Govert
;
Ridder, Geert
-
1998
Persistent link: https://www.econbiz.de/10000994243
Saved in:
4
Abnormal returns, risk, and options in large data sets
Caserta, Silvia
;
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000994496
Saved in:
5
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000980737
Saved in:
6
EmmPack 1.01 : C/C++ code for use with Ox for estimation of univariate stochastic volatility models with the efficient method of moments
Sluis, Pieter J. van der
-
1998
Persistent link: https://www.econbiz.de/10000981248
Saved in:
7
Bayesian simultaneous equations analysis using reduced rank structures
Kleibergen, Frank
;
Dijk, Herman K. van
-
1998
Persistent link: https://www.econbiz.de/10000981254
Saved in:
8
On the identification of the censored regression model with a stochastic and unobserved treshold
Ridder, Geert
;
Montfort, Kees van
-
1998
Persistent link: https://www.econbiz.de/10000984806
Saved in:
9
Expectations of expansions for estimators in a dynamic panel data model : some results for weakly-exogenous regressors
Kiviet, J. F.
-
1998
-
Rev
Persistent link: https://www.econbiz.de/10000985343
Saved in:
10
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000986130
Saved in:
11
Priors, posterior odds and Lagrange multiplier statistics in Bayesian analyses of cointegration
Kleibergen, Frank
;
Paap, Richard
-
1997
Persistent link: https://www.econbiz.de/10000952475
Saved in:
12
Bayesian analysis of ARMA models using noninformative priors
Kleibergen, Frank
;
Hoek, Henk
-
1997
Persistent link: https://www.econbiz.de/10000952481
Saved in:
13
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter
;
Franses, Philip Hans
-
1997
Persistent link: https://www.econbiz.de/10000952484
Saved in:
14
Variation in the slope coefficient of the Fama regression for testing uncovered interest rate parity : evidence from fixed and time-varying coefficient approaches
Koning, Camiel de
;
Straetmans, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000953290
Saved in:
15
Equality restricted random variables : densities and sampling algorithms
Kleibergen, Frank
-
1997
Persistent link: https://www.econbiz.de/10000953441
Saved in:
16
Using a bootstrap method to choose the sample fraction in tail index estimation
Daníelsson, Jón
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000953451
Saved in:
17
Estimating the index of a stable distribution
Haan, Laurens de
;
Pereira, T. Themido
-
1997
Persistent link: https://www.econbiz.de/10000959255
Saved in:
18
Two properties of predicted probabilities in discrete regression models
Cramer, Jan S.
-
1997
Persistent link: https://www.econbiz.de/10000960568
Saved in:
19
Higher order spatial ARMA models
Sneek, Kees
;
Rietveld, Piet
-
1997
Persistent link: https://www.econbiz.de/10000960575
Saved in:
20
Post-sample prediction tests for the efficient method of moments
Sluis, Pieter J. van der
-
1997
Persistent link: https://www.econbiz.de/10000961545
Saved in:
21
On the estimation of the spatial moving average model
Sneek, Kees
;
Rietveld, Piet
-
1997
Persistent link: https://www.econbiz.de/10000961566
Saved in:
22
Consistent expectations equilibria
Hommes, Cars H.
;
Sorger, Gerhard
-
1997
Persistent link: https://www.econbiz.de/10000961568
Saved in:
23
Identification of system behaviours by approximation of time series data
Scherrer, Wolfgang
;
Heij, Christiaan
-
1997
Persistent link: https://www.econbiz.de/10000964990
Saved in:
24
Computationally attractive stability tests for the efficient method of moments
Sluis, Pieter J. van der
-
1997
Persistent link: https://www.econbiz.de/10000968763
Saved in:
25
A bootstrap-based method to achieve optimality in estimating the extreme-value index
Haan, Laurens de
;
Peng, Liang
;
Pereira, T. Themido
-
1997
Persistent link: https://www.econbiz.de/10000970300
Saved in:
26
Stratified partial likelihood estimation
Ridder, Geert
;
Tunali, İnsan
-
1997
Persistent link: https://www.econbiz.de/10000976078
Saved in:
27
Testing for treshold cointegration
Dijk, Dick van
;
Franses, Philip Hans
-
1996
Persistent link: https://www.econbiz.de/10000934396
Saved in:
28
Cumulated prediction errors of multivariate time series models
Klein, André
;
Gooijer, Jan G. de
-
1996
Persistent link: https://www.econbiz.de/10000929738
Saved in:
29
Consistency of system identification by global total least squares
Heij, Christiaan
;
Scherrer, Wolfgang
-
1996
Persistent link: https://www.econbiz.de/10000937910
Saved in:
30
Bayesian analysis of an unobserved component time series model of GNP with Markov switching and time varying growths
Luginbuhl, Rob
;
Vos, Aart F. de
-
1996
Persistent link: https://www.econbiz.de/10000938517
Saved in:
31
On asymptotic normality of the hill estimator
Haan, Laurens de
;
Resnick, Sidney I.
-
1996
Persistent link: https://www.econbiz.de/10000941231
Saved in:
32
Modelling long-run and short-run interaction between commodity prices, partly restricted by international commodity agreements
Smit, Hidde Pieter
;
Vogelvang, Engbert
-
1996
Persistent link: https://www.econbiz.de/10000944373
Saved in:
33
Estimation of state-space models for categorical variables
Montfort, Kees van
;
Mooijaart, Ab
-
1996
Persistent link: https://www.econbiz.de/10000944374
Saved in:
34
Duration dependence and heterogeneity in French youth unemployment durations
Berg, Gerard J. van den
;
Ours, Jan C. van
-
1996
Persistent link: https://www.econbiz.de/10000945458
Saved in:
35
The bias of the ordinary least squares estimator in simultaneous equation models
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1996
Persistent link: https://www.econbiz.de/10000945461
Saved in:
36
The financial variables and the real variables in monetary policy
Miyagawa, Shigeyoshi
;
Morita, Yohji
-
1996
Persistent link: https://www.econbiz.de/10000945696
Saved in:
37
Model selection by maximum entropy
Casteren, Pieter H. van
;
Gooijer, Jan G. de
-
1996
Persistent link: https://www.econbiz.de/10000945698
Saved in:
38
Testing the adequacy of log versus level data transformations using macroeconomic time series
Franses, Philip Hans
;
Swanson, Norman R.
-
1996
Persistent link: https://www.econbiz.de/10000945706
Saved in:
39
On the sensitivity of unit root inference to nonlinear data transformations
Franses, Philip Hans
;
Koop, Gary
-
1996
Persistent link: https://www.econbiz.de/10000945728
Saved in:
40
Some applications of semi-nonparametric maximum likelihood estimation
Klaauw, Bas van der
;
Koning, Ruud Hans
-
1996
Persistent link: https://www.econbiz.de/10000945732
Saved in:
41
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1996
Persistent link: https://www.econbiz.de/10000948310
Saved in:
42
Volatility clustering in stock returns at low frequencies
Jacobsen, Ben
;
Dannenburg, Dennis Ramon
-
1995
Persistent link: https://www.econbiz.de/10000918266
Saved in:
43
Multiple unit roots in periodic autoregression
Boswijk, Herman Peter
;
Franses, Philip Hans
;
Haldrup, Niels
-
1995
Persistent link: https://www.econbiz.de/10000925514
Saved in:
44
An expansion for the generalized Durbin-Watson and related statistics
Sneek, Kees
-
1995
Persistent link: https://www.econbiz.de/10000925515
Saved in:
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