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  • Boswijk, H. P. (1991). On the formulation of Wald tests on long-run parameters. (Report AE; No. 12/91). UvA.
  • Boswijk, H. P. (1991). Dynamic specification and cointegration. (Report AE; No. 8/91). UvA.
  • Boswijk, H. P. (1991). Testing for cointegration in structural models. (Report AE; No. 7/91). UvA.
  • Rees, W. P. (1991). Information asymmetries and initial public offers: recent developments. Working papers in accounting & finance, 31.
  • Hommes, C. H. (1991). Chaotic dynamics in economic models: some simple case studies. [Thesis, fully internal, Universiteit van Amsterdam]. Wolters-Noordhoff.
  • Boswijk, H. P. (1991). The LM-test for weak exogeneity in error correction models. (Report AE; No. 13/91). UvA.
  • Boswijk, H. P. (1991). Optimal structural estimation of triangular systems: II. The nonstationary case. Econometric Theory, 7, 556-558.
  • Boswijk, H. P. (1991). Estimation and testing in linear models with singular covariance matrices. Econometric Theory, 7, 159-162.
  • Wakker, P. P. (1991). Additive Representation for Equally Spaced Structures. Journal of Mathematical Psychology, 35, 260-266. https://doi.org/10.1016/0022-2496(91)90028-R
  • Maassen van den Brink, H., & Wegelin, M. (1991). Eindrapport OZV 1985-1991. OnderzoeksZwaartepunt, University of Amsterdam.
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