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Results: 13,796
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  • Manzan, S. (2004). Model Selection for Nonlinear Time Series. Empirical Economics, 29(4), 901-920. https://doi.org/10.1007/s00181-004-0207-7
  • Kleibergen, F. R. (2004). Testing Subsets of Structural Parameters in the IV Regression Model. Review of Economics and Statistics, 86(1), 418-423. https://doi.org/10.1162/003465304774201833
  • Ahcan, A., Darkiewicz, G., Dhaene, J. L. M., Goovaerts, M. J., & Hoedemakers, T. (2004). Optimal portfolio selection: applications in insurance business. In Proceedings of the 8th International Insurance Mathematics and Economics Conference (pp. 1-41)
  • Darkiewicz, G., Deelstra, G., Dhaene, J. L. M., Hoedemakers, T., & Vanmaele, M. (2004). Bounds for stoploss premiums of life annuities with random interest rates. In Proceedings of the 8th International Insurance Mathematics and Economics Conference
  • Furth, D., Kanning, W., Kerkmeester, H. O., Plug, G., & Bergh, R. J. (2004). Economie en Recht. Stenfert Kroese.
  • Griffioen, G. A. W. (2004). Voorspellen met technische analyse. Aenorm, 42, 36-41.
  • Manzan, S. (2004). Bubbles in stock prizes? Aenorm, 44, 33-37.
  • Hommes, C. H., & Sorger, G. (2004). Consistent expectations equilibria. In J. Barkley Rosser Jr. (Ed.), Complexity in Economic Volume I. Methodology, interacting agents and microeconomic models (pp. 260-294). Edward Elgar Publishing. https://www.e-elgar.co.uk/web/action.lasso?-database=ElgarTitles.fp5&-layout=lay_select&-response=../search/Selection.lasso&CDM+SerialNo=2709&-search
  • Hommes, C. H. (2004). Economic Dynamics. In A. Scott (Ed.), Encyclopedia of Nonlinear Science Routledge. http://www.routledge.com/books/details/9780203647417/
  • Diks, C. G. H. (2004). Boostrapping the BDS test for serial independence. Resampling with or without replacement? Medium Econometrische Toepassingen, 12(2), 4-7.
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