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  • Klaassen, F. J. G. M., & Magnus, J. R. (2002). Some Properties of a Generalised Two-Error Components Matrix, solution of problem 01.5.1. Econometric Theory, 18, 1274-1275.
  • Klaassen, F. J. G. M. (2002). Improving GARCH Volatility Forecasts with Regime-Switching GARCH. Empirical Economics, 27, 363-394. https://doi.org/10.1007/s001810100100
  • Botman, D. P. J., & Jager, H. (2002). Coordination of Speculation. Journal of International Economics, 58(1), 159-175. https://doi.org/10.1016/S0022-1996(01)00166-0
  • Buiter, W. H., & Grafe, C. (2002). Anchor, Float or Abandon Ship: Exchange Rate Regimes for the Accession Countries. Quarterly Review - Banca Nazionale del Lavoro, 221, 1-32.
  • Buiter, W. H., & Grafe, C. (2002). Anchorare, fluttuare o abbandonare la nave: I regimi valutari dei paesi candidati all'Unione Europea. Moneta e Credito, 55, 127-164.
  • Cox, J., Offerman, T. J. S., Olson, M., & Schram, A. J. H. C. (2002). Competition For vs On the Rails: A Laboratory Experiment. International Economic Review, 43, 709-736. https://doi.org/10.1111/1468-2354.t01-1-00032
  • van der Voort, R. C. W. (2002). Implementing E-Learning within IBM: a complementary method to traditional training. In On Line Educa, 8th International Conference on Technology Supported Learning & Training (pp. 41-43).
  • Diks, C. G. H., & van de Velden, M. (2002). Tests for Serial Independence and Linearity Based on Correlation Integrals. Studies in Nonlinear Dynamics and Econometrics, 6(2), 1-20. http://www.degruyter.com/view/j/snde
  • de Gooijer, J. G., Gannoun, A., & Zerom Godefay, D. (2002). Mean squared error properties of the kernel-based multi-stage median predictor for time series. Statistics & Probability Letters, 56, 51-56. https://doi.org/10.1016/S0167-7152(01)00169-9
  • Kleibergen, F. R. (2002). Pivotal statistics for testing structural parameters in instrumental variables regression. Econometrica, 70, 1781-1804. https://doi.org/10.1111/1468-0262.00353
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