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van Dijk, N. M., & van der Sluis, E. (2004). Call packing bounds for overflow queues. (Report AE; No. 1/2004). Institute of Actuarial Science & Econometrics. http://www1.feb.uva.nl/pp/bin/335fulltext.pdf -
Mavroeidis, S. (2004). Identification issues in forward-looking models estimated by GMM, with an application to the Phillips curve. (UvA Econometrics discussion paper; No. 2004/05). Department of Quantitative Economics, Universiteit van Amsterdam. http://www1.feb.uva.nl/pp/bin/478fulltext.pdf -
Mavroeidis, S. (2004). Weak identification of forward-looking models in monetairy economics. (UvA Econometrics Discussion Paper; No. 2004/06). Department of Quantitative Economics. http://www1.feb.uva.nl/pp/bin/479fulltext.pdf -
van der Ploeg, A. P. C. (2004). Multifactor volatility models: evidence from stock and option markets. (UvA Econometrics; No. 2004/10). Department of Quantitative Economics. http://www1.feb.uva.nl/pp/bin/480fulltext.pdf -
Klein, A., Mélard, G., & Spreij, P. (2004). On the resultant property of the Fisher information matrix of a vector ARMA process. (UvA Econometrics Discussion Paper; No. 2004/13). Department of Quantitative Economics. http://www1.feb.uva.nl/pp/bin/483fulltext.pdf -
Klein, A., Mélard, G., Niemczyk, J., & Zahaf, T. (2004). A program for computing the exact Fisher information matrix of a Gaussian VARMA model. (UvA Econometrics; No. 2004/15). Department of Quantitative Economics. http://www1.feb.uva.nl/pp/bin/486fulltext.pdf -
Klein, A., Mélard, G., & Niemczyk, J. (2004). Corrections to "Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules". (UvA Econometrics Discussion Paper; No. 2004/14). Department of Quantitative Economics. http://www1.feb.uva.nl/pp/bin/487fulltext.pdf
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