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Content
Undated material is presented at the end, although it may be more recent than other items
2019
- 293089 Necessary and sufficient conditions for stochastic dominance
by Kaas, R & Goovaerts, M
1993
- 293152 To wait or not to wait: is that the question?
by Dijk, N Van
1989
- 293147 R2 in Seemingly Unrelated Regression Equations
by Neudecker, H & Windmejier, F - 293145 The asymptotic distribution of the sum of weighted squared residual in binary choice models. A x2 test
by Windmeijer, F - 293144 Bias of s2 in Linear Regression Model with correlated errors
by Kiviet, Jan & Kramer, Walter - 293141 ESTIMATION AND TESTING FOR COINTEGRATION WITH TRENDED VARIABLES: A Comparison of a Static and a Dynamic Regression Procedure
by Noswijk, H - 293137 The Misspecification Of Dynamic Regression Models
by Pollock, D - 293135 Lagged Dependent Variables Distributed Lags And Autoregressive Residuals
by Pollock, D - 293133 LISREL: Gradient and Hessian of the fitting function
by Neudecker, H & Satorra, A
1988
- 293130 BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A Comparison of Jackknifed and Bias Corrected Least Squares Estimators
by Kiviet, Jan & Phillips, Garry - 293127 Joint prediction of automobile ownership and mileage by a cross-section model
by Jong, G & Cramer, J - 293124 An indirect utility model of car ownership and private car use
by Jong, G
1986
- 293119 Bias Correction In Lagged-Dependent Variable Models
by Kiviet, Jan & Phillips, G - 293116 The Solution Of Nonlinear Forward Look Rational Expectations Models
by Jurriens, P & Jurriens, Y - 293113 Unemployment Benefits And Search Behavior An Empirical Investigation
by Ridder, Geert & Gorter, Kees
1985
- 302173 Outliers in Probability Models
by Cramer, J. S. - 302172 The expectation of a second degree expression in a matrix quadratic form connected with the noncentral Wishart distribution
by Neudecker, H. - 302171 The dispersion matrix of vec X'AX, A'=A, when X'X is a Wishart matrix
by Neudecker, H. - 293110 On The First-Order Efficiency An Dasymptotic Normality Of The Maximum Likelihood Estimator Obtained From Dependent Observations
by Heijmans, Risto & Magnus, Jan - 293107 Consistent Maximum Likelihood Estimation With Dependent Observations: The General (Non-Normal) Case And The Normal Case
by Heijmans, Risto & Magnus, Jan - 293104 The Importance And Performance Of Tests For The Selection Of Instrumental Variables
by Kiviet, Jan - 293102 General Bounds On Ruin Probabilities
by Kaas, R & Goovaerts, M - 293099 Testing Strategies For Model Specification
by Kiviet, Jan & Phillips, Garry - 293096 Matrix differential calculus and static optimization Part III- differentials: Practice
by Magnus, J & Neudecker, H - 293093 Ordering Of Risks And Weighted Compound Distributions
by Goovaerts, M & Vandebroeck, M & Kaas, R - 293092 On multivariate ridge regression
by Haitovsky, Y - 293091 Bounds On Distribution Functions Under Integral Constraints
by Kaas, R & Goovaerts, M - 293086 MATRIX DIFFERENTIAL CALCULUS AND STATIC OPTIMIZATION part II- differentials: Theory
by Magnus, J & Neudecker, H - 293083 Symmetry, 0-1 Matrices, And Jacobians: A Review
by Magnus, J & Neudecker, H - 293024 The Covariance Matrix Of Two Matrix Quadratic Forms Connected With The Noncentral Wishart Distribution
by Neudecker, H & Wansbeek, Tom - 293021 On The Dispersion Matrix Of A Matrix Quadratic Form Connected With The Noncentral Wishart Distribution
by Neudecker, H. - 293018 A Mild Restriction For Nonlinear Regression Functions
by Cramer, J.S. & Elbers, C.
1984
- 293081 The Covariance Matrix Of A General Second Degree Matrix Polynomial Under Normality Assumptions
by Browne, M & Neudecker, H - 293079 Testing the differences in consumption patterns of one-and two-earner families
by Heijmans, R & Renes, G - 293078 The mean and variance of vec{D'X'AXD + 12(LXB+B'X'Ll) + C}, when vec X has a normal distribution with mean vec M' and variance variance UcE4 V
by Neudecker, H - 293077 On the first-order efficiency and asymptotic normality of the maximum likelihood estimator obtained from dependent observations
by Heijmans, R & Magnus, J - 293076 Computing Moments Of Compound Distributions
by Kaas, R & Goovaerts, M - 293075 Matrix differential calculus with applications to simple, Hadamard, and Kronecker products
by Magus, J & Neudecker, H - 293074 Bootstrap Inference In Lagged_dependent Variable Models
by Kiviet, Jan - 293073 On The Estimation Of The Proportional Hazards Model In The Presence Of Unobserved Heterogeneity
by Ridder, Geert & Verbakel, Wim - 293072 Model selection test procedures in a single linear equation of a dynamic simltaneous system and their defects in small samples
by Kiviet, Jan - 293071 Model Selection Test Procedues In A Single Linear Equation Of A Dynamic Simultaneous System And Their Defects In Small Samples
by Kiviet, Jan - 293019 Functional Form Of Engel Curves For Foodstuffs
by Witte, M.A.C & Cramer, J.S.
1983
- 293070 Asymptotic Normality Of The Maximum Likelihood Estimator In The Nonlinear Regression Model With Normal Errors
by Heijmans, Risto & Magnus, Jan - 293069 Consistent Maximum Likelihood Estimation Of The Nonlinear Regression Model With Normal Errors
by Heijmans, Risto & Magnus, Jan - 293068 On The First-Order Efficiency And Asympotic Normality Of The Maximum Likelihood Estimator Obtained From Dependent Observations
by Heijmans, Risto & Magnus, Jan - 293067 On the Asymptotic Normality of the Maximum Likelihood Estimator With Dependent Observations
by Heijmans, Risto & Magnus, Jan - 293066 Consistency of Maximum Likelihood Estimators When Observations Are Dependent
by Heijmans, R & Magnus, J - 293065 Approximate moments for the sampled space-time autocorrelation function
by Anderson, O & Gooijer, J
1982
- 293064 Population Forecasting on City Level an Econometric Approach
by Bierens, H & Hoever, R - 293063 A Consistent Test for Model Specification of Time Series Regressions
by Bierens, Herman - 293062 On Mathematical Models of Exploitation and Class; A Comment on Roemer's Book
by Ramer, Ronald - 293061 The Optimal Exploitation of Natural Resources when Conversion is Necessary
by Elbers, Ch & Withagen, C - 293060 Optimal Income Redistributions, That Are Not Pareto-Optimal
by Furth , Dave - 293059 The Optimal Exploitation of a Natural Resource when there is full Complementarity
by Withagen, C
1981
- 293058 Using Cost Functions In Price Analysis
by Donkers, H & Kreijger, R - 293057 On the Rigour of some Specification Tests for Modeling Dynamic Relationships
by Kiviet, Jan - 293056 The two products-one machine problem solved by Markov programming
by Meewezen, T - 293055 On the identifiability of the proportional hazard model
by Elbers, C & Ridder, G
1980
- 293054 On Cutting Planes
by Schrijver, A - 293053 FORMULAE FOR THE COVARIANCE STRUCTURE OF THE SAMPLED AUTOCOVARIANCES FROM SERIES GENERATED BY GENERAL AUTOREGRESSIVE INTEGRATED MOVING AVERAGE PROCESSES OF ORDER (n,d,q) d = 0 or 1
by Anderson, O & Gooijer, J de - 293052 On Jacobians of transformations with skew-semmetric, strickly (lower) triangular or diagonal matrix arguments
by Neudecker, H - 293051 Errors and disturbances and the performance of some common income distribution functions
by Cramer, J
1978
- 293026 Bounds for the bias of the LS estimator of o^2 in the case of a first-order autoregressive process
by Neudecker, H. - 293025 The Use of the Box Cox Transformation in Engel Curve analysis
by Broekheis, J
1977
- 293050 On Prediction
by Cramer, J - 293049 Non-detection of the serial correlation in least squares regression; frequency and consequences
by Kiviet, Jan - 293048 On the Unbiasedness of Iterated GLS Estimators
by Don, F & Magnus, Jan - 293047 Asyptopic Properties of Maximum Likelihood Estimators in a Nonlinear Regression Model with Unknown Parameters in the Disturbance Convariance Matrix
by Heijmans, Risto & Magnus, Jan - 293046 Asymptotic Properties of a Class of Robust M- Estimators for Nonlinear Regression Models with Momentless Distributed Errors and Regressors
by Bierens, H - 293045 On the inverse of the autocovariance matrix for a general mixed autoregressive movie average process
by Gooijer, J - 293044 The commutation matrix: some theorems and applications
by Magnus, Jan & Neudecker, H - 293043 Mukerji-production functions in the input-output model
by Kreijger, R.G. - 293034 Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix
by Magnus, Jan
1976
- 293042 A derivation of the Hessian of the (concentrated) likelihood function of the factor model employing the Schur product
by Neudecker, H - 293033 Bounds for the bias of the LS estimator of o2 in the case of a first-order autorregressive process when the regression contains a constant term
by Neudecker, H - 293032 On the estimation of a single non-linear structural equation of an incomplete simultaneous equation system: further results
by Bierens, H.J. - 293031 The bias of Ordinary least squares variance estimators when the disturbances follow a stationary first-order autoregressive scheme
by Kiviet, Jan - 293030 on the estimation of a single non-linear structural equation of an incomplete simultaneous equation system
by Bierens, H.J. - 293029 On then estimation of non-linear regression models with momentless distributed errors
by Bierens, H.J. - 293028 Solving nonlinear Input-Output systems
by Kreijger, R.G. - 293027 Substitution between energy and non-energy inputs in the Netherlands, 1950-1974
by Magnus, Jan
Undated
- 293150 Heteroscedasticity In Selectivity Models
by Ophem, Hans van - 293121 A Censored Regression Model Of Private Car Use
by Jong, G & Cramer, J