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University of Amsterdam, Actuarial Science and Econometrics Archive

From University of Amsterdam, Faculty of Economics and Business
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293152: To wait or not to wait: is that the question? Downloads
N Van Dijk
293150: HETEROSCEDASTICITY IN SELECTIVITY MODELS Downloads
Hans van Ophem
293147: R2 in Seemingly Unrelated regression Models Downloads
H Neudecker and F Windmejier
293145: The asymptotic distribution of the sum of weighted squared residual in binary choice models. A x2 test Downloads
Frank Windmeijer
293144: Bias of s2 in Linear Regression Model with correlated errors Downloads
Jan Kiviet and Walter Kramer
293141: ESTIMATION AND TESTING FOR COINTEGRATION WITH TRENDED VARIABLES: A Comparison of a Static and a Dynamic Regression Procedure Downloads
H Noswijk
293137: THE MISSPECIFICATION OF DYNAMIC REGRESSION MODELS Downloads
D Pollock
293135: LAGGED DEPENDENT VARIABLES DISTRIBUTED LAGS AND AUTOREGRESSIVE RESIDUALS Downloads
D Pollock
293133: LISREL: Gradient and Hessian of the fitting function Downloads
H Neudecker and A Satorra
293130: BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A Comparison of Jackknifed and Bias Corrected Least Squares Estimators Downloads
Jan Kiviet and Garry Phillips
293127: Joint prediction of automobile ownership and mileage by a cross-section model Downloads
G Jong and J Cramer
293124: An indirect utility model of car ownership and private car use Downloads
G Jong
293121: A CENSORED REGRESSION MODEL OF PRIVATE CAR USE Downloads
G Jong and J Cramer
293119: BIAS CORRECTION IN LAGGED-DEPENDENT VARIABLE MODELS Downloads
Jan Kiviet and G Phillips
293116: THE SOLUTION OF NONLINEAR FORWARD LOOK RATIONAL EXPECTATIONS MODELS Downloads
P Jurriens and Y Jurriens
293113: UNEMPLOYMENT BENEFITS AND SEARCH BEHAVIOR AN EMPIRICAL INVESTIGATION Downloads
Geert Ridder and Kees Gorter
293110: ON THE FIRST-ORDER EFFICIENCY AN DASYMPTOTIC NORMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR OBTAINED FROM DEPENDENT OBSERVATIONS Downloads
Risto Heijmans and Jan Magnus
293107: CONSISTENT MAXIMUM LIKELIHOOD ESTIMATION WITH DEPENDENT OBSERVATIONS: THE GENERAL (NON-NORMAL) CASE AND THE NORMAL CASE Downloads
Risto Heijmans and Jan Magnus
293104: THE IMPORTANCE AND PERFORMANCE OF TESTS FOR THE SELECTION OF INSTRUMENTAL VARIABLES Downloads
Jan Kiviet
293102: GENERAL BOUNDS ON RUIN PROBABILITIES Downloads
R Kaas and M Goovaerts
293099: TESTING STRATEGIES FOR MODEL SPECIFICATION Downloads
Jan Kiviet and Garry Phillips
293096: Matrix differential calculus and static optimization Part III- differentials: Practice Downloads
J Magnus and H Neudecker
293093: ORDERING OF RISKS AND WEIGHTED COMPOUND DISTRIBUTIONS Downloads
M Goovaerts, M Vandebroeck and R Kaas
293092: On multivariate ridge regression Downloads
Y Haitovsky
293091: BOUNDS ON DISTRIBUTION FUNCTIONS UNDER INTEGRAL CONSTRAINTS Downloads
R Kaas and M Goovaerts
293089: Necessary and sufficient conditions for stochastic dominance Downloads
R Kaas and M Goovaerts
293086: MATRIX DIFFERENTIAL CALCULUS AND STATIC OPTIMIZATION part II- differentials: Theory Downloads
J Magnus and H Neudecker
293083: SYMMETRY, 0-1 MATRICES, AND JACOBIANS: A REVIEW Downloads
J Magnus and H Neudecker
293081: THE COVARIANCE MATRIX OF A GENERAL SECOND DEGREE MATRIX POLYNOMIAL UNDER NORMALITY ASSUMPTIONS Downloads
M Browne and H Neudecker
293079: Testing the differences in consumption patterns of one-and two-earner families Downloads
R Heijmans and G Renes
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 Downloads
H Neudecker
293077: On the first-order efficiency and asymptotic normality of the maximum likelihood estimator obtained from dependent observations Downloads
R Heijmans and J Magnus
293076: COMPUTING MOMENTS OF COMPOUND DISTRIBUTIONS Downloads
R Kaas and M Goovaerts
293075: Matrix differential calculus with applications to simple, Hadamard, and Kronecker products Downloads
J Magus and H Neudecker
293074: BOOTSTRAP INFERENCE IN LAGGED_DEPENDENT VARIABLE MODELS Downloads
Jan Kiviet
293073: ON THE ESTIMATION OF THE PROPORTIONAL HAZARDS MODEL IN THE PRESENCE OF UNOBSERVED HETEROGENEITY Downloads
Geert Ridder and Wim Verbakel
293072: Model selection test procedures in a single linear equation of a dynamic simltaneous system and their defects in small samples Downloads
Jan Kiviet
293071: MODEL SELECTION TEST PROCEDUES IN A SINGLE LINEAR EQUATION OF A DYNAMIC SIMULTANEOUS SYSTEM AND THEIR DEFECTS IN SMALL SAMPLES Downloads
Jan Kiviet
293070: ASYMPTOTIC NORMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE NONLINEAR REGRESSION MODEL WITH NORMAL ERRORS Downloads
Risto Heijmans and Jan Magnus
293069: CONSISTENT MAXIMUM LIKELIHOOD ESTIMATION OF THE NONLINEAR REGRESSION MODEL WITH NORMAL ERRORS Downloads
Risto Heijmans and Jan Magnus
293068: ON THE FIRST-ORDER EFFICIENCY AND ASYMPOTIC NORMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR OBTAINED FROM DEPENDENT OBSERVATIONS Downloads
Risto Heijmans and Jan Magnus
293067: On the Asymptotic Normality of the Maximum Likelihood Estimator With Dependent Observations Downloads
Risto Heijmans and Jan Magnus
293066: Consistency of Maximum Likelihood Estimators When Observations Are Dependent Downloads
R Heijmans and J Magnus
293065: Approximate moments for the sampled space-time autocorrelation function Downloads
O Anderson and Jan G. Gooijer
293064: Population Forecasting on City Level an Econometric Approach Downloads
H Bierens and R Hoever
293063: A Consistent Test for Model Specification of Time Series Regressions Downloads
Herman Bierens
293062: On Mathematical Models of Exploitation and Class; A Comment on Roemer's Book Downloads
Ronald Ramer
293061: The Optimal Exploitation of Natural Resources when Conversion is Necessary Downloads
Ch Elbers and C Withagen
293060: Optimal Income Redistributions, That Are Not Pareto-Optimal Downloads
Dave Furth
293059: The Optimal Exploitation of a Natural Resource when there is full Complementarity Downloads
C Withagen
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