University of Amsterdam, Actuarial Science and Econometrics Archive
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- 302173: Outliers in Probability Models

- Jan Cramer
- 302172: The expectation of a second degree expression in a matrix quadratic form connected with the noncentral Wishart distribution

- H. Neudecker
- 302171: The dispersion matrix of vec X'AX, A'=A, when X'X is a Wishart matrix

- H. Neudecker
- 293152: To wait or not to wait: is that the question?

- N Van Dijk
- 293150: HETEROSCEDASTICITY IN SELECTIVITY MODELS

- Hans van Ophem
- 293147: R2 in Seemingly Unrelated Regression Equations

- H Neudecker and F Windmejier
- 293145: The asymptotic distribution of the sum of weighted squared residual in binary choice models. A x2 test

- Frank Windmeijer
- 293144: Bias of s2 in Linear Regression Model with correlated errors

- Jan Kiviet and Walter Krämer
- 293141: ESTIMATION AND TESTING FOR COINTEGRATION WITH TRENDED VARIABLES: A Comparison of a Static and a Dynamic Regression Procedure

- H Noswijk
- 293137: THE MISSPECIFICATION OF DYNAMIC REGRESSION MODELS

- D Pollock
- 293135: LAGGED DEPENDENT VARIABLES DISTRIBUTED LAGS AND AUTOREGRESSIVE RESIDUALS

- D Pollock
- 293133: LISREL: Gradient and Hessian of the fitting function

- H Neudecker and A Satorra
- 293130: BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A Comparison of Jackknifed and Bias Corrected Least Squares Estimators

- Jan Kiviet and Garry Phillips
- 293127: Joint prediction of automobile ownership and mileage by a cross-section model

- G Jong and Jan Cramer
- 293124: An indirect utility model of car ownership and private car use

- G Jong
- 293121: A CENSORED REGRESSION MODEL OF PRIVATE CAR USE

- G Jong and Jan Cramer
- 293119: BIAS CORRECTION IN LAGGED-DEPENDENT VARIABLE MODELS

- Jan Kiviet and G Phillips
- 293116: THE SOLUTION OF NONLINEAR FORWARD LOOK RATIONAL EXPECTATIONS MODELS

- P Jurriens and Y Jurriens
- 293113: UNEMPLOYMENT BENEFITS AND SEARCH BEHAVIOR AN EMPIRICAL INVESTIGATION

- Geert Ridder and Kees Gorter
- 293110: ON THE FIRST-ORDER EFFICIENCY AN DASYMPTOTIC NORMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR OBTAINED FROM DEPENDENT OBSERVATIONS

- Risto Heijmans and Jan Magnus
- 293107: CONSISTENT MAXIMUM LIKELIHOOD ESTIMATION WITH DEPENDENT OBSERVATIONS: THE GENERAL (NON-NORMAL) CASE AND THE NORMAL CASE

- Risto Heijmans and Jan Magnus
- 293104: THE IMPORTANCE AND PERFORMANCE OF TESTS FOR THE SELECTION OF INSTRUMENTAL VARIABLES

- Jan Kiviet
- 293102: GENERAL BOUNDS ON RUIN PROBABILITIES

- R Kaas and Marc Goovaerts
- 293099: TESTING STRATEGIES FOR MODEL SPECIFICATION

- Jan Kiviet and Garry Phillips
- 293096: Matrix differential calculus and static optimization Part III- differentials: Practice

- Jan Magnus and H Neudecker
- 293093: ORDERING OF RISKS AND WEIGHTED COMPOUND DISTRIBUTIONS

- Marc Goovaerts, M Vandebroeck and R Kaas
- 293092: On multivariate ridge regression

- Y Haitovsky
- 293091: BOUNDS ON DISTRIBUTION FUNCTIONS UNDER INTEGRAL CONSTRAINTS

- R Kaas and Marc Goovaerts
- 293089: Necessary and sufficient conditions for stochastic dominance

- R Kaas and Marc Goovaerts
- 293086: MATRIX DIFFERENTIAL CALCULUS AND STATIC OPTIMIZATION part II- differentials: Theory

- Jan Magnus and H Neudecker
- 293083: SYMMETRY, 0-1 MATRICES, AND JACOBIANS: A REVIEW

- Jan Magnus and H Neudecker
- 293081: THE COVARIANCE MATRIX OF A GENERAL SECOND DEGREE MATRIX POLYNOMIAL UNDER NORMALITY ASSUMPTIONS

- M Browne and H Neudecker
- 293079: Testing the differences in consumption patterns of one-and two-earner families

- 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

- H Neudecker
- 293077: On the first-order efficiency and asymptotic normality of the maximum likelihood estimator obtained from dependent observations

- R Heijmans and Jan Magnus
- 293076: COMPUTING MOMENTS OF COMPOUND DISTRIBUTIONS

- R Kaas and Marc Goovaerts
- 293075: Matrix differential calculus with applications to simple, Hadamard, and Kronecker products

- J Magus and H Neudecker
- 293074: BOOTSTRAP INFERENCE IN LAGGED_DEPENDENT VARIABLE MODELS

- Jan Kiviet
- 293073: ON THE ESTIMATION OF THE PROPORTIONAL HAZARDS MODEL IN THE PRESENCE OF UNOBSERVED HETEROGENEITY

- 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

- Jan Kiviet
- 293071: MODEL SELECTION TEST PROCEDUES IN A SINGLE LINEAR EQUATION OF A DYNAMIC SIMULTANEOUS SYSTEM AND THEIR DEFECTS IN SMALL SAMPLES

- Jan Kiviet
- 293070: ASYMPTOTIC NORMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE NONLINEAR REGRESSION MODEL WITH NORMAL ERRORS

- Risto Heijmans and Jan Magnus
- 293069: CONSISTENT MAXIMUM LIKELIHOOD ESTIMATION OF THE NONLINEAR REGRESSION MODEL WITH NORMAL ERRORS

- Risto Heijmans and Jan Magnus
- 293068: ON THE FIRST-ORDER EFFICIENCY AND ASYMPOTIC NORMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR OBTAINED FROM DEPENDENT OBSERVATIONS

- Risto Heijmans and Jan Magnus
- 293067: On the Asymptotic Normality of the Maximum Likelihood Estimator With Dependent Observations

- Risto Heijmans and Jan Magnus
- 293066: Consistency of Maximum Likelihood Estimators When Observations Are Dependent

- R Heijmans and Jan Magnus
- 293065: Approximate moments for the sampled space-time autocorrelation function

- O Anderson and Jan G. Gooijer
- 293064: Population Forecasting on City Level an Econometric Approach

- H Bierens and R Hoever
- 293063: A Consistent Test for Model Specification of Time Series Regressions

- Herman Bierens
- 293062: On Mathematical Models of Exploitation and Class; A Comment on Roemer's Book

- Roald Ramer