University of Amsterdam, Actuarial Science and Econometrics Archive

From University of Amsterdam, Faculty of Economics and Business
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293061: The Optimal Exploitation of Natural Resources when Conversion is Necessary

Chris Elbers and Cees Withagen

293060: Optimal Income Redistributions, That Are Not Pareto-Optimal

Dave Furth

293059: The Optimal Exploitation of a Natural Resource when there is full Complementarity

Cees Withagen

293058: Using Cost Functions In Price Analysis

H Donkers and R Kreijger

293057: On the Rigour of some Specification Tests for Modeling Dynamic Relationships

Jan Kiviet

293056: The two products-one machine problem solved by Markov programming

T Meewezen

293055: On the identifiability of the proportional hazard model

Chris Elbers and G Ridder

293054: On Cutting Planes

A Schrijver

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

O Anderson and Jan G. Gooijer

293052: On Jacobians of transformations with skew-semmetric, strickly (lower) triangular or diagonal matrix arguments

H Neudecker

293051: Errors and disturbances and the performance of some common income distribution functions

Jan Cramer

293050: On Prediction

Jan Cramer

293049: Non-detection of the serial correlation in least squares regression; frequency and consequences

Jan Kiviet

293048: On the Unbiasedness of Iterated GLS Estimators

F Don and Jan Magnus

293047: Asyptopic Properties of Maximum Likelihood Estimators in a Nonlinear Regression Model with Unknown Parameters in the Disturbance Convariance Matrix

Risto Heijmans and Jan Magnus

293046: Asymptotic Properties of a Class of Robust M- Estimators for Nonlinear Regression Models with Momentless Distributed Errors and Regressors

H Bierens

293045: On the inverse of the autocovariance matrix for a general mixed autoregressive movie average process

Jan G. Gooijer

293044: The commutation matrix: some theorems and applications

Jan Magnus and H Neudecker

293043: Mukerji-production functions in the input-output model

R.G. Kreijger

293042: A derivation of the Hessian of the (concentrated) likelihood function of the factor model employing the Schur product

H Neudecker

293034: Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix

Jan Magnus

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

H Neudecker

293032: On the estimation of a single non-linear structural equation of an incomplete simultaneous equation system: further results

H.J. Bierens

293031: The bias of Ordinary least squares variance estimators when the disturbances follow a stationary first-order autoregressive scheme

Jan Kiviet

293030: on the estimation of a single non-linear structural equation of an incomplete simultaneous equation system

H.J. Bierens

293029: On then estimation of non-linear regression models with momentless distributed errors

H.J. Bierens

293028: Solving nonlinear Input-Output systems

R.G. Kreijger

293027: Substitution between energy and non-energy inputs in the Netherlands, 1950-1974

Jan Magnus

293026: Bounds for the bias of the LS estimator of o^2 in the case of a first-order autoregressive process

H. Neudecker

293025: The Use of the Box Cox Transformation in Engel Curve analysis

J Broekheis

293024: THE COVARIANCE MATRIX OF TWO MATRIX QUADRATIC FORMS CONNECTED WITH THE NONCENTRAL WISHART DISTRIBUTION

H Neudecker and Tom Wansbeek

293021: ON THE DISPERSION MATRIX OF A MATRIX QUADRATIC FORM CONNECTED WITH THE NONCENTRAL WISHART DISTRIBUTION

H. Neudecker

293019: FUNCTIONAL FORM OF ENGEL CURVES FOR FOODSTUFFS

M.A.c Witte and Jan Cramer

293018: A MILD RESTRICTION FOR NONLINEAR REGRESSION FUNCTIONS

Jan Cramer and Chris Elbers