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Making the most out of social experiments : reducing the intrinsic uncertainty in evidence from randomized trials with an application to the national JTPA experiment
Clements, Nancy; Heckman, James J.; Smith, Jeffrey A. - 1994
Persistent link: https://www.econbiz.de/10000884776
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Multivariate structural time series models
Harvey, Andrew C.; Koopman, Siem Jan - 1996
Persistent link: https://www.econbiz.de/10000934066
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Testing of unit root and other nonstationary hypotheses in macroeconomic time series
Gil-Alaña, Luis A.; Robinson, Peter M. - 1996
Persistent link: https://www.econbiz.de/10000952843
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Messy time series : a unified approach
Harvey, Andrew C.; Koopman, Siem Jan; Penzer, Jeremy - 1997
Persistent link: https://www.econbiz.de/10000960677
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Evaluation and application of numerical procedures to calculate Lyapunov exponents
Kaashoek, Johan F.; Dijk, Herman K. van - 1991
Persistent link: https://www.econbiz.de/10000842029
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Estimating pushing trends and pulling equilibria
Ooms, Marius; Dijk, Herman K. van - 1992
Persistent link: https://www.econbiz.de/10000846663
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Bayesian simultaneous equations analysis using reduced rank structures
Kleibergen, Frank; Dijk, Herman K. van - 1998
Persistent link: https://www.econbiz.de/10000981254
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Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan; Durbin, James - 1998
Persistent link: https://www.econbiz.de/10000981433
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Modelling bid-ask spreads in competitive dealership markets
Koopman, Siem Jan; Lai, Hung-neng - 1998
Persistent link: https://www.econbiz.de/10000984963
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Adaptive polar sampling : a new MC technique for the analysis of III-behaved surfaces
Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van - 1998
Persistent link: https://www.econbiz.de/10000988077