QE / Econometrics

Organisational unit: Section / Unit

  1. 2019
  2. E-pub ahead of print
  3. Published
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    Hussain, A. H. M. B., Endut, N., Das, S., Chowdhury, M. T. A., Haque, N., Sultana, S., & Ahmed, K. J. (2019). Does financial inclusion increase financial resilience? Evidence from Bangladesh. Development in Practice, 29(6), 798-807. https://doi.org/10.1080/09614524.2019.1607256
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  15. Published
  16. Published
  17. Published
    Tempelaar, D., Rienties, B., & Nguyen, Q. (2019). Analysing the Use of Worked Examples and Tutored and Untutored Problem-Solving in a Dispositional Learning Analytics Context. In H. Lane, S. Zvacek, & J. Uhomoibhi (Eds.), Proceedings of the 11th International Conference on Computer Supported Education (CSEDU 2019) (Vol. 2, pp. 38-47). (Proceedings of the International Conference on Computer Supported Education, CSEDU). Lisbon, Portugal: SCITEPRESS.
  18. E-pub ahead of print
    Tempelaar, D., Nguyen, Q., & Rienties, B. (2020). Learning Feedback Based on Dispositional Learning Analytics. In M. Virvou, E. Alepis, G. A. Tsihrintzis, & L. C. Jain (Eds.), Machine Learning Paradigms: Advances in Learning Analytics (Vol. 158, pp. 69-89). (Intelligent Systems Reference Library book series; Vol. 158). Cham, Switzerland: Springer.
  19. Published
    Friedrich, M., Beutner, E., Reuvers, H., Smeekes, S., Urbain, J-P., Bader, W., ... Mahieu, E. (2019). Nonparametric estimation and bootstrap inference on trends in atmospheric time series: an application to ethane. (arXiv e-prints; No. 1903.05403). arXiv.org at Cornell University Library.
  20. Published
    Hecq, A., Margaritella, L., & Smeekes, S. (2019). Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure. (arXiv e-prints; No. 1902.10991). arXiv.org at Cornell University Library.
  21. Published
    Beutner, E., Heinemann, A., & Smeekes, S. (2019). A General Framework for Prediction in Time Series Models. (arXiv e-prints; No. 1902.01622). arXiv.org at Cornell University Library.
  22. Published
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  29. Published
    Staudigl, M., & Mertikopoulos, P. (2019). Convergent Noisy forward-backward-forward algorithms in non-monotone variational inequalities. In G. Giordano (Ed.), 15th IFAC Symposium on Large Scale Complex Systems LSS 2019: Delft, The Netherlands, 26-28 May 2019 (3 ed., Vol. 52, pp. 120-125). (IFAC-PapersOnLine; Vol. 52, No. 3). IFAC Secretariat. https://doi.org/10.1016/j.ifacol.2019.06.021
  30. Published
    Karabiyik, H., Palm, F. C., & Urbain, J-P. (2019). Econometric Analysis of Panel Data Models with Multifactor Error Structures. In P. Aghion, & H. Rey (Eds.), ANNUAL REVIEW OF ECONOMICS, VOL 11, 2019 (Vol. 11, pp. 495-522). (Annual Review of Economics; Vol. 11). Annual Reviews Inc.. https://doi.org/10.1146/annurev-economics-063016-104338
  31. Published
    Radu Ioan Bot, Mertikopoulos, P., Staudigl, M., & Phan Tuo Vong (2019). Forward-backward-forward methods with variance reduction for stochastic variational inequalities. arXiv.org at Cornell University Library.
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  35. Published
    Leymarie, J. (2019). Three essays in financial econometrics. Maastricht: Datawyse / Universitaire Pers Maastricht. https://doi.org/10.26481/dis.20191205jl
  36. Published
    Lohmeyer, J. H. (2019). Time series analysis under model uncertainty. Maastricht: ProefschriftMaken Maastricht. https://doi.org/10.26481/dis.20190524jl
  37. 2018
  38. Published
  39. Published
  40. Published
  41. Published
    Beutner, E., Heinemann, A., & Smeekes, S. (2018). A Residual Bootstrap for Conditional Value-at-Risk. (arXiv e-prints; No. 1808.09125).
  42. Published
  43. Published
    Friedrich, M., Smeekes, S., & Urbain, J-P. (2018). Autoregressive Wild Bootstrap Inference for Nonparametric Trends. (arXiv e-prints; No. 1807.02357).
  44. Published
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  52. Published
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