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Results: 84
Number of items: 84
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de Gooijer, J. G., & Yuan, A. (2011). Kernel-smoothed conditional quantiles of correlated bivariate discrete data. (Tinbergen Institute Discussion Paper; No. TI2011-011/4). Tinbergen Institute. http://www.tinbergen.nl/discussionpapers/11011.pdf
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de Gooijer, J. G., & Yuan, A. (2011). Some exact tests for manifest properties of latent trait models. Computational Statistics and Data Analysis, 55(1), 34-44. https://doi.org/10.1016/j.csda.2010.04.022 -
de Gooijer, J. G., & Yuan, A. (2010). Some exact tests for manifest properties of latent trait models. (Tinbergen Institute discussion paper; No. TI 2010-044/4). Tinbergen Institute. http://www.tinbergen.nl/ti-publications/discussion-papers.php?paper=1594
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Cheng, Y., de Gooijer, J. G., & Zerom, D. (2010). Efficient estimation of an additive quantile regression model. (UvA-Econometrics discussion paper; No. 2010/05). Amsterdam School of Economics, Department of Quantitative Economics. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/F3679A9171350A82C1257728002F763A/$file/1005.pdf
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Cheng, Y., & de Gooijer, J. G. (2009). Bahadur representation for the nonparametric M-estimator under α-mixing dependence. Statistics, 43(5), 443-462. https://doi.org/10.1080/02331880802605221
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Cheng, Y., de Gooijer, J. G., & Zerom, D. (2009). Efficient estimation of an additive quantile regression model. (Tinbergen Institute Discussion Paper; No. TI 2009-104/4). Faculteit Economie en Bedrijfskunde. http://www.tinbergen.nl/discussionpapers/09104.pdf
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de Gooijer, J. G., Diks, C. G. H., & Gatarek, L. T. (2009). Information flows around the globe: predicting opening gaps from overnight foreign stock price patterns. (CeNDEF working paper; No. 09-13). CeNDEF. http://www1.fee.uva.nl/cendef/publications/papers/nfda_CeNDEF_WP_0913.pdf
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de Gooijer, J. G., Diks, C. G. H., & Gatarek, L. T. (2009). Information flows around the globe: predicting opening gaps from overnight foreign stock price patterns. (UvA-Econometrics discussion paper; No. 2009/02). Faculteit Economie en Bedrijfskunde. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/E2D851F14151A810C125767300758861/$file/0902.pdf
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de Gooijer, J. G., Diks, C. G. H., & Gatarek, L. T. (2009). Information flows around the globe: predicting opening gaps from overnight foreign stock price patterns. (Tinbergen Institute discussion paper; No. TI 2009-107/4). Tinbergen Institute. http://www.tinbergen.nl/discussionpapers/09107.pdf
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