Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Aart F. de Vos"'
Publikováno v:
Journal of Time Series Analysis. 31:407-414
State space models with non-stationary processes and/or fixed regression effects require a state vector with diffuse initial conditions. Different likelihood functions can be adopted for the estimation of parameters in time-series models with diffuse
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::09aaa676d2d71063a1d4aaf0cb89ff15
https://doi.org/10.1111/j.1467-9892.2010.00673.x
https://doi.org/10.1111/j.1467-9892.2010.00673.x
Autor:
Aart F. de Vos, Marc Francke
Publikováno v:
Francke, M K & de Vos, A F 2007, ' Marginal Likelihood and Unit Roots ', Journal of Econometrics, vol. 137, pp. 708-728 . https://doi.org/10.1016/j.jeconom.2005.10.005
Journal of Econometrics, 137, 708-728. Elsevier BV
Journal of Econometrics, 137, 708-728. Elsevier BV
We develop new tests for the hypothesis of unit roots that are based on the marginal likelihood of the general linear model. The marginal likelihood allows the incorporation of invariance arguments in the likelihood function. It turns out that margin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6f4f2b35aef24d4be8f35768b914213f
https://hdl.handle.net/1871/44562
https://hdl.handle.net/1871/44562
Autor:
Aart F. de Vos, Richard S.J. Tol
Publikováno v:
Climatic Change. 38:87-112
This paper demonstrates that there is a robust statistical relationship between the records of the global mean surface air temperature and the atmospheric concentration of carbon dioxide over the period 1870-1991. As such, the enhanced greenhouse eff
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f54cfb46e9bddd5acee3a5f5880ce657
https://doi.org/10.1023/a:1005390515242
https://doi.org/10.1023/a:1005390515242
Publikováno v:
SSRN Electronic Journal.
State space models with non-stationary processes and/or fixed regression effects require a state vector with diffuse initial conditions. Different likelihood functions can be adopted for the estimation of parameters in time-series models with diffuse
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::72e1f24354b77319f8b64f793a78678e
https://doi.org/10.2139/ssrn.1120262
https://doi.org/10.2139/ssrn.1120262
Publikováno v:
Magnus, J W, van Tongeren, J R & de Vos, A F 2000, ' National Accounts Estimation Using Indicator Ratios ', The Review of Income and Wealth, vol. 46, no. 3, pp. 329-350 . https://doi.org/10.1111/j.1475-4991.2000.tb00846.x
The Review of Income and Wealth, 46(3), 329-350. Wiley-Blackwell
The Review of Income and Wealth, 46(3), 329-350. Wiley-Blackwell
We propose a new approach to national accounts compilation, which also serves as a formalization of current compilation practices. When formalizing the procedure, a distinction is made between (basic) data, national accounts identities and so-called
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::03219086c5440d7ee3f3b721e94ef53b
https://hdl.handle.net/1871.1/3e5ce0f2-2ba7-4856-8d92-2c8e27ceb127
https://hdl.handle.net/1871.1/3e5ce0f2-2ba7-4856-8d92-2c8e27ceb127
Autor:
Sanne De Boer, Aart F. de Vos
Publikováno v:
SSRN Electronic Journal.
This paper gives the derivation of the Bivariate Stochastic Functional Form (BSFF), which may be seen as the direct generalization of the linear regression model. The derivation does not involve complex mathematical tools such as stochastic calculus.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::44429640bf11b75b567a7e8f38882f40
https://doi.org/10.2139/ssrn.1933198
https://doi.org/10.2139/ssrn.1933198
Autor:
Jacob A. Bikker, Aart F. De Vos
Publikováno v:
Brussels Economic Review / Cahiers économiques de Bruxelles
Cahiers Economiques de Bruxelles, 135
Cahiers Economiques de Bruxelles, 135
info:eu-repo/semantics/published
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::64d39dabb6e285ee6356509f64c76fa6
http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/12869
http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/12869
Autor:
Aart F. De Vos
Publikováno v:
International Studies in Economics and Econometrics ISBN: 9789401081061
This paper is based on a consultancy project for the Dutch Postal Clearing Service, the ‘Giro’. The Giro plays an important part in transactions in the Netherlands. Specifically salary payments to households are important. As most of these take p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7151c918c77221e479264021a51438a3
https://doi.org/10.1007/978-94-009-3591-4_9
https://doi.org/10.1007/978-94-009-3591-4_9