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DateTitle Authors
2008 A unique orthogonal variance decompositionWong, Woon K.
2010 The credibility revolution in empirical economics: how better research design is taking the con out of econometricsAngrist, Joshua D. / Pischke, Jörn-Steffen
2014 Instrumental Variables: An Econometrician's PerspectiveImbens, Guido W.
2009 Efficient Estimation of an Additive Quantile RegressionCheng, Yebin / Gooijer, Jan G. De / Zerom, Dawit
2013 Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14Basturk, Nalan / Cakmakli, Cem / Ceyhan, S. Pinar / van Dijk, Herman K.
2011 Spatial risk premium on weather derivatives and hedging weather exposure in electricityHärdle, Wolfgang Karl / Osipenko, Maria
2013 Realizing stock market crashes: Stochastic cusp catastrophe model of returns under the time-varying volatilityBaruník, Jozef / Kukačka, Jiří
2014 On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14Basturk, Nalan / Cakmakli, Cem / Ceyhan, S. Pinar / van Dijk, Herman K.
Apr-2015 Evaluation von Subventionen im Rahmen der regionalen Wirtschaftspolitik in DeutschlandAlm, Bastian
2013 The high-frequency response of energy prices to monetary policy: Understanding the empirical evidenceRosa, Carlo

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