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DateTitle Authors
2007 A new approach to bootstrap inference in functional coefficient modelsHerwartz, Helmut / Xu, Fang
2007 A robust bootstrap approach to the Hausman test in stationary panel data modelsHerwartz, Helmut / Neumann, Michael H.
2013 Testing for structural stability of factor augmented forecasting modelsValentina Corradi / Norman Swanson
2012 Análises da dinâmica orçamentária dos municípios brasileiros: Uma aplicação da metodologia var com dados emphilhadosSchettini, Bernardo Patta
2013 Evaluating misspecification in DSGE models using tests for overidentifying restrictionsReicher, Christopher Phillip
2014 Confidence corridors for multivariate generalized quantile regressionChao, Shih-kang / Proksch, Katharina / Dette, Holger / Härdle, Wolfgang
2014 The Economics of Bitcoins - Market Characteristics and Price JumpsGronwald, Marc
2013 One swallow doesn't make a summer: A noteKataria, Mitesh
2005 Small sample properties of maximum likelihood versus generalized method of moments based tests for spatially autocorrelated errorsEgger, Peter / Larch, Mario / Pfaffermayr, Michael / Walde, Janette F.
2006 Bootstrap-based improvements for inference with clustered errorsCameron, A. Colin / Miller, Douglas L. / Gelbach, Jonah B.

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