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DateTitle Authors
2007 Does Benford's law hold in economic research and forecasting?Günnel, Stefan / Tödter, Karl-Heinz
2008 How informative are macroeconomic risk forecasts? An examination of the Bank of England's inflation forecastsKnüppel, Malte / Schultefrankenfeld, Guido
2008 The distribution of consumption-expenditure budget shares: Evidence from Italian householdsBarigozzi, Matteo / Alessi, Lucia / Capasso, Marco / Fagiolo, Giorgio
2001 Markov or not Markov - this should be a questionBickenbach, Frank / Bode, Eckhardt
2005 Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the TestsWelz, Peter / Österholm, Pär
2011 On the Exact Finite Sample Distribution of the L1 -FCvM Test StatisticHinloopen, Jeroen
2010 Identifying All Distinct Sample P-P Plots, with an Application to the Exact Finite Sample Distribution of the L1-FCvM Test StatisticHinloopen, Jeroen / Wagenvoort, Rien
2009 A factor analysis approch to measuring European loan and bond market integrationWagenvoort, Rien / Ebner, André / Morgese Borys, Magdalena
2005 Steht der deutsche Aktienmarkt unter politischem Einfluss?Gottschalk, Katrin / Bohl, Martin T.
2002 Power Properties of the Sargan Test in the Presence of Measurement Errors in Dynamic PanelsDahlberg, Matz / Johansson, Eva / Tovmo, Per

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