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DateTitle Authors
2009 The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data ModelsBun, Maurice J.G. / Windmeijer, Frank
2005 Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returnsKapetanios, George / Pesaran, Mohammad Hashem
2013 Testing for Equilibrium Multiplicity in Dynamic Markov GamesOtsu, Taisuke / Pesendorfer, Martin / Takahashi, Yuya
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

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