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DateTitle Authors
2011 Thirty years of heteroskedasticity-robust inferenceMacKinnon, James G.
2006 Bootstrapping systems cointegration tests with a prior adjustment for deterministic termsTrenkler, Carsten
2007 Conditional complexity of compression for authorship attributionMalyutov, Mikhail B. / Wickramasinghe, Chammi Irosha / Li, Sufeng
2008 Testing multiplicative error models using conditional moment testsHautsch, Nikolaus
2009 On the existence of the moments of the asymptotic trace statisticÖrsal, Deniz Dilan Karaman / Droge, Bernd
2002 The Last Word on the Wage Curve?Nijkamp, Peter / Poot, Jacques
2007 Small sample properties of the Wilcoxon signed rank test with discontinuous and dependent observationsChlaß, Nadine / Krüger, Jens J.
2006 Increasing longevity and social security reformsAndersen, Torben M.
2006 Cointegration tests of PPP: do they also exhibit erratic behaviour?Caporale, Guglielmo Maria / Hanck, Christoph
2006 Tests of independence in separable econometric models: theory and applicationBrown, Donald J. / Deb, Rahul / Wegkamp, Marten H.

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