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DateTitle Authors
2011 A note on testing for purchasing power parityHeinen, Florian
2011 Two competitive models and their identification problem: The ESTAR and TSTAR modelHeinen, Florian / Michael, Stefanie / Sibbertsen, Philipp
2010 Peaks vs. componentsVollmer, Sebastian / Holzmann, Hajo / Weisbrod, Julian
2012 A test of the conditional independence assumption in sample selection modelsHuber, Martin / Melly, Blaise
2010 Instrumental variable estimation with heteroskedasticity and many instrumentsHausman, Jerry A. / Newey, Whitney K. / Woutersen, Tiemen / Chao, John / Swanson, Norman
2012 Joint audit and accuracy of the auditor's report: An empirical studyBaldauf, Julia / Steckel, Rudolf
2010 Identification problems in ESTAR models and a new modelDonauer, Stefanie / Heinen, Florian / Sibbertsen, Philipp
2005 EU merger remedies: a preliminary empirical assessmentDuso, Tomaso / Gugler, Klaus / Yurtoglu, Burcin
2010 Evaluating a class of nonlinear time series modelsHeinen, Florian
1999 Spurious Regression, Cointegration, and Near Cointegration: A Unifying ApproachHaldrup, Niels / Jansson, Michael

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