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DateTitle Authors
2009 Robust inference with multi-way clusteringMiller, Douglas L. / Cameron, A. Colin / Gelbach, Jonah
2008 How informative are macroeconomic risk forecasts? An examination of the Bank of England's inflation forecastsKnüppel, Malte / Schultefrankenfeld, Guido
2011 Evaluating the calibration of multi-step-ahead density forecasts using raw momentsKnüppel, Malte
2011 Does monetary policy affect stock market uncertainty? Empirical evidence from the United StatesJovanović, Mario
2011 The phantom menace of omitted variables: A commentRitter, Nolan / Vance, Colin
2011 Stationarity changes in long-run fossil resource prices: Evidence from persistence break testingZaklan, Aleksandar / Abrell, Jan / Neumann, Anne
2012 Revealed preference and nonparametric analysis: Continuous extensions and recoverabilityHeufer, Jan
2005 Correcting for Primary Study Misspecifications in Meta-AnalysisKoetse, Mark J. / Florax, Raymond J.G.M. / de Groot, Henri L.F.
2009 Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approachGaisser, Sandra / Memmel, Christoph / Schmidt, Rafael / Wehn, Carsten
2005 Why Frequency Matters for Unit Root TestingBoswijk, H. Peter / Klaassen, Franc

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