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DateTitle Authors
2013 Modelos GARCH assimétricos com inovações t-StudentFonseca, Thaís C. O. / Cerqueira, Vinícius S. / Migon, Hélio S. / Torres, Cristian A. C.
2008 Rational bubbles and fractional integrationKruse, Robinson
2013 Identifying genuine effects in observational research by means of meta-regressionsBruns, Stephan B.
2014 A combined nonparametric test for seasonal unit rootsKunst, Robert M.
2013 Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependenceArsova, Antonia / Karaman Örsal, Deniz Dilan
2014 Model risk in backtesting risk measuresEvers, Corinna / Rohde, Johannes
2014 Bootstrap tests for overidentification in linear regression modelsDavidson, Russell / MacKinnon, James G.
2014 Fractional Cointegration Rank EstimationLasak, Katarzyna / Velasco, Carlos
2014 Testing for Parameter Instability in Competing Modeling FrameworksCalvori, Francesco / Creal, Drew / Koopman, Siem Jan / Lucas, Andre
2014 A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: An Application to Risk AnalysisArdia, David / Gatarek, Lukasz / Hoogerheide, Lennart F.

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