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DateTitle Authors
2010 Robust estimation of integrated variance and quarticity under flat price and no trading biasSchulz, Frowin C.
2005 Small sample properties of maximum likelihood versus generalized method of moments based tests for spatially autocorrelated errorsEgger, Peter / Larch, Mario / Pfaffermayr, Michael / Walde, Janette F.
2006 Bootstrap-based improvements for inference with clustered errorsCameron, A. Colin / Miller, Douglas L. / Gelbach, Jonah B.
2001 Berufliche Weiterbildung und Arbeitsplatzrisiko: Ein Matching-AnsatzChristensen, Björn
2006 Testing for restricted stochastic dominanceDavidson, Russell / Duclos, Jean-Yves
2010 Unit Root Testing in Heteroskedastic Panels using the Cauchy EstimatorDemetrescu, Matei / Hanck, Christoph
2009 A factor analysis approach to measuring European loan and bond market integrationWagenvoort, Rien / Ebner, André / Morgese Borys, Magdalena
2010 Multiple Testing in Growth EconometricsDeckers, Thomas / Hanck, Christoph
2005 A stochastic theory of geographic concentration and the empirical evidence in GermanyBrenner, Thomas
2000 Trend und Zyklus im Bruttoinlandsprodukt der Bundesrepublik Deutschland - eine AnmerkungMeier, Carsten-Patrick

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