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DateTitle Authors
2005 Efficient information theoretic inference for conditional moment restrictionsSmith, Richard J.
2009 Spot Variance Path Estimation and its Application to High Frequency Jump TestingBos, Charles S. / Janus, Pawel / Koopman, Siem Jan
2008 Out-of-sample Comparison of Copula Specifications in Multivariate Density ForecastsDiks, Cees / Panchenko, Valentyn / van Dijk, Dick
2002 Individual Behavior of First-Price Sealed-Bid Auctions: The Importance of Information Feedback in Experimental MarketsNeugebauer, Tibor / Selten, Reinhard
2005 Local gel methods for conditional moment restrictionsSmith, Richard J.
2003 Multicointegration in US consumption dataSiliverstovs, Boriss
2012 Controlling the danger of false discoveries in estimating multiple treatment effectsWunderli, Dan
2010 Is euro area money demand (still) stable? Cointegrated VAR versus single equation techniquesBelke, Ansgar / Czudaj, Robert
2010 The pungent smell of 'red herrings': Subsoil assets, rents, volatility and the resource cursevan der Ploeg, Frederick / Poelhekke, Steven
2010 Natural resources: Curse or blessing?van der Ploeg, Frederick

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