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DateTitle Authors
2005 Phillips-Perron-type unit root tests in the nonlinear ESTAR frameworkRothe, Christoph / Sibbertsen, Philipp
2014 A Test for the Portion of Bivariate Dependence in Multivariate Tail RiskBormann, Carsten / Schienle, Melanie / Schaumburg, Julia
2014 Information Theoretic Optimality of Observation Driven Time Series ModelsBlasques, Francisco / Koopman, Siem Jan / Lucas, André
2007 Testing a model of the UK by the method of indirect inferenceMinford, Patrick / Theodoridis, Konstantinos / Meenagh, David
2013 Calculating confidence intervals for continuous and discontinuous functions of parametersWoutersen, Tiemen / Ham, John C.
2002 Finite sample inference for GMM estimators in linear panel data modelsBond, Stephen R. / Windmeijer, Frank
2006 Confidence sets for partially identified parameters that satisfy a finite number of moment inequalitiesRosen, Adam M.
2010 Spatial circular matrices, with applicationsHillier, Grant / Martellosio, Federico
2010 Is it different for zeros? Discriminating between models for non-negative data with many zerosSilva, J. M. C. Santos / Tenreyro, Silvana / Windmeijer, Frank
2005 Unit roots: Identification and testing in micro panelsBond, Stephen / Nauges, Céline / Windmeijer, Frank

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