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DateTitle Authors
2008 Long memory with Markov-Switching GARCHKrämer, Walter
2014 A Multiple Testing Approach to the Regularisation of Large Sample Correlation MatricesBailey, Natalia / Pesaran, M. Hashem / Smith, L. Vanessa
2013 Prediction and simulation using simple models characterized by nonstationarity and seasonalitySwanson, Norman / Urbach, Richard
2013 The consequences of measurement error when estimating the impact of obesity on incomeO'Neill, Donal / Sweetman, Olive
1999 VAR cointegration in VARMA modelsWagner, Martin
2009 Optimal smoothing for a computationally and statistically efficient single index estimatorXia, Yingcun / Härdle, Wolfgang Karl / Linton, Oliver
2013 Méthodologie de construction de séries de taux de défaut pour l'industrie canadienneDjoudad, Ramdane / Bordeleau, Étienne
2013 Who opts out of the statutory health insurance? A discrete time hazard model for GermanyBünnings, Christian / Tauchmann, Harald
2009 De copulis non est disputandum Copulae: An overviewHärdle, Wolfgang Karl / Okhrin, Ostap
2008 Independent component analysis via copula techniquesChen, Ray-Bing / Guo, Meihui / Härdle, Wolfgang Karl / Huang, Shih-Feng

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