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DateTitle Authors
2011 Relating Stochastic Volatility Estimation MethodsBos, Charles S.
1999 The recursive thick frontier approach to estimating efficiencyWagenvoort, Rien / Schure, Paul
2006 Time dependent relative risk aversionGiacomini, Enzo / Handel, Michael / Härdle, Wolfgang Karl
2008 Spline Smoothing over Difficult RegionsKoopman, Siem Jan / Wong, Soon Yip
2009 The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data ModelsBun, Maurice J.G. / Windmeijer, Frank
2010 GMM estimation of Multifractal Random Walks using an efficient algorithm for HAC covariance matrix estimationSattarhoff, Cristina
2010 Consistent Estimation of Structural Parameters in Regression Models with Adaptive LearningChristopeit, Norbert / Massmann, Michael
2011 A Bayesian Analysis of Unobserved Component Models using OxBos, Charles S.
2014 Investor fears and risk premia for rare eventsSchwarz, Claudia
2005 Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returnsKapetanios, George / Pesaran, Mohammad Hashem

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