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DateTitle Authors
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
2006 Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?De Mol, Christine / Giannone, Domenico / Reichlin, Lucrezia
2007 Modelling dynamic portfolio risk using risk drivers of elliptical processesSchmidt, Rafael / Schmieder, Christian
2004 Systematic Risk in Recovery Rates: An Empirical Analysis of US Corporate Credit ExposuresDüllmann, Klaus / Trapp, Monika
2013 Functional data analysis of generalized quantile regressionsGuo, Mengmeng / Zhou, Lhan / Huang, Jianhua Z. / Härdle, Wolfgang Karl

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