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DateTitle Authors
2004 Surprise volume and heteroskedasticity in equity market returnsWagner, Niklas / Marsh, Terry A.
2007 GARCH-based identification of triangular systems with an application to the CAPM: Still living with the roll critiqueProno, Todd
2009 New recipes for estimating default intensitiesBaranovski, Alexander / von Lieres und Wilkau, Carsten / Wilch, André
2007 Identifying the returns to lying when the truth is unobservedHu, Yingyao / Lewbel, Arthur
2008 Estimation of nonparametric conditional moment models with possibly nonsmooth momentsChen, Xiaohong / Pouzo, Demian
2010 Instrumental variable estimation with heteroskedasticity and many instrumentsHausman, Jerry A. / Newey, Whitney K. / Woutersen, Tiemen / Chao, John / Swanson, Norman
2006 Nonparametric identification and estimation of finite mixture models of dynamic discrete choicesKasahara, Hiroyuki / Shimotsu, Katsumi
2012 Structural breaks, parameter stability and energy demand modeling in NigeriaOmisakin, Olusegun A. / Adeniyi, Oluwatosin A. / Oyinlola, Abimbola M.
2010 An empirical assessment of the 2004 EU merger policy reformDuso, Tomaso / Gugler, Klaus / Szücs, Florian
2005 EU merger remedies: a preliminary empirical assessmentDuso, Tomaso / Gugler, Klaus / Yurtoglu, Burcin

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