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DateTitle Authors
2012 Transformed Polynomials for Nonlinear Autoregressive Models of the Conditional MeanBlasques, Francisco
1999 The Joint Estimation of Term Structures and Credit SpreadsHouweling, Patrick / Hoek, Jaap / Kleibergen, Frank
1999 Random coefficients in regression equation systems: The case with unbalanced panel dataBiørn, Erik
1999 Estimating regression systems from unbalanced panel data: A stepwise maximum likelihood procedureBiørn, Erik
2010 OLS with multiple high dimensional category dummiesGaure, Simen
2010 Cost efficiency and subsidization in German local public bus transitNieswand, Maria / Walter, Matthias
2008 Estimating asset correlations from stock prices or default rates: which method is superior?Düllmann, Klaus / Kunisch, Michael / Küll, Jonathan
2012 A non-parametric approach of heteroskedasticity robust estimation of Vector-Autoregressive (VAR) modelsGrobys, Klaus
2009 Stress testing German banks in a downturn in the automobile industryDüllmann, Klaus / Erdelmeier, Martin
2005 Measuring Asymmetric Stochastic Cycle Components in U.S. Macroeconomic Time SeriesKoopman, Siem Jan / Lee, Kai Ming

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