EconStor >

Search Results

 
for  

Results 221-230 of 611.


Item hits:

DateTitle Authors
1999 Spurious Regression, Cointegration, and Near Cointegration: A Unifying ApproachHaldrup, Niels / Jansson, Michael
2011 Instrumental variable estimation with heteroskedasticity and many instrumentsHausman, Jerry A. / Newey, Whitney K. / Woutersen, Tiemen / Chao, John / Swanson, Norman
2010 Models for heavy-tailed asset returnsBorak, Szymon / Misiorek, Adam / Weron, Rafał
2011 The impact of context and promotion on consumer responses and preferences in out-of-stock situationsWiebach, Nicole / Diels, Jana L.
2011 Customer reactions in Out-of-Stock situations: Do promotion-induced phantom positions alleviate the similarity substitution hypothsis?Diels, Jana Luisa / Wiebach, Nicole
2012 HMM in dynamic HAC modelsHärdle, Wolfgang Karl / Okhrin, Ostap / Wang, Weining
2014 Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic DisturbancesBadinger, Harald / Egger, Peter
2010 Dynamical systems forced by shot noise as a new paradigm in the interest rate modelingBaranovski, Alexander L.
2010 Parametric estimation of risk neutral density functionsGrith, Maria / Krätschmer, Volker
2011 Using the value at risk method in estimation of investment risk in the metallurgical sector companiesMiłoś, Ewa

Back 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 Next