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DateTitle Authors
2012 Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trendsMcCloskey, Adam
2014 Sheep in wolf's clothing: Using the least squares criterion for quantile estimationChen, Heng
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.
2005 Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data ModelsKiviet, Jan F.
2006 Tail Probabilities for Regression EstimatorsMikosch, Thomas / de Vries, Casper G.
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
2015 Lethal lapses: How a positive interest rate shock might stress German life insurersFeodoria, Mark / Förstemann, Till
1999 Spurious Regression, Cointegration, and Near Cointegration: A Unifying ApproachHaldrup, Niels / Jansson, Michael

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