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DateTitle Authors
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
2005 Monetary equilibrium with decentralized trade and learningAraujo, Luis / Camargo, Braz

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