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DateTitle Authors
2001 A simple efficient GMM estimator of GARCH modelsSkoglund, Jimmy
2010 Semi-structural models for inflation forecastingKichian, Maral / Rumler, Fabio / Corrigan, Paul
2008 Metropolis-Hastings prefetching algorithmsStrid, Ingvar
2006 The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous EquationsKiviet, Jan F. / Niemczyk, Jerzy
2015 Volatility of aggregate volatility and hedge funds returnsAgarwal, Vikas / Arisoy, Y. Eser / Naik, Narayan Y.
2009 Assessing indexation-based Calvo inflation modelsDufour, Jean-Marie / Khalaf, Lynda / Kichian, Maral
2009 Structural inflation models with real wage rigidities: The case of CanadaDufour, Jean-Marie / Khalif, Lynda / Kichian, Maral
2011 Bayesian estimation of a DSGE model with inventoriesFoerster, Marcel
2001 Specification and estimation of random effects models with serial correlation of general formSkoglund, Jimmy / Karlsson, Sune
2001 Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlationSkoglund, Jimmy / Karlsson, Sune

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