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DateTitle Authors
2006 Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?De Mol, Christine / Giannone, Domenico / Reichlin, Lucrezia
2009 Efficient estimation of forecast uncertainty based on recent forecast errorsKnüppel, Malte
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

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