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DateTitle Authors
2003 Valuing Euro Rating-Triggered Step-Up Telecom BondsHouweling, Patrick / Mentink, Albert / Vorst, Ton
2003 Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias CorrectionChao, John C. / Swanson, Norman R.
2002 The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data ModelsBun, Maurice J.G. / Kiviet, Jan F.
2004 Consistent Estimation with a Large Number of Weak InstrumentsChao, John C. / Swanson, Norman R.
2010 Estimating persistence in the volatility of asset returns with signal plus noise modelsCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2001 Bias Correction in a Stable AD(1,1) Modelvan Giersbergen, Noud P.A.
2002 On the Diminishing Returns of Higher-order Terms in Asymptotic Expansions of BiasBun, Maurice J.G. / Kiviet, Jan F.
2003 How to measure Corporate Bond Liquidity?Houweling, Patrick / Mentink, Albert / Vorst, Ton
2006 The uniqueness of extremum estimationKrätschmer, Volker
2009 Spectral estimation of the fractional order of a Lévy processBelomestny, Denis

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