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DateTitle Authors
2003 How to measure Corporate Bond Liquidity?Houweling, Patrick / Mentink, Albert / Vorst, Ton
2003 Valuing Euro Rating-Triggered Step-Up Telecom BondsHouweling, Patrick / Mentink, Albert / Vorst, Ton
2010 Estimation of the signal subspace without estimation of the inverse covariance matrixPanov, Vladimir
2007 Self-employment in Chile, long run trends and education and age structure changesPuentes, Esteban / Contreras, Dante / Sanhueza, Claudia
2011 Parametric estimation: Finite sample theorySpokoiny, Vladimir
2011 Enthüllungsrisiko beim Remote Access: Die Schwerpunkteigenschaft der RegressionsgeradeVogel, Alexander
2002 The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data ModelsBun, Maurice J.G. / Kiviet, Jan F.
2002 On the Diminishing Returns of Higher-order Terms in Asymptotic Expansions of BiasBun, Maurice J.G. / Kiviet, Jan F.
2005 Empirical likelihood confidence intervals for the mean of a long-range dependent processNordman, Daniel / Sibbertsen, Philipp / Lahiri, Soumendra N.
2001 Bias Correction in a Stable AD(1,1) Modelvan Giersbergen, Noud P.A.

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