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DateTitle Authors
2012 Inference for best linear approximations to set identified functionsChandrasekhar, Arun / Chernozhukov, Victor / Molinari, Francesca / Schrimpf, Paul
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
2008 Long memory with Markov-Switching GARCHKrämer, Walter
2011 Testing overidentifying restrictions with many instruments and heteroskedasticityChao, John C. / Hausman, Jerry A. / Newey, Whitney K. / Swanson, Norman R. / Woutersen, Tiemen
2008 GEL methods for nonsmooth moment indicatorsParente, Paulo / Smith, Richard J.

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