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DateTitle Authors
2014 Bootstrap confidence sets under model misspecificationSpokoiny, Vladimir / Zhilova, Mayya
2010 Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instrumentsChao, John C. / Swanson, Norman R. / Hausman, Jerry A. / Newey, Whitney K. / Woutersen, Tiemen
2014 Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets GoldilocksLedoit, Olivier / Wolf, Michael
2000 Finite sample efficiency of OLS in linear regression models with long-memory disturbancesKleiber, Christian
2001 The efficiency of panel data estimators: GLS versus estimators which do not depend on variance componentsBiørn, Erik
2001 How is generalized least squares related to within and between estimators in unbalanced panel data?Biørn, Erik
2009 Dominating estimators for the global minimum variance portfolioFrahm, Gabriel / Memmel, Christoph
2006 Wake me up before you GO-GARCHBoswijk, H. Peter / van der Weide, Roy
2014 Individual and time effects in nonlinear panel models with large N, TFernández-Val, Iván / Weidner, Martin
2001 A semiparametric estimator for dynamic optimization models, with an application to a milk quota marketHong, Han / Shum, Matthew

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