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DateTitle Authors
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
2014 Bias-correction in vector autoregressive models: A simulation studyEngsted, Tom / Pedersen, Thomas Q.
2008 On J.M. Keynes' The principal averages and the laws of error which lead to them: refinement and generalisationKlein, Ingo / Grottke, Michael
2010 An analytical investigation of estimators for expected asset returns from the perspective of optimal asset allocationFrahm, Gabriel
2008 Dominating estimators for the global minimum variance portfolioFrahm, Gabriel / Memmel, Christoph
2004 A Note on Implementing Box-Cox Quantile RegressionWilke, Ralf A. / Fitzenberger, Bernd / Zhang, Xuan

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