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DateTitle Authors
2005 A Note on Implementing Box-Cox Quantile RegressionWilke, Ralf A. / Fitzenberger, Bernd / Zhang, Xuan
2006 Long memory with Markov-Switching GARCHKrämer, Walter
1999 Peaks or tails: What distinguishes financial data?Krämer, Walter / Runde, Ralf
2014 On an Estimation Method for an Alternative Fractionally Cointegrated ModelCarlini, Federico / Lasak, Katarzyna
2014 Mutual excitation in eurozone sovereign CDSAït-Sahalia, Yacine / Laeven, Roger J. A. / Pelizzon, Loriana
2003 Nonparametric pricing of multivariate contingent claimsRosenberg, Joshua V.
2013 Individual and time effects in nonlinear panel models with large N, TFernández-Val, Iván / Weidner, Martin
2008 GEL methods for nonsmooth moment indicatorsParente, Paulo / Smith, Richard J.
2006 Nonparametric instrumental variables estimation of a quantile regression modelHorowitz, Joel / Lee, Sokbae
2006 Statistical treatment choice: An application to active labour market programmesFrölich, Markus

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