EconStor >

Search Results

 
for  

Results 61-70 of 611.


Item hits:

DateTitle Authors
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
2008 Generalized nonparametric deconvolution with an application to earnings dynamicsBonhomme, Stéphane / Robin, Jean-Marc
2005 Weak instruments and empirical likelihood: A discussion of the papers by D. W. K. Andrews and J. H. Stock and Y. KitamuraSmith, Richard J.

Back 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 Next