Results 101-110 of 334.
|2006 ||Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms||Trenkler, Carsten
|2006 ||Finite sample properties of impulse response intervals in SVECMs with long-run identifying restrictions||Brüggemann, Ralf
|2010 ||Modeling employment dynamics with state dependence and unobserved heterogeneity||Prowse, Victoria
|2007 ||Comparison of panel cointegration tests||Örsal, Deniz Dilan Karaman
|2007 ||Capturing common components in high-frequency financial time series: a multivariate stochastic multiplicative error model||Hautsch, Nikolaus
|2007 ||Conditional complexity of compression for authorship attribution||Malyutov, Mikhail B. / Wickramasinghe, Chammi Irosha / Li, Sufeng
|2008 ||Discrete-time stochastic volatility models and MCMC-based statistical inference||Hautsch, Nikolaus / Ou, Yangguoyi
|2011 ||Equilibrium heterogeneous-agent models as measurement tools: Some Monte Carlo evidence||Cozzi, Marco
|2007 ||Small sample properties of the Wilcoxon signed rank test with discontinuous and dependent observations||Chlaß, Nadine / Krüger, Jens J.
|2008 ||Purchasing power parity for developing and developed countries: what can we learn from non-stationary panel data models?||Drine, Imed / Rault, Christophe