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Results 101-110 of 334.
Item hits:
| Date | Title |
Authors |
| 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 |
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