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DateTitle Authors
2010 A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal LikelihoodsArdia, David / Basturk, Nalan / Hoogerheide, Lennart / van Dijk, Herman K.
2005 A predictive comparison of some simple long memory and short memory models of daily US stock returns, with emphasis on business cycle effectsBhardwaj, Geetesh / Swanson, Norman R.
2005 Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the TestsWelz, Peter / Österholm, Pär
2006 Incorporating Judgement in Fan ChartsÖsterholm, Pär
2003 Relaxing the IIA Assumption in Locational Choice Models: A Comparison Between Conditional Logit, Mixed Logit, and Multinomial Probit ModelsDahlberg, Matz / Eklöf, Matias
2008 Parameter Driven Multi-state Duration Models: Simulated vs. Approximate Maximum Likelihood EstimationMonteiro, André A.
2007 Beyond the Balassa-Samuelson effect in some new member states of the European UnionGarcía Solanes, José / Sancho-Portero, Francisco I. / Torrejón-Flores, Fernando
2009 To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal LikelihoodsArdia, David / Hoogerheide, Lennart / van Dijk, Herman K.
2006 Nonlinear State-Space Models for Microeconometric Panel DataHeiss, Florian
2013 Tax-benefit systems, income distribution and work incentives in the European UnionJara Tamayo, Holguer Xavier / Tumino, Alberto

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