EconStor >

Search Results

 
for  

Results 121-130 of 495.


Item hits:

DateTitle Authors
2005 Unit roots and cointegration in panelsBreitung, Jörg / Pesaran, Mohammad Hashem
2004 Forecasting time series subject to multiple structural breaksTimmermann, Allan / Pettenuzzo, Davide / Pesaran, Mohammad Hashem
2007 Schätzunsicherheit oder Korrelation: Welche Risikokomponente sollten Unternehmen bei der Bewertung von Kreditportfoliorisiken wann berücksichtigen?Dannenberg, Henry
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.
2005 Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S.Buchinsky, Moshe / Fougère, Denis / Kramarz, Francis / Tchernis, Rusty

Back 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 Next