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DateTitle Authors
2005 Finite sample comparison of parametric, semiparametric, and wavelet estimators of fractional integrationNielsen, Morten Ørregaard / Frederiksen, Per
2002 Detecting Serial Dependence in Tail EventsDiks, Cees
2001 Computing numerical distribution functions in econometricsMacKinnon, James
2011 Confidence sets based on inverting Anderson-Rubin testsDavidson, Russell / MacKinnon, James G.
2001 How to implement the Bootstrap in Static or Stable Dynamic Regression Modelsvan Giersbergen, Noud P.A. / Kiviet, Jan F.
2011 Thirty years of heteroskedasticity-robust inferenceMacKinnon, James G.
2006 Bootstrapping systems cointegration tests with a prior adjustment for deterministic termsTrenkler, Carsten
2006 Finite sample properties of impulse response intervals in SVECMs with long-run identifying restrictionsBrüggemann, Ralf
2007 Comparison of panel cointegration testsÖrsal, Deniz Dilan Karaman
2007 Capturing common components in high-frequency financial time series: a multivariate stochastic multiplicative error modelHautsch, Nikolaus

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