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DateTitle Authors
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
2007 Conditional complexity of compression for authorship attributionMalyutov, Mikhail B. / Wickramasinghe, Chammi Irosha / Li, Sufeng
2008 Discrete-time stochastic volatility models and MCMC-based statistical inferenceHautsch, Nikolaus / Ou, Yangguoyi
2011 Equilibrium heterogeneous-agent models as measurement tools: Some Monte Carlo evidenceCozzi, Marco

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