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DateTitle Authors
2011 Bootstrap confidence sets with weak instrumentsDavidson, Russell / MacKinnon, James G.
2005 Finite sample accuracy of integrated volatility estimatorsNielsen, Morten Ørregaard / Houmann Frederiksen, Per
2001 Bootstrap tests: How many bootstraps?Davidson, Russell / MacKinnon, James
2001 Artificial regressionsDavidson, Russell / MacKinnon, James
2009 Sensitivity analysis of the unconfoundedness assumption in observational studiesde Luna, Xavier / Lundin, Mathias
2010 Testing for structural breaks at unknown time: A steeplechaseEl-Shagi, Makram / Giesen, Sebastian
2006 Rags in the High Rent District: the Evolution of Quota Rents in Textiles and ClothingFrancois, Joseph / Woerz, Julia
2000 Wealth Dynamics in the 1980’s and 1990’s: Sweden and the U.S.Klevmarken, Anders / Lupton, Joseph / Stafford, Frank
2009 Simulating WTP values from random-coefficient modelsRischatsch, Maurus
2001 A method to generate multivariate data with moments arbitrary close to the desired momentsLyhagen, Johan

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