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DateTitle Authors
2002 Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown FormKilian, Lutz / Gonçalves, Sílvia
2003 A comparison of dynamic panel data estimators: Monte Carlo evidence and an application to the investment functionBehr, Andreas
1999 Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-RiskBauwens, Luc / Bos, Charles S. / van Dijk, Herman K.
2011 The importance of estimation uncertainty in a multi-rating class loan portfolioDannenberg, Henry
2006 Are Economic Agents Successful Optimizers? An Analysis through Service Strategy in TennisKlaasen, Franc J.G.M. / Magnus, Jan R.
2012 Bayesian analysis of instrumental variable models: The potential of direct Monte CarloZellner, Arnold / Ando, Tomohiro / Basturk, Nalan / Hoogerheide, Lennart / van Dijk, Herman K.
2007 Simulaatio lääkekehitysalan kannattavuudesta ja riskeistäHermans, Raine / Kulvik, Martti
2011 A new targeting - a new take-up? Non-take-up of social assistance in Germany after social policy reformsBruckmeier, Kerstin / Wiemers, Jürgen
2008 Panel estimation of state dependent adjustment when the target is unobservedvon Kalckreuth, Ulf
2011 The phantom menace of omitted variables: A commentRitter, Nolan / Vance, Colin

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