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DateTitle Authors
2009 Stress testing German banks in a downturn in the automobile industryDüllmann, Klaus / Erdelmeier, Martin
2007 Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data ModelKoopman, Siem Jan / Lucas, André / Ooms, Marius / van Montfort, Kees / van der Geest, Victor
2004 Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space formBos, Charles S. / Shephard, Neil
2008 Is electricity more important than natural gas? Partial liberalization of the Western European energy marketsBrekke, Kjell Arne / Golombek, Rolf / Kittelsen, Sverre A.
2005 A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default RiskKoopman, Siem Jan / Lucas, André / Daniels, Robert
2007 Wann werden Serviceleistungen nachgefragt? Ein Mikrosimulationsmodell alternativer Ladenöffnungszeiten mit Daten der Zeitbudgeterhebung - ServSimMerz, Joachim / Böhm, Paul / Hanglberger, Dominik / Rucha, Rafael / Stolze, Henning
2012 Qual VAR revisited: Good forecast, bad storyEl-Shagi, Makram / von Schweinitz, Gregor
2011 Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte CarloZellner, Arnold / Ando, Tomohiro / Basturk, Nalan / Hoogerheide, Lennart / van Dijk, Herman K.
2001 Comparative analysis of alternative credit risk models: An application on German middle market loan portfoliosKern, Markus / Rudolph, Bernd
2014 A test for instrument validityKitagawa, Toru

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