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DateTitle Authors
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
2012 A nonparametric test of the leverage hypothesisLinton, Oliver / Whang, Yoon-Jae / Yen, Yu-Min
2008 Testing for stochastic monotonicityLee, Sokbae / Linton, Oliver / Whang, Yoon-Jae
2004 Jarque-Bera test and its competitors for testing normality: A power comparisonThadewald, Thorsten / Büning, Herbert
2009 Markowitz versus Michaud: Portfolio optimization strategies reconsideredBecker, Franziska / Gürtler, Marc / Hibbeln, Martin
2001 A method to generate multivariate data with moments arbitrary close to the desired momentsLyhagen, Johan
2000 Testing of fractional cointegration in macroeconomic time seriesGil-Alaña, Luis A.
2001 The power of the tests of Robinson (1994) in the context of fractionally integrated moving average modelsGil-Alaña, Luis A.
2006 Evaluating targeting efficiency of government programmes: International comparisonsKakwani, Nanak / Son, Hyun H.

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