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Results 31-40 of 331.
Item hits:
| Date | Title |
Authors |
| 2009 | Sensitivity analysis of the unconfoundedness assumption in observational studies | de Luna, Xavier / Lundin, Mathias |
| 2010 | Testing for structural breaks at unknown time: A steeplechase | El-Shagi, Makram / Giesen, Sebastian |
| 2012 | A nonparametric test of the leverage hypothesis | Linton, Oliver / Whang, Yoon-Jae / Yen, Yu-Min |
| 2008 | Testing for stochastic monotonicity | Lee, Sokbae / Linton, Oliver / Whang, Yoon-Jae |
| 2004 | Jarque-Bera test and its competitors for testing normality: A power comparison | Thadewald, Thorsten / Büning, Herbert |
| 2009 | Markowitz versus Michaud: Portfolio optimization strategies reconsidered | Becker, Franziska / Gürtler, Marc / Hibbeln, Martin |
| 2001 | A method to generate multivariate data with moments arbitrary close to the desired moments | Lyhagen, Johan |
| 2000 | Testing of fractional cointegration in macroeconomic time series | Gil-Alaña, Luis A. |
| 2001 | The power of the tests of Robinson (1994) in the context of fractionally integrated moving average models | Gil-Alaña, Luis A. |
| 2006 | Evaluating targeting efficiency of government programmes: International comparisons | Kakwani, Nanak / Son, Hyun H. |
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