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DateTitle Authors
2005 On Importance Sampling for State Space ModelsJungbacker, Borus / Koopman, Siem Jan
2005 Nonparametric Tests for Serial Independence Based on Quadratic FormsDiks, Cees / Panchenko, Valentyn
2009 Fractional Response Models - A Replication Exercise of Papke and Wooldridge (1996)Oberhofer, Harald / Pfaffermayr, Michael
2004 The BDS test as a test for the adequacy of a GARCH (1,1) specification: A Monte Carlo studyCaporale, Guglielmo Maria / Ntantamis, Christos / Pantelidis, Theologos / Pittis, Nikitas
2004 Jarque-Bera test and its competitors for testing normality: A power comparisonThadewald, Thorsten / Büning, Herbert
2010 Estimating standard errors for the Parks model: Can jackknifing help?Reed, W. Robert / Webb, Rachel S.
2007 Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka PuzzleDi Iorio, Francesca / Fachin, Stefano
2007 Asset correlations and credit portfolio risk: an empirical analysisDüllmann, Klaus / Scheicher, Martin / Schmieder, Christian
2009 Markowitz versus Michaud: Portfolio optimization strategies reconsideredBecker, Franziska / Gürtler, Marc / Hibbeln, Martin
2008 Vergleich von Anlagestrategien bei Riesterrenten ohne Berücksichtigung von Gebühren: Eine Simulationsstudie zur Verteilung der RenditenWeber, Andreas / Wystup, Uwe

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