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DateTitle Authors
2013 Time-varying structural vector autoregressions and monetary policy: A corrigendumDel Negro, Marco / Primiceri, Giorgio
2013 Calculating confidence intervals for continuous and discontinuous functions of parametersWoutersen, Tiemen / Ham, John C.
2008 Testing for stochastic monotonicityLee, Sokbae / Linton, Oliver / Whang, Yoon-Jae
2013 A nonparametric test of a strong leverage hypothesisLinton, Oliver / Whang, Yoon-Jae / Yen, Yu-Min
2012 A nonparametric test of the leverage hypothesisLinton, Oliver / Whang, Yoon-Jae / Yen, Yu-Min
2008 Evoluční dynamika vězňova dilematu: Vliv topologie interakcí a imitace na vývoj kooperativního chováníHausenblas, Václav / Švarc, Petr
2010 Intangibles, can they explain the dispersion in return rates?Görzig, Bernd / Gornig, Martin
2013 Cascades in real interbank marketsKarimi, Fariba / Raddant, Matthias
1999 VAR cointegration in VARMA modelsWagner, Martin
2004 Analytical Prediction of Transitions Probabilities in the Conditional Logit ModelBonin, Holger / Schneider, Hilmar

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