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Results 101-110 of 660.
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| Date | Title |
Authors |
| 2006 | Forecasting euro-area variables with German pre-EMU data | Brüggemann, Ralf / Lütkepohl, Helmut / Marcellino, Massimiliano |
| 2012 | On tests for linearity against STAR models with deterministic trends | Kaufmann, Hendrik / Kruse, Robinson / Sibbertsen, Philipp |
| 2007 | What explains Germany's rebounding export market share? | Danninger, Stephan / Joutz, Fred |
| 2007 | The Fisher/Cobb-Douglas paradox, factor shares, and cointegration | Chirinko, Robert S. / Mallick, Debdulal |
| 2008 | Long memory with Markov-Switching GARCH | Krämer, Walter |
| 2005 | Finite sample accuracy of integrated volatility estimators | Nielsen, Morten Ørregaard / Houmann Frederiksen, Per |
| 2008 | Forecasting random walks under drift instability | Pesaran, Mohammad Hashem / Pick, Andreas |
| 2008 | Modelling long-run trends and cycles in financial time series data | Caporale, Guglielmo Maria / Cunado, Juncal / Gil-Alana, Luis A. |
| 2008 | A nonlinear unit root test in the presence of an unknown break | Popp, Stephan |
| 2008 | Is double trouble?: how to combine cointegration tests | Bayer, Christian / Hanck, Christoph |
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