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DateTitle Authors
2011 A characterization of oil price behavior: Evidence from jump modelsGronwald, Marc
2011 Nonparametric nonstationary regression with many covariatesSchienle, Melanie
2011 Modeling stock market indexes with copula functionsLeśkow, Jacek / Mokrzycka, Justyna / Krawiec, Kamil
2013 Inflation persistence in Central and Eastern European countriesDarvas, Zsolt / Varga, Balázs
2002 The ARAR error model for univariate time series and distributed lag modelsCarter, R. A. L. / Zellner, A.
2011 Hospital costs and unexpected demand: The case of GreeceBoutsioli, Zoe
2011 Are exchange rates really free from seasonality? An exploratory analysis on monthly time seriesCellini, Roberto / Cuccia, Tiziana
2005 Determing the number of regimes in a threshold autoregressive model using smooth transition autoregressionsStrikholm, Birgit / Teräsvirta, Timo
2011 How informative are the subjective density forecasts of macroeconomists?Kenny, Geoff / Kostka, Thomas / Masera, Federico
2009 Consistent test for multivariate conditional distributionsLi, Fuchun / Tkacz, Greg

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