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DateTitle Authors
2012 Improved Likelihood Ratio Tests for Cointegration Rank in the VAR ModelBoswijk, H. Peter / Jansson, Michael / Nielsen, Morten Ø.
2008 Testing a DSGE model of the EU using indirect inferenceMeenagh, David / Minford, Patrick / Wickens, Michael
2012 A Dynamic Bivariate Poisson Model for Analysing and Forecasting Match Results in the English Premier LeagueKoopman, Siem Jan / Lit, Rutger
2012 Fast Efficient Importance Sampling by State Space MethodsKoopman, Siem Jan / Nguyen, Thuy Minh
1999 Price Discovery on Foreign Exchange Markets with Differentially Informed Tradersde Jong, Frank / Mahieu, Ronald / Schotman, Peter / van Leeuwen, Irma
2002 Fundamental determinants of the long run real exchange rate: The case of NorwayBjørnland, Hilde C. / Hungnes, Håvard
2005 The commodity currency puzzleBjørnland, Hilde C. / Hungnes, Håvard
2012 Causalities and casualties: Media attention and terrorism, 1970 - 2010Pfeiffer,Christoph P.
2006 Wake me up before you GO-GARCHBoswijk, H. Peter / van der Weide, Roy
2005 On Importance Sampling for State Space ModelsJungbacker, Borus / Koopman, Siem Jan

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