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DateTitle Authors
2014 On an Estimation Method for an Alternative Fractionally Cointegrated ModelCarlini, Federico / Lasak, Katarzyna
2014 New HEAVY Models for Fat-Tailed Returns and Realized Covariance KernelsJanus, Pawel / Lucas, André / Opschoor, Anne
2014 Empirical Bayes Methods for Dynamic Factor ModelsKoopman, Siem Jan / Mesters, Geert
2014 Time Varying Transition Probabilities for Markov Regime Switching ModelsBazzi, Marco / Blasques, Francisco / Koopman, Siem Jan / Lucas, Andre
2013 Mining big data using parsimonious factor and shrinkage methodsKim, Hyun Hak / Swanson, Norman
2014 The housing wealth effect on consumption reconsideredLindner, Fabian
2005 Inter-state dynamics of invention activities, 1930 - 2000Co, Catherine Y. / Landon-Lane, John S. / Yun, Myeong-Su
2013 Real interest rate convergence among G7 countriesRiedel, Jana
2013 Finding starting-values for maximum likelihood estimation of vector STAR modelsSchleer, Frauke
1999 VAR cointegration in VARMA modelsWagner, Martin

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