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DateTitle Authors
2013 The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of EquationsNawata, Kazumitsu / McAleer, Michael
2011 Compartmentalising gold pricesSanderson, Rohnn
2007 Comparing quantitative and qualitative survey dataSchenker, Rolf
2007 The speed of adjustment to demand shocks: A Markov-chain measurement using micro panel dataMüller, Christian / Köberl, Eva
2010 FX smile in the Heston modelJanek, Agnieszka / Kluge, Tino / Weron, Rafał / Wystup, Uwe
2003 A macroeconometric model for the Euro economyDreger, Christian
2011 Comparison of Bayesian model selection criteria and conditional Kolmogorov test as applied to spot asset pricing modelsShen, Xiangjin / Tsurumi, Hiroki
2012 The inflation impact of selected European Union members on Polish inflationCzaja, Jaroslaw / Kuźmiński, Lukasz
2011 A stochastic volatility model with conditional skewnessFeunou, Bruno / Tédongap, Roméo
2010 Monetary regime change and business cyclesCúrdia, Vasco / Finocchiaro, Daria

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