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DateTitle Authors
2014 Nonparametric estimates for conditional quantiles of time seriesFranke, Jürgen / Mwita, Peter / Wang, Weining
2006 The Hungarian quarterly projection model (NEM)Benk, Szilárd / Jakab, Zoltán M. / Kovács, Mihály András / Párkányi, Balázs / Reppa, Zoltán / Vadas, Gábor
2010 Volatility transmission in emerging European foreign exchange marketsBubák, Vít / Kocenda, Evézen / Zikes, Filip
2013 What do instrumental variable models deliver with discrete dependent variables?Chesher, Andrew / Rosen, Adam
2012 An instrumental variable random coefficients model for binary outcomesChesher, Andrew / Rosen, Adam M.
2009 National and international business cycle effects of housing crisesJannsen, Nils
2009 Sequential methodology for signaling business cycle turning pointsGolosnoy, Vasyl / Hogrefe, Jens
2013 Analysis of deviance in generalized partial linear modelsHärdle, Wolfgang Karl / Huang, Li-shan
2012 Simultaneous equations models for discrete outcomes: Coherence, completeness, and identificationChesher, Andrew / Rosen, Adam M.
2011 Semiparametric structural models of binary response: Shape restrictions and partial identificationChesher, Andrew

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