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DateTitle Authors
2010 A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and CorrelationsCreal, Drew / Koopman, Siem Jan / Lucas, André
2006 A bootstrap method for identifying and evaluating a structural vector autoregressionHoover, Kevin D. / Demiralp, Selva / Perez, Stephen J.
2007 Estimation with the nested logit model: specifications and software particularitiesSilberhorn, Nadja / Boztuğ, Yasemin / Hildebrandt, Lutz
2005 Forecast Combination and Model Averaging using Predictive MeasuresEklund, Jana / Karlsson, Sune
2003 Searching for the Causal Structure of a Vector AutoregressionHoover, Kevin D. / Demiralp, Selva
2003 Which Brands gain Share from which Brands? Inference from Store-Level Scanner Datavan Oest, Rutger / Franses, Philip Hans
1998 Social Inequalities in Cancer SurvivalKravdal, O.
2003 The mechanics of a reasonably fitted quarterly New Keynesian macro modelMayer, Eric
2002 Sovereign credit ratingsEliasson, Ann-Charlotte
2006 Korrekturverfahren zur Berechnung der Einkommen über der BeitragsbemessungsgrenzeBinder, Jan / Schwengler, Barbara

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