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DateTitle Authors
2002 Estimating large-scale factor models for economic activity in Germany : do they outperform simpler models?Dreger, Christian / Schumacher, Christian
2001 Since when have FOREX markets incorporated EMU into currency pricing? Evidence from four exchange rate seriesWilfling, Bernd
2005 Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot PricesKoopman, Siem Jan / Ooms, Marius / Carnero, M. Angeles
2012 Estimating SUR systems wiht random coefficients: The unbalanced panel data caseBiørn, Erik
2008 Modelling conditional and unconditional heteroskedasticity with smoothly time-varying structureAmado, Cristina / Teräsvirta, Timo
2013 Volatility and liquidity costsChaker, Selma
2006 Estimation of demand systems based on elasticities of substitutionColoma, Germán
2011 Use of data on planned contributions and stated beliefs in the measurement of social preferencesConte, Anna / Levati, M. Vittoria
2004 Econometric estimation of PCAIDS modelsColoma, Germán
2014 Is barrier version of merton model more realistic? Evidence from EuropeAndrlíková, Petra

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