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DateTitle Authors
2009 How does market architecture affect price dynamics? A time series analysis of the Italian day-ahead electricity pricesPetrella, Andrea / Sapio, Sandro
1998 Statistical Inference in Micro Simulation Models: Incorporating external informationKlevmarken, N. Anders
2011 Predictive inference under model misspecification with an application to assessing the marginal predictive content of money for outputArmah, Nii Ayi / Swanson, Norman R.
2011 Difference based ridge and Liu type estimators in semiparametric regression modelsDuran, Esra Akdeniz / Härdle, Wolfgang Karl / Osipenko, Maria
2005 Determing the number of regimes in a threshold autoregressive model using smooth transition autoregressionsStrikholm, Birgit / Teräsvirta, Timo
2007 Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional formPéguin-Feissolle, Anne / Strikholm, Birgit
2013 Compensated discrete choice with particular reference to labor supplyDagsvik, John K. / Strøm, Steinar / Locatelli, Marilena
2006 Determining the number of breaks in a piecewise linear regression modelStrikholm, Birgit
2010 Testing the invariance of expectations models of inflationCastle, Jennifer L. / Doornik, Jurgen A. / Hendry, David F. / Nymoen, Ragnar
2012 Fast Efficient Importance Sampling by State Space MethodsKoopman, Siem Jan / Nguyen, Thuy Minh

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