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DateTitle Authors
2002 Comparison of model reduction methods for VAR processesBrüggemann, Ralf / Krolzig, Hans-Martin / Lütkepohl, Helmut
1999 Nonlinear error correction and the efficient market hypothesis: The case of German dual-class sharesBreitung, Jörg / Wulff, Christian
2009 A two-factor model for electricity prices with dynamic volatilitySchlüter, Stephan
2007 A note on model selection in (time series) regression models - General-to-specific or specific-to-general?Herwartz, Helmut
2001 Stationarity and the existence of moments of a family of GARCH processesLing, Shiqing / MacAleer, Michael
2014 Compensated Discrete Choice with Particular Reference to Labor SupplyDagsvik, John K. / Strøm, Steinar / Locatelli, Marilena
1982 The Micro Initialization of MOSESAlbrecht, James W. / Lindberg, Tomas
1984 The Firm and Financial Markets in the Swedish Micro-to-Macro Model (MOSES): Theory, Model and VerificationEliasson, Gunnar
1989 The MOSES Model - Database and ApplicationsEliasson, Gunnar
1983 Micro Heterogeneity of Firms and the Stability of Industrial GrowthEliasson, Gunnar

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