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DateTitle Authors
2011 Forecasting the U.S. Term Structure of Interest Rates using a Macroeconomic Smooth Dynamic Factor ModelKoopman, Siem Jan / van der Wel, Michel
2011 Modeling and Estimation of Synchronization in Multistate Markov-Switching ModelsCakmakli, Cem / Paap, Richard / van Dijk, Dick J.C.
2011 Relating Stochastic Volatility Estimation MethodsBos, Charles S.
2011 Dynamic Correlation or Tail Dependence Hedging for Portfolio SelectionElkamhia, Redouane / Stefanova, Denitsa
2010 The econometric modeling of social preferencesConte, Anna / Moffatt, Peter G.
2010 Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial ProductionBos, Charles S. / Koopman, Siem Jan
2007 Infinite dimensional VARs and factor modelsChudik, Alexander / Pesaran, Mohammad Hashem
2005 Econometrics of individual labor market transitionsFougère, Denis / Kamionka, Thierry
2006 Ex ante construction costs in the European road sector: a comparison of public-private partnerships and traditional public procurementBlanc-Brude, Frédéric / Goldsmith, Hugh / Välilä, Timo
2007 What drives housing prices down? Evidence from an international panelKholodilin, Konstantin Arkadievich / Menz, Jan-Oliver / Siliverstovs, Boriss

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