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DateTitle Authors
2006 Formative measurement models in covariance structure analysis: specification and identificationHildebrandt, Lutz / Temme, Dirk
2007 Capturing common components in high-frequency financial time series: a multivariate stochastic multiplicative error modelHautsch, Nikolaus
2008 House prices and replacement cost: a mMicro-level analysisSchulz, Rainer / Werwatz, Axel
2008 Modelling high-frequency volatility and liquidity using multiplicative error modelsHautsch, Nikolaus / Jeleskovic, Vahidin
2008 Testing multiplicative error models using conditional moment testsHautsch, Nikolaus
2013 Mostly Harmless Simulations? On the Internal Validity of Empirical Monte Carlo StudiesAdvani, Arun / Sloczynski, Tymon
2006 Tenure profiles and efficient separation in a stochastic productivity modelBuhai, I. Sebastian / Teulings, Coen N.
2009 New evidence on the finite sample properties of propensity score matching and reweighting estimatorsBusso, Matias / DiNardo, John / McCrary, Justin
2006 Tests of independence in separable econometric models: theory and applicationBrown, Donald J. / Deb, Rahul / Wegkamp, Marten H.
2008 Proxying ability by family background in returns to schooling estimations is generally a bad ideaMellander, Erik / Sandgren-Massih, Sofia

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