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DateTitle Authors
2002 A Comparison of Marginal Likelihood Computation MethodsBos, Charles S.
2012 Simultaneous statistical inference in dynamic factor modelsDickhaus, Thorsten
2006 Probleme der Validierung mit StrukturgleichungsmodellenHildebrandt, Lutz / Temme, Dirk
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
2007 Jointness of growth determinantsDoppelhofer, Gernot / Weeks, Melvyn
2008 Optimal asset allocation with factor models for large portfoliosPesaran, Mohammad Hashem / Zaffaroni, Paolo

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