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DateTitle Authors
2008 Nonfundamental representations of the relation between technology shocks and hours workedBarigozzi, Matteo / Capasso, Marco
2007 Generalized dynamic factor model + GARCH exploiting multivariate information for univariate predictionAlessi, Lucia / Barigozzi, Matteo / Capasso, Marco
2007 A review of nonfundamentalness and identification in structural VAR modelsAlessi, Lucia / Barigozzi, Matteo / Capasso, Marco
2012 A simple specification procedure for the transition function in persistent nonlinear time series modelsKaufmann, Hendrik / Kruse, Robinson / Sibbertsen, Philipp
2011 Two competitive models and their identification problem: The ESTAR and TSTAR modelHeinen, Florian / Michael, Stefanie / Sibbertsen, Philipp
2006 Using internal replication to establish a treatment effectJohansson, Per
2003 Evaluating internal credit rating systems depending on bank sizeFrerichs, Hergen / Wahrenburg, Mark
2005 Outlier Detection in GARCH ModelsDoornik, Jurgen A. / Ooms, Marius
2011 Volatility shifts and persistence in variance: Evidence from the sector indices of Istanbul Stock ExchangeÇağli, Efe Çağlar / Mandacı, Pınar Evrim / Kahyaoğlu, Hakan
2010 Why the linear utility function is a risky choice in discrete-choice experimentsSennhauser, Michèle

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