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DateTitle Authors
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
2010 Identification problems in ESTAR models and a new modelDonauer, Stefanie / Heinen, Florian / Sibbertsen, Philipp
2004 Diffusion of ISO 9000 standards and international tradeGrajek, Michal
2010 Evaluating a class of nonlinear time series modelsHeinen, Florian

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