EconStor >

Search Results

 
for  

Results 21-30 of 462.


Item hits:

DateTitle Authors
2012 Identifying the independent sources of consumption variationBarigozzi, Matteo / Moneta, Alessio
2010 The elephant in the corner: A cautionary tale about measurement error in treatment effects modelsMillimet, Daniel L.
1998 Statistical Inference in Micro Simulation Models: Incorporating external informationKlevmarken, N. Anders
2010 On the importance of the arrival of new informationChumacero, Rómulo A.
2011 Modeling stock market indexes with copula functionsLeśkow, Jacek / Mokrzycka, Justyna / Krawiec, Kamil
2012 Why we should use high values for the smoothing parameter of the Hodrick-Prescott filterFlaig, Gebhard
2004 Evaluating exponential GARCH modelsMalmsten, Hans
2007 Multivariate GARCH modelsSilvennoinen, Annastiina / Teräsvirta, Timo
2003 Testing the unit root hypothesis against the logistic smooth transition autoregressive modelEklund, Bruno
2012 Testing for nonparametric identification of causal effects in the presence of a quasi-instrumentDeLuna, Xavier / Johansson, Per

Back 1 2 3 4 5 6 7 8 9 10 11 12 Next