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DateTitle Authors
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
1998 Nonparametric significance testingLavergne, Pascal / Vuong, Quang
1998 An equality test across nonparametric regressionsLavergne, Pascal
2012 Testing for nonparametric identification of causal effects in the presence of a quasi-instrumentDeLuna, Xavier / Johansson, Per
2012 Consistent estimation of pseudo panels in the presence of selection biasMora Rodriguez, Jhon James / Muro, Juan

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