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DateTitle Authors
2012 Consistent estimation of pseudo panels in the presence of selection biasMora Rodriguez, Jhon James / Muro, Juan
2007 Log versus level in VAR forecasting: 16 Million empirical answers - expect the unexpectedMayr, Johannes / Ulbricht, Dirk
2009 New Keynesian versus old Keynesian government spending multipliersCogan, John F. / Cwik, Tobias J. / Taylor, John B. / Wieland, Volker
1998 Nonparametric significance testingLavergne, Pascal / Vuong, Quang
1998 An equality test across nonparametric regressionsLavergne, Pascal
2011 Modellierung von ZinsstrukturkurvenHewicker, Harald / Cremers, Heinz
2002 The persistence and asymmetry of time-varying correlationsBaur, Dirk
2004 Nonparametric Analysis of Covariance : the Case of Inhomogeneous and Heteroscedastic NoiseScholz, Achim / Neumeyer, Natalie / Munk, Axel
2004 Pricing of options under different volatility modelsHerzberg, Markus / Sibbertsen, Philipp
2006 The Yield of Ten-Year T-Bonds: Stumbling Towards a 'Good' ForecastWeißbach, Rafael / Ponyatovskyy, Vladyslav / Zimmermann, Guido

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