|
|
EconStor >
Search Results
Results 31-40 of 321.
Item hits:
| Date | Title |
Authors |
| 2003 | Non-nested models and the likelihood ratio statistic: A comparison of simulation and bootstrap based tests | Kapetanios, George / Weeks, Melvyn J. |
| 2011 | The rank of a system of engel curves: How many common factors? | Barigozzi, Matteo / Moneta, Alessio |
| 2008 | Testing for granger (non-) causality in a time varying coefficient VAR model | Christopoulos, Dimitris K. / León-Ledesma, Miguel |
| 2006 | The Yield of Ten-Year T-Bonds: Stumbling Towards a 'Good' Forecast | Weißbach, Rafael / Ponyatovskyy, Vladyslav / Zimmermann, Guido |
| 2007 | Log versus level in VAR forecasting: 16 Million empirical answers - expect the unexpected | Mayr, Johannes / Ulbricht, Dirk |
| 2003 | The Forecasting Performance of German Stock Option Densities | Keller, Joachim / Glatzer, Ernst / Craig, Ben R. / Scheicher, Martin |
| 2000 | Macroeconomic Forecasts and the Nature of Economic Shocks in Germany | Döpke, Jörg |
| 2008 | Evaluating the New Keynesian Phillips Curve under VAR-Based Learning | Fanelli, Luca |
| 2008 | Forecast Evaluation of Explanatory Models of Financial Return Variability | Sucarrat, Genaro |
| 2004 | Discrete Choice Labor Supply : Conditional Logit vs. Random Coefficient Models | Haan, Peter |
Back
1
2
3
4
5
6
7
8
9
10
11
12
13
Next
|