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DateTitle Authors
2003 Non-nested models and the likelihood ratio statistic: A comparison of simulation and bootstrap based testsKapetanios, 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 modelChristopoulos, Dimitris K. / León-Ledesma, Miguel
2006 The Yield of Ten-Year T-Bonds: Stumbling Towards a 'Good' ForecastWeißbach, Rafael / Ponyatovskyy, Vladyslav / Zimmermann, Guido
2007 Log versus level in VAR forecasting: 16 Million empirical answers - expect the unexpectedMayr, Johannes / Ulbricht, Dirk
2003 The Forecasting Performance of German Stock Option DensitiesKeller, Joachim / Glatzer, Ernst / Craig, Ben R. / Scheicher, Martin
2000 Macroeconomic Forecasts and the Nature of Economic Shocks in GermanyDöpke, Jörg
2008 Evaluating the New Keynesian Phillips Curve under VAR-Based LearningFanelli, Luca
2008 Forecast Evaluation of Explanatory Models of Financial Return VariabilitySucarrat, Genaro
2004 Discrete Choice Labor Supply : Conditional Logit vs. Random Coefficient ModelsHaan, Peter

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