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DateTitle Authors
2008 Application of the Generalized Method of Moments for Estimating Continuous-Time Models of U.S. Short-Term Interest RatesCserna, Balázs
1999 Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future TransactionsHautsch, Nikolaus
2013 Coherent Price Systems and Uncertainty-Neutral ValuationBeißner, Patrick
2013 Prediction and simulation using simple models characterized by nonstationarity and seasonalitySwanson, Norman / Urbach, Richard
2013 Competitive Moment Matching of a New-Keynesian and an Old-Keynesian ModelFranke, Reiner
2013 Steady-state labor supply elasticities: A surveyBargain, Olivier / Peichl, Andreas
2015 Correlation and efficiency of propensity score-based estimators for average causal effectsPingel, Ronnie / Waernbaum, Ingeborg
2011 Estimativas da função de exportações brasileiras agregadas com dados das contas nacionais trimestrais (1995-2009)Schettini, Bernardo Patta / Squeff, Gabriel Coelho / Gouvêa, Raphael Rocha
2011 Propagação assimétrica de choques monetários na economia brasileira: Evidências com base em um modelo vetorial não linear de transição suaveCerqueira, Vinícius dos Santos / Ribeiro, Márcio Bruno / Martinez, Thiago Sevilhano
2002 Evaluating dynamic stochastic general equilibrium models using likelihood methodsLandon-Lane, John S.

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