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DateTitle Authors
2004 Exact small sample properties of the instrumental variable estimator: A view from a different angleMehlum, Halvor
2012 Additive models: Extensions and related modelsMammen, Enno / Park, Byeong U. / Schienle, Melanie
2013 Inference on Co-integration Parameters in Heteroskedastic Vector AutoregressionsBoswijk, H. Peter / Cavaliere, Giuseppe / Rahbek, Anders / Taylor, A. M. Robert
2011 ModellrisikoStahl, Gerhard / Sibbertsen, Philipp / Bertram, Philip
2001 Testing multiple non-nested factor demand systemsManera, Matteo / MacAleer, Michael
2013 Heterogeneous returns to U.S. college selectivity and the value of graduate degree attainmentSeki, Mai
2008 GEL methods for nonsmooth moment indicatorsParente, Paulo / Smith, Richard J.
2007 On rate optimality for ill-posed inverse problems in econometricsChen, Xiaohong / Reiß, Markus
2005 Weak instruments and empirical likelihood: A discussion of the papers by D. W. K. Andrews and J. H. Stock and Y. KitamuraSmith, Richard J.
2003 Higher order properties of GMM and generalized empirical likelihood estimatorsNewey, Whitney K. / Smith, Richard J.

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