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DateTitle Authors
2010 Estimation of the signal subspace without estimation of the inverse covariance matrixPanov, Vladimir
2007 Self-employment in Chile, long run trends and education and age structure changesPuentes, Esteban / Contreras, Dante / Sanhueza, Claudia
2011 Parametric estimation: Finite sample theorySpokoiny, Vladimir
2011 Enthüllungsrisiko beim Remote Access: Die Schwerpunkteigenschaft der RegressionsgeradeVogel, Alexander
2005 Empirical likelihood confidence intervals for the mean of a long-range dependent processNordman, Daniel / Sibbertsen, Philipp / Lahiri, Soumendra N.
2014 Bootstrap confidence sets under model misspecificationSpokoiny, Vladimir / Zhilova, Mayya
2010 Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instrumentsChao, John C. / Swanson, Norman R. / Hausman, Jerry A. / Newey, Whitney K. / Woutersen, Tiemen
2014 Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets GoldilocksLedoit, Olivier / Wolf, Michael
2000 Finite sample efficiency of OLS in linear regression models with long-memory disturbancesKleiber, Christian
2001 The efficiency of panel data estimators: GLS versus estimators which do not depend on variance componentsBiørn, Erik

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