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DateTitle Authors
2007 The Returns to Pencil Use RevisitedSpitz-Oener, Alexandra
2005 A Note on Implementing Box-Cox Quantile RegressionWilke, Ralf A. / Fitzenberger, Bernd / Zhang, Xuan
2006 Long memory with Markov-Switching GARCHKrämer, Walter
1999 Peaks or tails: What distinguishes financial data?Krämer, Walter / Runde, Ralf
2013 Prediction and simulation using simple models characterized by nonstationarity and seasonalitySwanson, Norman / Urbach, Richard
2013 The consequences of measurement error when estimating the impact of obesity on incomeO'Neill, Donal / Sweetman, Olive
2013 Exact solutions for the transient densities of continuous-time Markov switching models: With an application to the poisson multifractal modelLux, Thomas
1999 VAR cointegration in VARMA modelsWagner, Martin
2009 Optimal smoothing for a computationally and statistically efficient single index estimatorXia, Yingcun / Härdle, Wolfgang Karl / Linton, Oliver
2007 Dynamic stochastic general equilibrium (DSGE) priors for Bayesian vector autoregressive (BVAR) models: DSGE model comparisonTheodoridis, Konstantinos

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