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Optimally combining individual forecasts from panel data
Ehrbeck, Tilman - 1993
Persistent link: https://www.econbiz.de/10000865544
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Near-optimal unit root tests with stationary covariates with better finite sample size
Pesavento, Elena (contributor) - 2006
Persistent link: https://www.econbiz.de/10003338290
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Designing non-parametric estimates and tests for means
Schlag, Karl H. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003365687
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Unobserved components in economic time series
Maravall Herrero, Agustín - 1993
Persistent link: https://www.econbiz.de/10000889047
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International business cycles : how much can standard theory account for?
Ravn, Morten O. - 1993
Persistent link: https://www.econbiz.de/10000889864
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Is there consumption risk sharing in the EEC?
Ubide, Angel - 1994
Persistent link: https://www.econbiz.de/10000898298
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A mixture multiplicative error model for realized volatility
Lanne, Markku (contributor) - 2006
Persistent link: https://www.econbiz.de/10003280702
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Contiguous duration dependence and nonstationarity in job search : some reduced-form estimates
Belzil, Christian - 1996
Persistent link: https://www.econbiz.de/10000938920
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Why does the stock market fluctuate?
Barsky, Robert B.; DeLong, James Bradford - 1992
Persistent link: https://www.econbiz.de/10013419686
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Uncovered interest rate parity and the expectations hypothesis of the term structure : empirical results for the US and Europe
Brüggemann, Ralf (contributor);  … - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002974410