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Regime switches in Swedish interest rates
Erlandsson, Ulf G. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001652014
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Testing for stationarity in panel data when errors are serially correlated : finite-sample results
Jönsson, Kristian (contributor) - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002595209
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Testing for stationary in panel data models when disturbances are cross-sectionally correlated
Jönsson, Kristian (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002099608
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Feasible estimation in cointegrated panels
Westerlund, Joakim (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001779631
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The impact of estimation error on portfolio selection for investors with constant relative risk aversion
Bengtsson, Christoffer (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001815413
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Toward a unified approach to testing for weak separability
Jones, Barry E. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001873267
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Essays on economic fluctuations
Bergman, Michael U. - 1992
Persistent link: https://www.econbiz.de/10000855349
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Default probabilities according to the bond market
Byström, Hans N. E. (contributor);  … - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002552437
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New simple tests for panel cointegration
Westerlund, Joakim (contributor) - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002552459
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Expected life-time utility and hedging demands in a partially observable economy
Lundtofte, Frederik (contributor) - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002609444