//-->
Regression trendbehafteter Zeitreihen in der Ökonometrie
Hassler, Uwe, (2000)
Tests of nonnested hypotheses in nonstationary regressions with an application to modeling industrial production
Chao, John C., (2000)
The seemingly unrelated dynamic cointegration regression model and testing for purchasing power parity
Moon, Hyungsik Roger, (2000)
Mixing conditions, central limit theorems, and invariance principles : a survey of the literature with some new results on heteroscedastic sequences
Kourogenis, Nikolaos, (2011)
Selectivity, market timing and the morningstar star-rating system
Antypas, Antonios, (2009)
Selectivity, Market Timing and the Morningstar Star-Rating System