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Robust covariance matrix estimation with data-dependent var prewhitening order
Den Haan, Wouter J.; Levin, Andrew T. - 2000
Persistent link: https://www.econbiz.de/10001489979
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De prijs van wisselkoersrisiko : een financie͏̈le en een makro-ekonomische benadering
Den Haan, Wouter J.; Koedijk, Kees - 1986
Persistent link: https://www.econbiz.de/10000724679
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Volatility clustering in real interest rates : theory and evidence
Den Haan, Wouter J.; Spear, Scott A. - 1995
Persistent link: https://www.econbiz.de/10000914275
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Small sample properties of GMM for business cycle analysis
Christiano, Lawrence J.; Den Haan, Wouter J. - 1995
Persistent link: https://www.econbiz.de/10000915814
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Small sample properties of GMM for business cycle analysis
Christiano, Lawrence J.; Den Haan, Wouter J. - 1995
Persistent link: https://www.econbiz.de/10000922496
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Small sample properties of GMM for business cycle analysis
Christiano, Lawrence J.; Den Haan, Wouter J. - 1994
Persistent link: https://www.econbiz.de/10000903874
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Inferences from parametric and non-parametric covariance matrix estimation procedures
Den Haan, Wouter J.; Levin, Andrew T. - 1994
Persistent link: https://www.econbiz.de/10000904215
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Job destruction and propagation of shocks
Den Haan, Wouter J.; Ramey, Garey; Watson, Joel - 1997
Persistent link: https://www.econbiz.de/10000970990
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Inferences from parametric and non-parametric covariance matrix estimation procedures
Den Haan, Wouter J.; Levin, Andrew T. - 1996
Persistent link: https://www.econbiz.de/10000945146
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Aggregate shocks and cross-sectional dispersion
Den Haan, Wouter J. - 1995
Persistent link: https://www.econbiz.de/10000931169