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A class of simple distribution-free rank-based unit root tests
Hallin, Marc; van den Akker, Ramon; Werker, Bas J.M. - In: Journal of econometrics 163 (2011) 2, pp. 200-215
Persistent link: https://www.econbiz.de/10009163368
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GARCH and irregularly spaced data
Meddahi, Nour; Renault, Eric; Werker, Bas - In: Economics letters 90 (2006) 2, pp. 200-204
Persistent link: https://www.econbiz.de/10006748329
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Dynamic factor models
Croux, Christophe; Renault, Eric; Werker, Bas - In: Journal of econometrics 119 (2004) 2, pp. 223-230
Persistent link: https://www.econbiz.de/10006757708
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THE ET INTERVIEW: PROFESSOR MANFRED DEISTLER: Interviewed by Benedikt M. Pötscherfnr rid="fn1">fn id="fn1">The interviewer is at the University of Vienna.
Pötscher, Benedikt M.; Akaike, H.; Anderson, T.W.; Aoki, M. - In: Econometric theory 23 (2007) 4, pp. 711-748
Persistent link: https://www.econbiz.de/10007732415
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CONFERENCE PAPERS - Coincident and Leading Indicators for the EURO Area
Forni, M.; Hallin, M.; Lippi, M.; Reichlin, I. - In: The economic journal : the journal of the Royal … 111 (2001) 471, pp. C62
Persistent link: https://www.econbiz.de/10007492187
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When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia?
Koijen, Ralph S. J.; Nijman, Theo E.; Werker, Bas J. M. - In: The review of financial studies 23 (2010) 2, pp. 741-741
Persistent link: https://www.econbiz.de/10008370236
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When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia?
Koijen, Ralph S. J.; Nijman, Theo E.; Werker, Bas J. M. - In: The review of financial studies 23 (2013) 2, pp. 741-740
Persistent link: https://www.econbiz.de/10010113702
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An Alternative Asymptotic Analysis of Residual-Based Statistics
Andreou, Elena; Werker, Bas J. M. - In: The review of economics and statistics 94 (2012) 1, pp. 88-100
Persistent link: https://www.econbiz.de/10009826303
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One-step R-estimation in linear models with stable errors
Hallin, Marc; Swan, Yvik; Verdebout, Thomas; Veredas, David - In: Journal of econometrics 172 (2013) 2, pp. 195-204
Persistent link: https://www.econbiz.de/10010063348
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Pseudo-Gaussian and rank-based optimal tests for random individual effects in large small panels
Bennala, Nezar; Hallin, Marc; Paindaveine, Davy - In: Journal of econometrics 170 (2012) 1, pp. 50-68
Persistent link: https://www.econbiz.de/10009996202