Oct 30 2018 Alexander Falter and Dennis Wesselbaum   Correlated shocks in estimated DSGE models   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 01 2017 José Antonio Núñez-Mora , Roberto Joaquín Santillán-Salgado and Leovardo Mata   Efficient portfolios and the generalized hyperbolic distribution   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 08 2017 Pierre O. De souza , Tiago P. Filomena , João F. Caldeira , Denis Borenstein and Marcelo B. Righi   Risk parity in the brazilian market   Abstract  Contact Information  Citation  Full Text  -  Note   May 01 2017 Ion Lapteacru   Murphy-Topel adjustment of the variance-covariance matrix of a two-step panel data model: Evidence from competition-fragility nexus in banking   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 27 2016 Bala Dahiru Abdullahi   Time-Varying VAR with Stochastic Volatility and Monetary Policy Dynamics in Nigeria   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 11 2016 Katsuhiro Sugita   Bayesian inference in Markov switching vector error correction model   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 24 2015 Nikolaos Kourogenis   Polynomial Trends, Nonstationary Volatility and the Eicker-White Asymptotic Variance Estimator   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 23 2013 M. Hossein Partovi   Hedging and Leveraging: Principal Portfolios of the Capital Asset Pricing Model   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 07 2013 Marcel die Dama , Boniface ngah Epo and Galex syrie Soh   Developing a two way error component estimation model with disturbances following a special autoregressive (4) for quarterly data   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 30 2012 Robert F. Phillips   On computing generalized least squares and maximum-likelihood estimates of error-components models with incomplete panels and correlated disturbances   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 08 2010 Masato Ubukata   Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 06 2009 Andrea Monticini and David Peel   Testing for central bank independence and inflation using the wild bootstrap   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 30 2008 Naorayex K Dastoor   A simple explanation for the non-invariance of a Wald statistic to a reformulation of a null hypothesis   Abstract  Contact Information  Citation  Full Text  -  Note   May 21 2008 Chiara Monfardini and Joao Santos Silva   What can we learn about correlations from multinomial probit estimates?   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 21 2008 Daisuke Nagakura   A note on the relationship between the information matrx test and a score test for parameter constancy   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 18 2007 Sheng-Kai Chang   The asymptotic global power comparisons of the GMM overidentifying restrictions tests   Abstract  Contact Information  Citation  Full Text  -  Note