Logo
DeutschClear Cookie - decide language by browser settings
Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Creators | Date | Item Type | Language | Volume
Jump to: English
Number of items at this level: 17.

English

A'Hearn, Brian and Komlos, John (2003): Improvements in Maximum Likelihood Estimators of Truncated Normal Samples with Prior Knowledge of σ. A Simulation Based Study with Application to Historical Height Samples. Discussion Papers in Economics 2003-8

Fidrmuc, Jarko (2006): Money Demand and Disinflation in Selected CEECs during the Accession to the EU. Discussion Papers in Economics 2006-31

Grün, Carola (2003): Racial and Gender Wage Differentials in South Africa: What can Cohort Data tell? Discussion Papers in Economics 2003-21

Heiss, Florian (2006): Nonlinear State-Space Models for Microeconometric Panel Data. Discussion Papers in Economics 2006-24

Heiss, Florian and Winschel, Viktor (2006): Estimation with Numerical Integration on Sparse Grids. Discussion Papers in Economics 2006-15

Hillinger, Claude (2007): Measuring real value and inflation. Discussion Papers in Economics 2007-40

Hörisch, Hannah (2008): Does parental employment affect children's educational attainment? Evidence from Germany. Discussion Papers in Economics 2008-5

Komlos, John (2003): How to (and How Not to) Analyze Deficient Height Samples. Discussion Papers in Economics 2003-12 Historical Methods, 37

Komlos, John and Flandreau, Marc (2002): Using ARIMA Forecasts to Explore the Efficiency of the Forward Reichsmark Market. Austria-Hungary, 1876-1914. Discussion Papers in Economics 2002-4

Ludsteck, Johannes and Haupt, Harald (2007): An Empirical Test of the Reder Hypothesis. Discussion Papers in Economics 2007-11

Ludsteck, Johannes and Haupt, Harry (2007): An Empirical Test of Reder Competition and Specific Human Capital Against Standard Wage Competition. Discussion Papers in Economics 2007-22

Schlicht, Ekkehart (2007): Trend Extraction From Time Series With Missing Observations. Discussion Papers in Economics 2007-18 Final version in Journal of the Japan Statistical Society 2009, 38(2), 285-92. http://www.jstage.jst.go.jp/article/jjss/38/2/285/_pdf

Schlicht, Ekkehart (2007): Trend Extraction From Time Series With Structural Breaks. Discussion Papers in Economics 2007-17 Final version in Journal of the Japan Statistical Society 2009, 38(2), 285-92. http://www.jstage.jst.go.jp/article/jjss/38/2/285/_pdf

Schlicht, Ekkehart (2003): Estimating Time-Varying Coefficients With the VC Program. Discussion Papers in Economics 2003-6

Schlicht, Ekkehart (2008): Trend Extraction From Time Series With Structural Breaks and Missing Observations. Discussion Papers in Economics 2008-3 Final version in Journal of the Japan Statistical Society 2009, 38(2), 285-92. http://www.jstage.jst.go.jp/article/jjss/38/2/285/_pdf

Schlicht, Ekkehart (2004): Estimating the Smoothing Parameter in the So-Called Hodrick-Prescott Filter. Discussion Papers in Economics 2004-2 Journal of the Japan Statistical Society, 35

Schlicht, Ekkehart and Ludsteck, Johannes (2006): Variance Estimation in a Random Coefficients Model. Discussion Papers in Economics 2006-12

This list was generated on Thu Apr 17 23:12:50 2014 CEST.