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Econometric analysis of high dimensional VARs featuring a dominant unit
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Prognosegüte alternativer Frühindikatoren für die Konjunktur in Deutschland
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Anonymized firm data under test
evidence from a replication study -
Testing the correlated random coefficient model
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Diagnostic tests of cross section independence for nonlinear panel data models
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Testing serial dependence in time series models of counts against some INARMA alternatives
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Prognosegüte alternativer Frühindikatoren für die Konjunktur in Deutschland
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On goodness of fit tests for accelerated life models
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Testing serial dependence in time series models of counts against some INARMA alternatives
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Leading indicators of German business cycles : An assessment of properties
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Leading indicators of Euroland business cycles
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Alternative measures of the explanatory power of multivariate probit models with continuous or ordinal responses
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Fixed, random, or something in between? A variant of HAUSMAN's specification test for panel data estimators
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Simulated Classical Tests in the Multiperiod Multinomial Probit Model
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Simulated z-Tests in Multinomial Probit Models
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Evaluating credit risk models: a critique and a new proposal
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Evaluating credit risk models
a critique and a proposal [[Elektronische Ressource]] -
Fixed, Random, or Something in Between? - A Variant of HAUSMAN's Specification Test for Panel Data Estimators
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Fixed, random, or something in between?
a variant of HAUSMAN's specification test for panel data estimators -
Strukturgleichungsmodellierung mit LISREL, AMOS und SmartPLS
eine Einführung -
Tests and confidence intervals for economic, scientometric and technological specialisation ratios
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Backtesting von Ausfallwahrscheinlichkeiten
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A general framework for IRBA backtesting
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Zweifache Variablenprüfpläne mit minimaler maximaler ASN
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Leading indicators of German business cycles: an assessment of properties