Multi-sample tests for axial data from Watson distributions Adelaide Figueiredo Original Paper 01 September 2009 Pages: 371 - 386
Dynamic semiparametric factor models in risk neutral density estimation Enzo GiacominiWolfgang HärdleVolker Krätschmer Original Paper 18 September 2009 Pages: 387 - 402
Estimating models based on Markov jump processes given fragmented observation series Markus HahnSylvia Frühwirth-SchnatterJörn Sass Original Paper 07 October 2009 Pages: 403 - 425
GEE estimation of the covariance structure of a bivariate panel data model with an application to wage dynamics and the incidence of profit-sharing in West Germany Markus PannenbergMartin Spiess Original Paper 21 November 2009 Pages: 427 - 447