| Publication | Date of Publication | Type |
|---|
| Improved tests for stock return predictability | 2023-12-07 | Paper |
| Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments | 2023-08-24 | Paper |
| Testing for a unit root against ESTAR stationarity | 2023-03-30 | Paper |
| Counting points on smooth plane quartics | 2022-11-24 | Paper |
| A deterministic algorithm for finding \(r\)-power divisors | 2022-10-27 | Paper |
| Tests for an end-of-sample bubble in financial time series | 2022-06-08 | Paper |
| A log-log speedup for exponent one-fifth deterministic integer factorisation | 2022-04-13 | Paper |
| Polynomial Multiplication over Finite Fields in Time \( O(n \log n \) | 2022-03-31 | Paper |
| Testing explosive bubbles with time-varying volatility | 2022-03-04 | Paper |
| An exponent one-fifth algorithm for deterministic integer factorisation | 2021-09-02 | Paper |
| Simple tests for stock return predictability with good size and power properties | 2021-07-30 | Paper |
| Integer multiplication in time \(O(n\log n)\) | 2021-04-08 | Paper |
| SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY | 2020-03-03 | Paper |
| Epistemic sets applied to best-of-\(n\) problems | 2020-02-20 | Paper |
| Faster polynomial multiplication over finite fields using cyclotomic coefficient rings | 2019-09-19 | Paper |
| On infimum Dickey-Fuller unit root tests allowing for a trend break under the null | 2018-11-23 | Paper |
| Real‐Time Monitoring for Explosive Financial Bubbles | 2018-11-16 | Paper |
| Faster integer multiplication using plain vanilla FFT primes | 2018-09-20 | Paper |
| Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown | 2018-09-05 | Paper |
| Faster Polynomial Multiplication over Finite Fields | 2018-08-02 | Paper |
| On the complexity of integer matrix multiplication | 2018-06-06 | Paper |
| Testing for parameter instability in predictive regression models | 2018-04-18 | Paper |
| The impact of the initial condition on covariate augmented unit root tests | 2018-02-07 | Paper |
| Corrigendum to ``Modified tests for a change in persistence | 2017-05-12 | Paper |
| Testing for unit roots in the presence of uncertainty over both the trend and initial condition | 2017-05-12 | Paper |
| Fast Polynomial Multiplication over F 2 60 | 2017-05-10 | Paper |
| Computing -series of geometrically hyperelliptic curves of genus three | 2017-04-04 | Paper |
| Computing Hasse–Witt matrices of hyperelliptic curves in average polynomial time, II | 2016-09-02 | Paper |
| Even faster integer multiplication | 2016-09-01 | Paper |
| Unit root testing under a local break in trend | 2016-08-15 | Paper |
| Robust methods for detecting multiple level breaks in autocorrelated time series | 2016-08-04 | Paper |
| Erratum to: ``A simple, robust and powerful test of the trend hypothesis | 2016-06-06 | Paper |
| A simple, robust and powerful test of the trend hypothesis | 2016-05-27 | Paper |
| Modified tests for a change in persistence | 2016-05-02 | Paper |
| Computing zeta functions of arithmetic schemes | 2016-01-25 | Paper |
| Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics | 2015-10-12 | Paper |
| An in-place truncated fourier transform and applications to polynomial multiplication | 2015-09-17 | Paper |
| Confidence sets for the date of a break in level and trend when the order of integration is unknown | 2015-05-06 | Paper |
| A subquadratic algorithm for computing the $n$-th Bernoulli number | 2014-09-10 | Paper |
| A search for Wilson primes | 2014-09-10 | Paper |
| Computing Hasse–Witt matrices of hyperelliptic curves in average polynomial time | 2014-09-05 | Paper |
| Asymptotic behaviour of tests for a unit root against an explosive alternative | 2014-06-18 | Paper |
| Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics | 2014-06-06 | Paper |
| Counting points on hyperelliptic curves in average polynomial time | 2014-04-14 | Paper |
| Faster arithmetic for number-theoretic transforms | 2014-03-03 | Paper |
| Fast Computation of Bernoulli, Tangent and Secant Numbers | 2014-02-18 | Paper |
| A bootstrap test for additive outliers in non-stationary time series | 2013-11-26 | Paper |
| Faster deterministic integer factorization | 2013-11-15 | Paper |
| Statistics of Different Reduction Types of Fermat Curves | 2013-11-11 | Paper |
| An infimum coefficient unit root test allowing for an unknown break in trend | 2012-12-27 | Paper |
| The Karatsuba integer middle product | 2012-05-11 | Paper |
| Characterizing projective spaces on deformations of Hilbert schemes of K3 surfaces | 2012-01-11 | Paper |
| The impact of the initial condition on robust tests for a linear trend | 2011-11-26 | Paper |
| Testing for nonlinear deterministic components when the order of integration is unknown | 2011-11-26 | Paper |
| TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY | 2011-11-22 | Paper |
| Efficient Computation of p-Adic Heights | 2011-09-15 | Paper |
| Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices | 2011-07-28 | Paper |
| Faster algorithms for the square root and reciprocal of power series | 2011-03-07 | Paper |
| A multimodular algorithm for computing Bernoulli numbers | 2010-10-08 | Paper |
| A Powerful Test for Linearity When the Order of Integration is Unknown | 2010-07-02 | Paper |
| UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION | 2009-09-30 | Paper |
| REJOINDER | 2009-09-30 | Paper |
| SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS | 2009-09-30 | Paper |
| Faster polynomial multiplication via multipoint Kronecker substitution | 2009-09-14 | Paper |
| A cache-friendly truncated FFT | 2009-07-10 | Paper |
| Seasonal unit root tests and the role of initial conditions | 2008-12-15 | Paper |
| Sample size, lag order and critical values of seasonal unit root tests | 2008-12-11 | Paper |
| On Robust Trend Function Hypothesis Testing | 2008-04-04 | Paper |
| Kedlaya's Algorithm in Larger Characteristic | 2008-01-30 | Paper |
| Unit roots and double smooth transitions | 2007-10-09 | Paper |
| Testing for time series linearity | 2007-08-09 | Paper |
| Power of a Unit-Root Test and the Initial Condition | 2007-05-29 | Paper |
| A NOTE ON BUSETTI-HARVEY TESTS FOR STATIONARITY IN SERIES WITH STRUCTURAL BREAKS | 2007-05-29 | Paper |
| Modified tests for a change in persistence | 2006-10-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5474891 | 2006-06-26 | Paper |
| On testing for unit roots and the initial observation | 2005-11-21 | Paper |
| Selberg's symmetry formula. | 2005-11-03 | Paper |
| Analysis of a panel of UK macroeconomic forecasts | 2002-08-07 | Paper |
| Seasonal unit root tests with seasonal mean shifts | 2002-07-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4851544 | 1995-10-10 | Paper |
