| Publication | Date of Publication | Type |
|---|
| A Bootstrap Stationarity Test for Predictive Regression Invalidity | 2024-11-08 | Paper |
| Bonferroni Type Tests for Return Predictability and the Initial Condition | 2024-10-28 | Paper |
| 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 |
| Tests for an end-of-sample bubble in financial time series | 2022-06-08 | Paper |
| Testing explosive bubbles with time-varying volatility | 2022-03-04 | Paper |
| Simple tests for stock return predictability with good size and power properties | 2021-07-30 | Paper |
| SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY | 2020-03-03 | Paper |
| TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT | 2019-12-11 | 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 |
| 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 |
| Testing for parameter instability in predictive regression models | 2018-04-18 | Paper |
| Testing for a change in mean under fractional integration | 2018-02-07 | 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 |
| 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 |
| Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics | 2015-10-12 | 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 FIXED-bTEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION | 2014-12-10 | 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 |
| Testing for a break in trend when the order of integration is unknown | 2014-04-04 | Paper |
| ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION | 2013-09-11 | Paper |
| Persistence change tests and shifting stable autoregressions | 2013-01-07 | Paper |
| On tests for changes in persistence | 2013-01-01 | Paper |
| An infimum coefficient unit root test allowing for an unknown break in trend | 2012-12-27 | 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 |
| Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices | 2011-07-28 | 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 |
| Seasonal unit root tests and the role of initial conditions | 2008-12-15 | Paper |
| On Robust Trend Function Hypothesis Testing | 2008-04-04 | Paper |
| Detecting Multiple Changes in Persistence | 2008-04-04 | Paper |
| CUSUM of Squares‐Based Tests for a Change in Persistence | 2007-12-16 | Paper |
| Testing for time series linearity | 2007-08-09 | Paper |
| Power of a Unit-Root Test and the Initial Condition | 2007-05-29 | Paper |
| Modified tests for a change in persistence | 2006-10-01 | Paper |
| Examination of Some More Powerful Modifications of the Dickey–Fuller Test | 2006-05-24 | Paper |
| More powerful modifications of unit root tests allowing structural change | 2006-01-10 | Paper |
| On testing for unit roots and the initial observation | 2005-11-21 | Paper |
| A Direct Test for Cointegration Between a Pair of Time Series | 2005-05-20 | Paper |
| Asymptotic mean‐squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process | 2005-05-20 | Paper |
| Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification | 2005-05-20 | Paper |
| On tests for changes in persistence | 2004-07-01 | Paper |
| Tests for a change in persistence against the null of difference‐stationarity | 2004-03-17 | Paper |
| Seasonal Unit Root Tests Based on Forward and Reverse Estimation | 2004-03-16 | Paper |
| Unit root tests with a break in innovation variance. | 2003-02-17 | 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 |
| BEHAVIOR OF DICKEY–FULLER t-TESTS WHEN THERE IS A BREAK UNDER THE ALTERNATIVE HYPOTHESIS | 2001-09-02 | Paper |
| Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis | 2001-07-31 | Paper |
| Unit Roots and Asymmetric Smooth Transitions | 2000-05-24 | Paper |
| The behaviour of Dickey–Fuller and Phillips–Perron testsunder the alternative hypothesis | 1999-11-25 | Paper |
| Spurious rejections by Dickey-Fuller tests in the presence of a break under the null | 1999-09-22 | Paper |
| On the Size Properties of Phillips-Perron Tests | 1999-09-14 | Paper |
| Unit roots and smooth transitions | 1998-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4855592 | 1996-02-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4272789 | 1994-01-19 | Paper |
| A simple test for parameter constancy in a nonlinear time series regression model | 1993-04-01 | Paper |
| On the distribution of some test statistics for coefficient constancy | 1989-01-01 | Paper |
