| Publication | Date of Publication | Type |
|---|
| scientific article; zbMATH DE number 7612699 (Why is no real title available?) | 2022-11-04 | Paper |
The Dickey-Fuller test for exponential random walks
Econometric Theory | 2018-12-14 | Paper |
A simple and focused backtest of value at risk
Economics Letters | 2018-08-31 | Paper |
| Datenanalyse mit SAS® | 2018-08-10 | Paper |
Book review of: J. D. Angrist and J.-S. Pischke, Mastering `metrics. The path from cause to effect
Statistical Papers | 2016-12-01 | Paper |
Book review of: S. Alkire et al., Multidimensional poverty measurement and analysis
Statistical Papers | 2016-12-01 | Paper |
Book review of: U. Hassler, Stochastic processes and calculus. An elementary introduction with applications
Statistical Papers | 2016-12-01 | Paper |
Book review of: D. Rasch und D. Schott, Mathematische Statistik für Mathematiker, Natur- und Ingenieurwissenschaftler
Statistical Papers | 2016-12-01 | Paper |
On studentizing a test for structural change
Economics Letters | 2016-01-01 | Paper |
Mean adjustment and the CUSUM test for structural change
Economics Letters | 2016-01-01 | Paper |
| Statistik für alle | 2015-06-30 | Paper |
Book review of: D. Rasch, J. Pilz, R. Verdooren, A. Gebhardt, Optimal experimental design with R
Statistical Papers | 2014-09-26 | Paper |
| Datenanalyse mit SAS® | 2014-07-21 | Paper |
Spurious persistence in stochastic volatility
Economics Letters | 2014-06-03 | Paper |
A Hausman test with trending data
Economics Letters | 2013-10-25 | Paper |
On the consequences of trend for simultaneous equation estimation
Economics Letters | 2013-10-24 | Paper |
Long memory with Markov-switching GARCH
Economics Letters | 2013-01-29 | Paper |
Structural change and estimated persistence in the \(GARCH(1,1)\)-model
Economics Letters | 2013-01-28 | Paper |
The power of the KPSS-test for cointegration when residuals are fractionally integrated
Economics Letters | 2013-01-07 | Paper |
The power of residual-based tests for cointegration when residuals are fractionally integrated
Economics Letters | 2013-01-01 | Paper |
Recursive computation of piecewise constant volatilities
Computational Statistics and Data Analysis | 2012-12-30 | Paper |
A Hausman test for non-ignorability
Economics Letters | 2012-06-26 | Paper |
On the origin of high persistence in GARCH-models
Economics Letters | 2012-06-26 | Paper |
Testing for a change in correlation at an unknown point in time using an extended functional delta method
Econometric Theory | 2012-06-11 | Paper |
A cautionary note on computing conditional from unconditional correlations
Economics Letters | 2011-06-30 | Paper |
A simple nonparametric test for structural change in joint tail probabilities
Economics Letters | 2011-04-29 | Paper |
The exact bias of \(s^2\) in linear panel regressions with spatial autocorrelation
Economics Letters | 2011-01-28 | Paper |
| On the ordering of probability forecasts | 2010-08-13 | Paper |
| The weak Pareto law and regular variation in the tails | 2010-06-03 | Paper |
Testing and dating of structural changes in practice
Computational Statistics and Data Analysis | 2008-11-26 | Paper |
| Datenanalyse mit SAS | 2008-06-05 | Paper |
| The robustness of the F-test to spatial autocorrelation among regression disturbances | 2007-02-02 | Paper |
How to confuse with statistics or: the use and misuse of conditional probabilities
Statistical Science | 2006-09-22 | Paper |
Finite‐sample power of the Durbin–Watson test against fractionally integrated disturbances
Econometrics Journal | 2006-01-24 | Paper |
Long memory vs. structural change in financial time series
AStA. Allgemeines Statistisches Archiv | 2005-10-11 | Paper |
Finite sample power of Clifford-type tests for spatial disturbance correlation in linear regres\-sion
Journal of Statistical Planning and Inference | 2005-02-09 | Paper |
| scientific article; zbMATH DE number 2108371 (Why is no real title available?) | 2004-10-15 | Paper |
Statistics in economics and the social sciences
AStA. Allgemeines Statistisches Archiv | 2004-09-22 | Paper |
Some simple LM tests against multiple changes of variance in linear regression
AStA. Allgemeines Statistisches Archiv | 2003-08-06 | Paper |
OLS-BASED ASYMPTOTIC INFERENCE IN LINEAR REGRESSION MODELS WITH TRENDING REGRESSORS AND AR(p)-DISTURBANCES
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
Diagnostic checking in linear processes with infinite variance
Mathematical and Computer Modelling | 2002-06-13 | Paper |
Testing for unit roots in the context of misspecified logarithmic random walks.
Economics Letters | 2002-03-03 | Paper |
| scientific article; zbMATH DE number 1329173 (Why is no real title available?) | 2000-09-10 | Paper |
Fractional integration and the augmented Dickey--Fuller test
Economics Letters | 1999-01-12 | Paper |
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated
Economics Letters | 1999-01-12 | Paper |
A final twist on the equality of OLS and GLS
Statistical Papers | 1998-08-02 | Paper |
Chaos and the compass rose
Economics Letters | 1998-07-22 | Paper |
The frisch-waugh theorem and generalized least squares
Econometric Reviews | 1998-04-29 | Paper |
Autocorrelation- and heteroskedasticity-consistent \(t\)-values with trending data
Journal of Econometrics | 1997-08-03 | Paper |
Another twist on the equality of OLS and GLS
Statistical Papers | 1997-03-23 | Paper |
A general condition for an optimal limiting efficiency of OLS in the general linear regression model
Economics Letters | 1997-02-28 | Paper |
A trend-resistant test for structural change based on OLS residuals
Journal of Econometrics | 1996-02-12 | Paper |
| scientific article; zbMATH DE number 813717 (Why is no real title available?) | 1995-12-11 | Paper |
Consistency, asymptotic unbiasedness and bounds on the bias of \(s^ 2\) in the linear regression model with error component disturbances
Statistical Papers | 1995-02-06 | Paper |
Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated
Economics Letters | 1994-10-30 | Paper |
The Lorenz-ordering of Singh-Maddala income distributions
Economics Letters | 1994-04-05 | Paper |
Range vs. maximum in the OLS-based version of the CUSUM test
Economics Letters | 1993-08-08 | Paper |
The Cusum Test with Ols Residuals
Econometrica | 1992-09-26 | Paper |
Finite sample power of linear regression autocorrelation tests
Journal of Econometrics | 1990-01-01 | Paper |
A new test for structural stability in the linear regression model
Journal of Econometrics | 1989-01-01 | Paper |
Testing for Structural Change in Dynamic Models
Econometrica | 1988-01-01 | Paper |
Spatial Autocorrelation Among Errors and the Relative Efficiency of OLS in the Linear Regression Model
Journal of the American Statistical Association | 1987-01-01 | Paper |
Least Squares Regression When the Independent Variable Follows an ARIMA Process
Journal of the American Statistical Association | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3894254 (Why is no real title available?) | 1985-01-01 | Paper |
The power of the Durbin-Watson test for regressions without an intercept
Journal of Econometrics | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3907632 (Why is no real title available?) | 1985-01-01 | Paper |
Ordinary least squares estimation of simultaneous equation systems with trended data: further results
Communications in Statistics: Theory and Methods | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3874437 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3806764 (Why is no real title available?) | 1983-01-01 | Paper |
Note on Estimating Linear Trend when Residuals are Autocorrelated
Econometrica | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3763093 (Why is no real title available?) | 1980-01-01 | Paper |
Finite Sample Efficiency of Ordinary Least Squares in the Linear Regression Model with Autocorrelated Errors
Journal of the American Statistical Association | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3860260 (Why is no real title available?) | 1980-01-01 | Paper |
