| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q5045494 | 2022-11-04 | Paper |
| THE DICKEY–FULLER TEST FOR EXPONENTIAL RANDOM WALKS | 2018-12-14 | Paper |
| A simple and focused backtest of value at risk | 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 | 2016-12-01 | Paper |
| Book review of: S. Alkire et al., Multidimensional poverty measurement and analysis | 2016-12-01 | Paper |
| Book review of: U. Hassler, Stochastic processes and calculus. An elementary introduction with applications | 2016-12-01 | Paper |
| Book review of: D. Rasch und D. Schott, Mathematische Statistik für Mathematiker, Natur- und Ingenieurwissenschaftler | 2016-12-01 | Paper |
| On studentizing a test for structural change | 2016-01-01 | Paper |
| Mean adjustment and the CUSUM test for structural change | 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 | 2014-09-26 | Paper |
| Datenanalyse mit SAS® | 2014-07-21 | Paper |
| Spurious persistence in stochastic volatility | 2014-06-03 | Paper |
| A Hausman test with trending data | 2013-10-25 | Paper |
| On the consequences of trend for simultaneous equation estimation | 2013-10-24 | Paper |
| Long memory with Markov-switching GARCH | 2013-01-29 | Paper |
| Structural change and estimated persistence in the \(GARCH(1,1)\)-model | 2013-01-28 | Paper |
| The power of the KPSS-test for cointegration when residuals are fractionally integrated | 2013-01-07 | Paper |
| The power of residual-based tests for cointegration when residuals are fractionally integrated | 2013-01-01 | Paper |
| Recursive computation of piecewise constant volatilities | 2012-12-30 | Paper |
| A Hausman test for non-ignorability | 2012-06-26 | Paper |
| On the origin of high persistence in GARCH-models | 2012-06-26 | Paper |
| Testing for a change in correlation at an unknown point in time using an extended functional delta method | 2012-06-11 | Paper |
| A cautionary note on computing conditional from unconditional correlations | 2011-06-30 | Paper |
| A simple nonparametric test for structural change in joint tail probabilities | 2011-04-29 | Paper |
| The exact bias of \(s^2\) in linear panel regressions with spatial autocorrelation | 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 | 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 | 2006-09-22 | Paper |
| Finite‐sample power of the Durbin–Watson test against fractionally integrated disturbances | 2006-01-24 | Paper |
| Long memory vs. structural change in financial time series | 2005-10-11 | Paper |
| Finite sample power of Clifford-type tests for spatial disturbance correlation in linear regres\-sion | 2005-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4820713 | 2004-10-15 | Paper |
| Statistics in economics and the social sciences | 2004-09-22 | Paper |
| Some simple LM tests against multiple changes of variance in linear regression | 2003-08-06 | Paper |
| OLS-BASED ASYMPTOTIC INFERENCE IN LINEAR REGRESSION MODELS WITH TRENDING REGRESSORS AND AR(p)-DISTURBANCES | 2002-07-28 | Paper |
| Diagnostic checking in linear processes with infinite variance | 2002-06-13 | Paper |
| Testing for unit roots in the context of misspecified logarithmic random walks. | 2002-03-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4257545 | 2000-09-10 | Paper |
| Fractional integration and the augmented Dickey--Fuller test | 1999-01-12 | Paper |
| Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated | 1999-01-12 | Paper |
| A final twist on the equality of OLS and GLS | 1998-08-02 | Paper |
| Chaos and the compass rose | 1998-07-22 | Paper |
| The frisch-waugh theorem and generalized least squares | 1998-04-29 | Paper |
| Autocorrelation- and heteroskedasticity-consistent \(t\)-values with trending data | 1997-08-03 | Paper |
| Another twist on the equality of OLS and GLS | 1997-03-23 | Paper |
| A general condition for an optimal limiting efficiency of OLS in the general linear regression model | 1997-02-28 | Paper |
| A trend-resistant test for structural change based on OLS residuals | 1996-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4854055 | 1995-12-11 | Paper |
| Consistency, asymptotic unbiasedness and bounds on the bias of \(s^ 2\) in the linear regression model with error component disturbances | 1995-02-06 | Paper |
| Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated | 1994-10-30 | Paper |
| The Lorenz-ordering of Singh-Maddala income distributions | 1994-04-05 | Paper |
| Range vs. maximum in the OLS-based version of the CUSUM test | 1993-08-08 | Paper |
| The Cusum Test with Ols Residuals | 1992-09-26 | Paper |
| Finite sample power of linear regression autocorrelation tests | 1990-01-01 | Paper |
| A new test for structural stability in the linear regression model | 1989-01-01 | Paper |
| Testing for Structural Change in Dynamic Models | 1988-01-01 | Paper |
| Spatial Autocorrelation Among Errors and the Relative Efficiency of OLS in the Linear Regression Model | 1987-01-01 | Paper |
| Least Squares Regression When the Independent Variable Follows an ARIMA Process | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5186546 | 1985-01-01 | Paper |
| The power of the Durbin-Watson test for regressions without an intercept | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3685059 | 1985-01-01 | Paper |
| Ordinary least squares estimation of simultaneous equation systems with trended data: further results | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3339962 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4749031 | 1983-01-01 | Paper |
| Note on Estimating Linear Trend when Residuals are Autocorrelated | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3945409 | 1980-01-01 | Paper |
| Finite Sample Efficiency of Ordinary Least Squares in the Linear Regression Model with Autocorrelated Errors | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3327588 | 1980-01-01 | Paper |
