| Publication | Date of Publication | Type |
|---|
| Common large innovations across nonlinear time series | 2023-03-13 | Paper |
| Improving judgmental adjustment of model-based forecasts | 2021-02-15 | Paper |
| Are forecast updates progressive? | 2021-02-15 | Paper |
| Time-varying lag cointegration | 2021-02-12 | Paper |
| Exploiting Spillovers to Forecast Crashes | 2018-10-12 | Paper |
| A simple test for a bubble based on growth and acceleration | 2018-08-15 | Paper |
| Cointegration in a historical perspective | 2016-08-04 | Paper |
| Modeling the diffusion of scientific publications | 2016-05-09 | Paper |
| Seasonality and non-linear price effects in scanner-data-based market-response models | 2016-05-04 | Paper |
| Testing for common deterministic trend slopes | 2016-03-30 | Paper |
| A note on monitoring time-varying parameters in an autoregression | 2015-10-14 | Paper |
| Data revisions and periodic properties of macroeconomic data | 2014-04-03 | Paper |
| On the econometrics of the geometric lag model | 2013-01-28 | Paper |
| Modeling dynamic effects of promotion on interpurchase times | 2012-12-30 | Paper |
| Do experts' adjustments on model-based SKU-level forecasts improve forecast quality? | 2011-01-06 | Paper |
| Estimating the Market Share Attraction Model using Support Vector Regressions | 2010-12-15 | Paper |
| Semi-Parametric Modelling of Correlation Dynamics | 2010-06-30 | Paper |
| The effect of rounding on payment efficiency | 2010-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3645681 | 2009-11-18 | Paper |
| Testing for harmonic regressors | 2009-10-21 | Paper |
| A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets | 2009-10-16 | Paper |
| Absorption of shocks in nonlinear autoregressive models | 2009-05-29 | Paper |
| A sequential approach to testing seasonal unit roots in high frequency data | 2007-09-11 | Paper |
| Detecting seasonal unit roots in a structural time series model | 2007-09-11 | Paper |
| On modeling panels of time series | 2007-03-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5474898 | 2006-06-26 | Paper |
| Forecasting Exchange Rates Using Neural Networks for Technical Trading Rules | 2006-01-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3368246 | 2006-01-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4671923 | 2005-04-27 | Paper |
| Fifty years since Koyck (1954)* | 2005-04-11 | Paper |
| Generalizations of the KPSS‐test for stationarity | 2005-04-11 | Paper |
| Periodic Time Series Models | 2004-11-16 | Paper |
| SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS | 2004-09-21 | Paper |
| Estimating Transition Probabilities from a Time Series of Independent Cross Sections | 2004-06-15 | Paper |
| An Empirical Study of Cash Payments | 2004-06-15 | Paper |
| Modeling consideration sets and brand choice using artificial neural networks. | 2004-02-02 | Paper |
| Estimating volatility on overlapping returns when returns are autocorrelated | 2003-07-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407595 | 2003-07-01 | Paper |
| A nonlinear long memory model, with an application to US unemployment. | 2003-02-17 | Paper |
| An equilibrium-correction model for dynamic network data | 2003-01-01 | Paper |
| Ordered logit analysis for selectively sampled data | 2002-09-09 | Paper |
| On data transformations and evidence of nonlinearity. | 2002-09-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2783444 | 2002-07-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2783441 | 2002-04-16 | Paper |
| Outlier robust analysis of long-run marketing effects for weekly scanning data | 2001-04-08 | Paper |
| Determining the order of differencing in seasonal time series processes | 2001-04-04 | Paper |
| Forecasting power-transformed time series data | 2000-03-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4258742 | 1999-09-14 | Paper |
| Testing nested and non-nested periodically integrated autoregressive models | 1999-02-23 | Paper |
| On trends and constants in periodic autoregressions | 1999-01-01 | Paper |
| Modeling Multiple Regimes in the Business Cycle | 1999-01-01 | Paper |
| Temporal aggregation in a periodically integrated autoregressive process | 1998-12-14 | Paper |
| Testing for Unit Roots and Non-linear Transformations | 1998-10-27 | Paper |
| On the sensitivity of unit root inference to nonlinear data transformations | 1998-08-13 | Paper |
| Impulse response functions for periodic integration | 1998-06-30 | Paper |
| Multiple unit roots in periodic autoregression | 1998-05-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4353073 | 1997-11-09 | Paper |
| Recognizing changing seasonal patterns using artificial neural networks | 1997-11-04 | Paper |
| Bayesian analysis of seasonal unit roots and seasonal mean shifts | 1997-08-12 | Paper |
| Testing for periodic integration | 1997-02-28 | Paper |
| Spurious deterministic seasonality | 1997-02-28 | Paper |
| The effects of seasonally adjusting a periodic autoregressive process | 1997-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4331747 | 1997-02-05 | Paper |
| UNIT ROOTS IN PERIODIC AUTOREGRESSIONS | 1996-09-01 | Paper |
| Periodic integration: Further results on model selection and forecasting | 1996-06-11 | Paper |
| A vector of quarters representation for bivariate time series | 1995-12-13 | Paper |
| A differencing test | 1995-12-13 | Paper |
| A multivariate approach to modeling univariate seasonal time series | 1995-11-28 | Paper |
| A periodic cointegration model of quarterly consumption | 1995-07-27 | Paper |
| Fitting a Gompertz Curve | 1994-04-12 | Paper |
| A method to select between periodic cointegration and seasonal cointegration | 1994-01-13 | Paper |
| Moving average filters and unit roots | 1992-09-26 | Paper |
| The use of dummy variables in consumption models | 1990-01-01 | Paper |
| The distance between regression models and its impact on model selection | 1989-01-01 | Paper |
