Christoph Hanck

Available identifiers

Publication	Date of Publication	Type
Unit Root Testing in Heteroscedastic Panels Using the Cauchy Estimator	2025-01-20	Paper
Hierarchical Bayes modelling of penalty conversion rates of bundesliga players	2023-07-03	Paper
Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances	2022-06-07	Paper
An Intersection Test for Panel Unit Roots	2022-05-31	Paper
Nonstationary-volatility robust panel unit root tests and the great moderation	2018-11-12	Paper
IV‐BASED COINTEGRATION TESTING IN DEPENDENT PANELS WITH TIME‐VARYING VARIANCE	2015-03-04	Paper
Nonlinear IV panel unit root testing under structural breaks in the error variance	2013-11-11	Paper
Combining non-cointegration tests	2013-10-09	Paper
The error-in-rejection probability of meta-analytic panel tests	2013-01-29	Paper
Multiple unit root tests under uncertainty over the initial condition: some powerful modifications	2012-12-27	Paper
A simple nonstationary-volatility robust panel unit root test	2012-12-27	Paper
On the asymptotic distribution of a unit root test against ESTAR alternatives	2012-05-18	Paper
The exact bias of \(s^2\) in linear panel regressions with spatial autocorrelation	2011-01-28	Paper
Cross-sectional correlation robust tests for panel cointegration	2009-10-21	Paper
Book review of: U. Hassler, Stochastische Integration und Zeitreihenmodellierung	2009-09-14	Paper
A Meta Analytic Approach to Testing for Panel Cointegration	2009-05-12	Paper

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