| Publication | Date of Publication | Type |
|---|
| Estimating the Kronecker indices of cointegrated echelon‐form VARMA models | 2023-07-07 | Paper |
| Testing identification via heteroskedasticity in structural vector autoregressive models | 2022-06-22 | Paper |
| Comparison of local projection estimators for proxy vector autoregressions | 2022-03-15 | Paper |
| Qualitative versus quantitative external information for proxy vector autoregressive analysis | 2021-11-16 | Paper |
| Inference in partially identified heteroskedastic simultaneous equations models | 2021-02-09 | Paper |
| Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity | 2020-11-04 | Paper |
| Forecasting aggregated vector ARMA processes | 2020-09-09 | Paper |
| Bootstrapping impulse responses in VAR analyses | 2020-07-21 | Paper |
| Identifying Structural Vector Autoregressions Via Changes in Volatility | 2020-07-10 | Paper |
| Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity | 2020-05-19 | Paper |
| Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity | 2020-04-01 | Paper |
| Estimation of structural impulse responses: short-run versus long-run identifying restrictions | 2019-08-06 | Paper |
| Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH | 2019-03-27 | Paper |
| Testing for identification in SVAR-GARCH models | 2018-08-10 | Paper |
| Structural vector autoregressions with smooth transition in variances | 2018-08-09 | Paper |
| Structural vector autoregressions with smooth transition in variances | 2017-11-01 | Paper |
| Structural Vector Autoregressive Analysis | 2017-09-29 | Paper |
| Residual autocorrelation testing for vector error correction models | 2016-05-02 | Paper |
| General-to-specific or specific-to-general modelling? An opinion on current econometric terminology | 2016-05-02 | Paper |
| Structural vector autoregressions with Markov switching: combining conventional with statistical identification of shocks | 2014-11-20 | Paper |
| Book review of: Stanley A. Mulaik, Foundations of factor analysis | 2014-10-24 | Paper |
| Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity | 2014-06-16 | Paper |
| Reducing confidence bands for simulated impulse responses | 2013-11-11 | Paper |
| Non-linear least squares estimation under nonlinear equality constraints | 2013-10-24 | Paper |
| Linear aggregation of vector autoregressive moving average processes | 2013-10-24 | Paper |
| The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions | 2013-10-24 | Paper |
| Forecasting Annual Inflation with Seasonal Monthly Data: Using Levels versus Logs of the Underlying Price Index | 2013-06-14 | Paper |
| Problems related to over-identifying restrictions for structural vector error correction models | 2013-01-29 | Paper |
| On unit root tests in the presence of transitional growth | 2013-01-01 | Paper |
| Structural Vector Autoregressions With Nonnormal Residuals | 2010-10-11 | Paper |
| Structural vector autoregressions with Markov switching | 2010-02-09 | Paper |
| Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term | 2009-12-22 | Paper |
| Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break | 2009-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5386505 | 2008-05-14 | Paper |
| Recent Advances in Cointegration Analysis | 2007-06-19 | Paper |
| Comparison of unit root tests for time series with level shifts | 2007-05-29 | Paper |
| Structural vector autoregressive analysis for cointegrated variables | 2007-01-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5481309 | 2006-08-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5474886 | 2006-06-26 | Paper |
| Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time | 2006-06-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5291733 | 2006-05-22 | Paper |
| BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING | 2006-03-22 | Paper |
| A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES | 2005-10-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5312885 | 2005-08-25 | Paper |
| Testing for unit roots in time series with level shifts | 2004-09-22 | Paper |
| TRANSMISSION OF GERMAN MONETARY POLICY IN THE PRE-EURO PERIOD | 2004-09-07 | Paper |
| A REVIEW OF SYSTEMS COINTEGRATION TESTS | 2004-06-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407594 | 2004-01-20 | Paper |
| TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME | 2003-05-18 | Paper |
| Comparison of tests for the cointegrating rank of a VAR process with a structural shift | 2003-04-28 | Paper |
| Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process | 2002-10-23 | Paper |
| Unit root tests for time series with level shifts: a comparison of different proposals. | 2002-07-15 | Paper |
| COMPARISON OF BOOTSTRAP CONFIDENCE INTERVALS FOR IMPULSE RESPONSES OF GERMAN MONETARY SYSTEMS | 2002-04-02 | Paper |
| On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models. | 2002-03-03 | Paper |
| Trend Adjustment Prior to Testing for the Cointegrating Rank of a Vector Autoregressive Process | 2001-10-09 | Paper |
| Testing for the cointegrating rank of a VAR process with a time trend | 2001-10-03 | Paper |
| Problems related to confidence intervals for impulse responses of autoregressive processes | 2001-06-19 | Paper |
| Comment on essays on current state and future challenges of econometrics | 2001-01-01 | Paper |
| TESTING FOR THE COINTEGRATING RANK OF A VAR PROCESS WITH AN INTERCEPT | 2000-01-01 | Paper |
| LOCAL POWER OF LIKELIHOOD RATIO TESTS FOR THE COINTEGRATING RANK OF A VAR PROCESS | 1999-12-19 | Paper |
| Impulse response analysis in infinite order cointegrated vector autoregressive processes | 1999-10-17 | Paper |
| A lag augmentation test for the cointegrating rank of a VAR process | 1999-04-28 | Paper |
| A Review of Nonparametric Time Series Analysis | 1998-05-25 | Paper |
| Making wald tests work for cointegrated VAR systems | 1997-11-06 | Paper |
| Analysis of cointegrated VARMA processes | 1997-10-28 | Paper |
| Modified Wald tests under nonregular conditions | 1997-08-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4716820 | 1996-11-28 | Paper |
| Testing for nonzero impulse responses in vector autoregressive processes | 1996-11-06 | Paper |
| Specification of varying coefficient time series models via generalized flexible least squares | 1996-04-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4852355 | 1995-10-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4834765 | 1995-06-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5287463 | 1994-01-31 | Paper |
| Granger-causality in cointegrated VAR processes. The case of the term structure | 1993-08-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4001588 | 1992-09-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3996274 | 1992-09-17 | Paper |
| Impulse response analysis of cointegrated systems | 1992-06-28 | Paper |
| Measures of multivariate skewness and kurtosis for tests of nonnormality | 1991-01-01 | Paper |
| A note on the asymptotic distribution of impulse response functions of estimated VAR models with orthogonal residuals | 1989-01-01 | Paper |
| Prediction of temporally aggregated systems involving both stock and flow variables | 1989-01-01 | Paper |
| Bemerkung zur Lösung der Yule-Walker-Gleichungen. (Remarks on the solution of the Yule-Walker equations) | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3218979 | 1985-01-01 | Paper |
| Linear transformations of vector ARMA processes | 1984-01-01 | Paper |
| The Optimality of Rational Distributed Lags: A Comment | 1984-01-01 | Paper |
| Discounted polynomials for multiple time series model building | 1982-01-01 | Paper |
| DIFFERENCING MULTIPLE TIME SERIES: ANOTHER LOOK AT CANADIAN MONEY AND INCOME DATA | 1982-01-01 | Paper |
| A model for non-negative and non-positive distributed lag functions | 1981-01-01 | Paper |
| Approximation of Arbitrary Distributed Lag Structures by a Modified Polynomial Lag: An Extension | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3207757 | 1977-01-01 | Paper |
