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DateTitle Authors
2013 A unified framework for testing in the linear regression model under unknown order of fractional integrationChristensen, Bent Jesper / Kruse, Robinson / Sibbertsen, Philipp
2005 The Power of the KPSS{Test for Cointegration when Residuals are Fractionally IntegratedSibbertsen, Philipp / Krämer, Walter
2005 Tests of Bias in Log-Periodogram RegressionDavidson, James E. H. / Sibbertsen, Philipp
2005 Phillips-Perron-type unit root tests in the nonlinear ESTAR frameworkRothe, Christoph / Sibbertsen, Philipp
2014 Testing for a general class of functional inequalitiesLee, Sokbae / Song, Kyungchul / Whang, Yoon-Jae
2013 A weak instrument F-test in linear IV models with multiple endogenous variablesSanderson, Eleanor / Windmeijer, Frank
2013 Properties of the maximum likelihood estimator in spatial autoregressive modelsHillier, Grant / Martellosio, Federico
2014 A Test for the Portion of Bivariate Dependence in Multivariate Tail RiskBormann, Carsten / Schienle, Melanie / Schaumburg, Julia
2014 Information Theoretic Optimality of Observation Driven Time Series ModelsBlasques, Francisco / Koopman, Siem Jan / Lucas, André
2013 Testing for structural stability of factor augmented forecasting modelsValentina Corradi / Norman Swanson

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