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DateTitle Authors
2011 Stationarity changes in long-run fossil resource prices: Evidence from persistence break testingZaklan, Aleksandar / Abrell, Jan / Neumann, Anne
2012 Revealed preference and nonparametric analysis: Continuous extensions and recoverabilityHeufer, Jan
2002 Testing the diffusion coefficientKleinow, Torsten
2010 Bootstrapping density-weighted average derivativesCattaneo, Matias D. / Crump, Richard K. / Jansson, Michael
2002 The day-of-the-week effect revisited: An alternative testing approachAlt, Raimund / Fortin, Ines / Weinberger, Simon
2002 Testing for stationarity in a cointegrated systemKunst, Robert M.
2003 Testing for relative predictive accuracy: A critical viewpointKunst, Robert M.
2011 Nonparametric rank tests for non-stationary panelsPedroni, Peter / Vogelsang, Timothy J. / Wagner, Martin / Westerlund, Joakim
2011 Cointegrating polynomial regressions: Fully modified OLS estimation and inferenceHong, Seung Hyun / Wagner, Martin
2011 A fixed-b perspective on the Phillips-Perron unit root testsVogelsang, Timothy J. / Wagner, Martin

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