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DateTitle Authors
2009 Nearly efficient likelihood ratio tests for seasonal unit rootsJansson, Michael / Nielsen, Morten Ørregaard
2001 Bootstrap tests: How many bootstraps?Davidson, Russell / MacKinnon, James
2001 Artificial regressionsDavidson, Russell / MacKinnon, James
2014 Inference on the long-memory properties of time series with non-stationary volatilityDemetrescu, Matei / Sibbertsen, Philipp
2012 Simultaneous test procedures in terms of p-value copulaeDickhaus, Thorsten / Gierl, Jakob
2012 Improved likelihood ratio tests for cointegration rank in the VAR modelBoswijk, H. Peter / Jansson, Michael / Ørregaard Nielsen, Morten
2009 Simple regression based tests for spatial dependenceBorn, Benjamin / Breitung, Jörg
2010 Testing for structural breaks at unknown time: A steeplechaseEl-Shagi, Makram / Giesen, Sebastian
2002 Financial Instability and Monetary Policy: The Swedish EvidenceBergman, U. Michael / Hansen, Jan
2005 Bayesian Inference of General Linear Restrictions on the Cointegration SpaceVillani, Mattias

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