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DateTitle Authors
2008 Is Double Trouble? – How to Combine Cointegration TestsBayer, Christian / Hanck, Christoph
2008 A Nonlinear Unit Root Test in the Presence of an Unknown BreakPopp, Stephan
2007 Testing for a break in persistence under long-range dependenciesSibbertsen, Philipp / Kruse, Robinson
2007 Can we distinguish between common nonlinear time series models and long memory?Kuswanto, Heri / Sibbertsen, Philipp
2013 Testing for cointegration in a double-LSTR frameworkGrote, Claudia / Sibbertsen, Philipp
2013 A unified framework for testing in the linear regression model under unknown order of fractional integrationChristensen, Bent Jesper / Kruse, Robinson / Sibbertsen, Philipp
2012 Ziliak and McClosky's criticisms of significance tests: A damage assessmentMayer, Thomas
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
2009 Consistent test for multivariate conditional distributionsLi, Fuchun / Tkacz, Greg

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