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DateTitle Authors
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
18-Mar-2015 Survey Effects of Oil Income on Nonoil Export (Case Study: Iran)Varahrami, Vida
2009 Consistent test for multivariate conditional distributionsLi, Fuchun / Tkacz, Greg
2015 Nonparametric change-point analysis of volatilityBibinger, Markus / Jirak, Moritz / Vetter, Mathias
2004 Testing for business cycle asymmetries based on autoregressions with a Markov-switching interceptKnüppel, Malte
2012 Improved Likelihood Ratio Tests for Cointegration Rank in the VAR ModelBoswijk, H. Peter / Jansson, Michael / Nielsen, Morten Ø.
2003 The stock return-inflation puzzle and the asymmetric causality in stock returns, inflation and real activityKim, Jeong-Ryeol
2011 Asymptotically Informative Prior for Bayesian AnalysisYuan, Ao / de Gooijer, Jan G.

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