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DateTitle Authors
1999 Testing for a unit root in a time series with a level shift at unknown timeSaikkonen, Pentti / Lütkepohl, Helmut
1999 Unit root tests for time series with a structural break: When the break point is knownLütkepohl, Helmut / Müller, Christian / Saikkonen, Pentti
2013 The empirical (ir)relevance of the interest rate assumption for central bank forecastsKnüppel, Malte / Schultefrankenfeld, Guido
2010 Multiple tests for the performance of different investment strategiesFrahm, Gabriel / Wickern, Tobias / Wiechers, Christof
2007 Dependence of stock returns in bull and bear marketsDobrić, Jadran / Frahm, Gabriel / Schmid, Friedrich
2010 The first shall be last: serial position effects in the case contestants evaluate each otherHaigner, Stefan D. / Jenewein, Stefan / Müller, Hans-Christian / Wakolbinger, Florian
2008 Is double trouble? How to combine cointegration testsBayer, Christian / Hanck, Christoph
2008 An intersection test for panel unit rootsHanck, Christoph
2004 The Power of the KPSS-Test for Cointegration when Residuals are Fractionally IntegratedSibbertsen, Philipp / Krämer, Walter
2007 Testing large-dimensional correlationArnold, Matthias / Weißbach, Rafael

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