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DateTitle Authors
2003 The Variance Ratio Statistic at Large HorizonsDeo, Rohit S. / Chen, Willa W.
2001 The power of the tests of Robinson (1994) in the context of fractionally integrated moving average modelsGil-Alaña, Luis A.
2001 Test procedures for unit roots in time series with level shifts at unknown timeLanne, Markku / Lütkepohl, Helmut / Saikkonen, Pentti
2001 Unit root tests for time series with level shifts: A comparison of different proposalsLanne, Markku / Lütkepohl, Helmut
2001 Unit root tests in the presence of innovational outliersLanne, Markku / Lütkepohl, Helmut / Saikkonen, Pentti
1999 Testing for unit roots in time series with level shiftsSaikkonen, Pentti / Lütkepohl, Helmut
2002 Testing for vector autoregressive dynamics under heteroskedasticityHafner, Christian M. / Herwartz, Helmut
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

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