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DateTitle Authors
2002 Seasonal Unit Root Tests under Structural BreaksHassler, Uwe / Rodrigues, Paulo M. M.
2003 Monotonicity of chi-square test statisticsRyu, Keunkwan
2008 A Study on spurious long memory in nonlinear time series modelsKuswanto, Heri / Sibbertsen, Philipp
2005 The Power of the KPSS{Test for Cointegration when Residuals are Fractionally IntegratedSibbertsen, Philipp / Krämer, Walter
2014 A Test for the Portion of Bivariate Dependence in Multivariate Tail RiskBormann, Carsten / Schienle, Melanie / Schaumburg, Julia
2014 Information Theoretic Optimality of Observation Driven Time Series ModelsBlasques, Francisco / Koopman, Siem Jan / Lucas, André
2007 Testing a model of the UK by the method of indirect inferenceMinford, Patrick / Theodoridis, Konstantinos / Meenagh, David
2013 Calculating confidence intervals for continuous and discontinuous functions of parametersWoutersen, Tiemen / Ham, John C.
2002 Finite sample inference for GMM estimators in linear panel data modelsBond, Stephen R. / Windmeijer, Frank
2006 Confidence sets for partially identified parameters that satisfy a finite number of moment inequalitiesRosen, Adam M.

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