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DateTitle Authors
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
2007 A new approach to bootstrap inference in functional coefficient modelsHerwartz, Helmut / Xu, Fang
2007 A robust bootstrap approach to the Hausman test in stationary panel data modelsHerwartz, Helmut / Neumann, Michael H.
2009 A new approach to unit root testingHerwartz, Helmut / Siedenburg, Florian
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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