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DateTitle Authors
2012 On tests for linearity against STAR models with deterministic trendsKaufmann, Hendrik / Kruse, Robinson / Sibbertsen, Philipp
2009 Testing for a break in persistence under long-range dependencies and mean shiftsSibbertsen, Philipp / Willert, Juliane
2010 Long memory and changing persistenceKruse, Robinson / Sibbertsen, Philipp
2009 Testing for long memory against ESTAR nonlinearitiesKuswanto, Heri / Sibbertsen, Philipp
2009 A new simple test against spurious long memory using temporal aggregationKuswanto, Heri
2010 Mean shift detection under long-range dependencies with ARTWillert, Juliane
2007 Why bayes rules: A note on Bayesian vs. classical inference in regime switching modelsGärtner, Dennis
2010 Financial development and economic growth: An empirical analysis for IrelandAdamopoulos, Antonios
2014 The Hodrick-Prescott Filter with a Time-Varying Penalization Parameter. An Application for the Trend Estimation of Global Temperature.Blöchl, Andreas / Flaig, Gebhard
2011 Predictive inference under model misspecification with an application to assessing the marginal predictive content of money for outputArmah, Nii Ayi / Swanson, Norman R.

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