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DateTitle Authors
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
2000 Testing the purchasing power parity in pooled systems of error correction modelsHerwartz, Helmut / Reimers, Hans-Eggert
2000 Testing of fractional cointegration in macroeconomic time seriesGil-Alaña, Luis A.
2000 Currency substitution and the stability of the Italian demand for money before the entry into the monetary union, 1972 - 1998Nielsen, Hannah / Tullio, Giuseppe / Wolters, Jürgen
1999 Testing for unit roots in time series with level shiftsSaikkonen, Pentti / Lütkepohl, 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
1999 Nonlinear error correction and the efficient market hypothesis: The case of German dual-class sharesBreitung, Jörg / Wulff, Christian
2010 Using wavelets for time series forecasting: Does it pay off?Schlüter, Stephan / Deuschle, Carola

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