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DateTitle Authors
2005 Determing the number of regimes in a threshold autoregressive model using smooth transition autoregressionsStrikholm, Birgit / Teräsvirta, Timo
2007 Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional formPéguin-Feissolle, Anne / Strikholm, Birgit
2006 Determining the number of breaks in a piecewise linear regression modelStrikholm, Birgit
1999 Nonlinear error correction and the efficient market hypothesis: The case of German dual-class sharesBreitung, Jörg / Wulff, Christian
2007 Generalized canonical regressionEstrella, Arturo
2010 Testing the invariance of expectations models of inflationCastle, Jennifer L. / Doornik, Jurgen A. / Hendry, David F. / Nymoen, Ragnar
2002 On the small sample properties of weak exogeneity tests in cointegrated VAR modelsBrüggemann, Ralf
1996 The NAIRU-concept: A few remarksPichelmann, Karl / Schuh, Ulrich
2012 Exchange rate bands of inaction and play-hysteresis in German exports: Sectoral evidence for some OECD destinationsBelke, Ansgar / Göcke, Matthias / Günther, Martin
2006 A macroeconometric model of the Chinese economyQin, Duo / Cagas, Marie Anne / Ducanes, Geoffrey / He, Xinhua

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