Skip navigation
A service of the
zbw
Contact
|
Imprint
|
Privacy
|
Sitemap
|
Accessibility
|
Deutsch
Home
About EconStor
About EconStor
Policy
News
Terms of use
Usage statistics
Submit
for:
institutions
authors
Search
Browse by
Author
Year of Publication
Document Type
Communities & Collections
Journals
Monographs (by Publishers)
References
FAQ
Open Access
Contact
Imprint
Privacy
Sitemap
Deutsch
Home
About EconStor
Policy
submit for institutions
submit for authors
Search
browse by Author
browse by Year of Publication
browse by Document Type
browse by Communities & Collections
browse by Journals
browse by Monographs (by Publishers)
News
Terms of use
Usage statistics
References
FAQ
Open Access
EconStor
Browsing All of EconStor by Author Sibbertsen, Philipp
Jump to a point in the index:
(Choose year)
2024
2023
2022
2021
2020
2019
2018
2017
2016
2015
2014
2013
2012
2011
2010
2009
2008
2007
2006
2005
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1985
1980
1975
1970
1960
1950
Or type in a year:
Sort by:
Date
Title
Author
In order:
Ascending
Descending
Results/Page
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
Showing results 21 to 40 of 80
< previous
next >
Year of Publication
Title
Author(s)
2004
The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated
Sibbertsen, Philipp
;
Krämer, Walter
2005
Phillips-Perron-type unit root tests in the nonlinear ESTAR framework
Rothe, Christoph
;
Sibbertsen, Philipp
2005
Tests of Bias in Log-Periodogram Regression
Davidson, James E. H.
;
Sibbertsen, Philipp
2005
Empirical likelihood confidence intervals for the mean of a long-range dependent process
Nordman, Daniel
;
Sibbertsen, Philipp
;
Lahiri, Soumendra N.
2005
The Power of the KPSS{Test for Cointegration when Residuals are Fractionally Integrated
Sibbertsen, Philipp
;
Krämer, Walter
2006
Divergence of credit valuation in Germany: Continuous theory and discrete practice
Weibach, Rafael
;
Sibbertsen, Philipp
2007
Testing for a break in persistence under long-range dependencies
Sibbertsen, Philipp
;
Kruse, Robinson
2007
Can we distinguish between common nonlinear time series models and long memory?
Kuswanto, Heri
;
Sibbertsen, Philipp
2008
A Study on spurious long memory in nonlinear time series models
Kuswanto, Heri
;
Sibbertsen, Philipp
2008
Measuring model risk
Sibbertsen, Philipp
;
Stahl, Gerhard
;
Luedtke, Corinna
2009
Testing for a break in persistence under long-range dependencies and mean shifts
Sibbertsen, Philipp
;
Willert, Juliane
2009
Testing for long memory against ESTAR nonlinearities
Kuswanto, Heri
;
Sibbertsen, Philipp
2009
Forecasting long memory time series under a break in persistence
Heinen, Florian
;
Sibbertsen, Philipp
;
Kruse, Robinson
2010
Long memory and changing persistence
Kruse, Robinson
;
Sibbertsen, Philipp
2010
Identification problems in ESTAR models and a new model
Donauer, Stefanie
;
Heinen, Florian
;
Sibbertsen, Philipp
2011
Two competitive models and their identification problem: The ESTAR and TSTAR model
Heinen, Florian
;
Michael, Stefanie
;
Sibbertsen, Philipp
2011
About the impact of model risk on capital reserves: A quantitative analysis
Bertram, Philip
;
Sibbertsen, Philipp
;
Stahl, Gerhard
2011
Modellrisiko
Stahl, Gerhard
;
Sibbertsen, Philipp
;
Bertram, Philip
2011
The dynamics of real exchange rates: A reconsideration
Heinen, Florian
;
Kaufmann, Hendrik
;
Sibbertsen, Philipp
2012
On tests for linearity against STAR models with deterministic trends
Kaufmann, Hendrik
;
Kruse, Robinson
;
Sibbertsen, Philipp